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Books.ConvexAnalysis_Rockafellar_1970.Chap07.section37_part8

noncomputable def helperForTheorem_37_4_affineTiltKernel {m n : } (K : SaddleFunction m n) (uStar : Fin m) (vStar : Fin n) :

Helper for Theorem 37.4: this is the affine tilt K - ⟨\cdot,u^*⟩ - ⟨\cdot,v^*⟩ whose saddle points characterize productSubdifferentialAt K u v.

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      theorem helperForTheorem_37_4_coe_firstPartialIncrement_eq_finDot_sub {m : } (u u' uStar : Fin m) :
      (∑ i : Fin m, uStar i * (u' i - u i)) = ↑(finDot u' uStar - finDot u uStar)

      Helper for Theorem 37.4: the first-variable partial increment is the difference of the two corresponding dot products.

      theorem helperForTheorem_37_4_coe_secondPartialIncrement_eq_finDot_sub {n : } (v v' vStar : Fin n) :
      (∑ i : Fin n, vStar i * (v' i - v i)) = ↑(finDot v' vStar - finDot v vStar)

      Helper for Theorem 37.4: the second-variable partial increment is the difference of the two corresponding dot products.

      Helper for Theorem 37.4: on Fin k → ℝ, intrinsic-interior points are also points of the transported Euclidean relative interior.

      theorem helperForTheorem_37_4_sumERealProducts_eq_coe_sum {k : } (a x y : Fin k) :
      i : Fin k, (a i) * ↑(x i - y i) = (∑ i : Fin k, a i * (x i - y i))

      Helper for Theorem 37.4: the EReal sum of coordinatewise affine products is the coercion of the corresponding real sum.

      theorem helperForTheorem_37_4_sumERealProducts_subtractedCoordinates_eq_coe_sum {k : } (a x y : Fin k) :
      i : Fin k, (a i) * ((x i) - (y i)) = (∑ i : Fin k, a i * (x i - y i))

      Helper for Theorem 37.4: the coordinatewise EReal products that occur after unfolding the partial subdifferentials sum to the same coerced real affine increment.

      theorem helperForTheorem_37_4_mem_productSubdifferential_iff_saddlePoint_affineTilt {m n : } (K : SaddleFunction m n) (u : Fin m) (v : Fin n) (uStar : Fin m) (vStar : Fin n) :

      Helper for Theorem 37.4: membership in the product subdifferential is exactly the saddle-point condition for the affine tilt by (uStar, vStar).

      Helper for Theorem 37.4: a closed proper saddle-function has nonempty product subdifferential at every point of ri (dom K).

      Helper for Theorem 37.4: for a proper saddle-function, any nonempty product subdifferential can only occur on dom K = dom₁ K × dom₂ K.

      theorem section37_theorem37_4 {m n : } (K : SaddleFunction m n) (hKclosed : IsClosedSaddleFunction K) (hKproper : IsProperSaddleFunction K) (hGlobal : Section34Theorem34_2GlobalQualification m n) :
      (∀ (u : Fin m) (v : Fin n) (uStar : Fin m) (vStar : Fin n), (uStar, vStar) productSubdifferentialAt K u v IsSaddlePoint (helperForTheorem_37_4_affineTiltKernel K uStar vStar) u v) saddleKernelDomain K {p : (Fin m) × (Fin n) | (productSubdifferentialAt K p.1 p.2).Nonempty} {p : (Fin m) × (Fin n) | (productSubdifferentialAt K p.1 p.2).Nonempty} saddleEffectiveDomain K

      Theorem 37.4: a pair (uStar, vStar) lies in ∂K(u, v) exactly when the affine tilt K - ⟨\cdot,u^*⟩ - ⟨\cdot,v^*⟩ has (u, v) as a saddle point; for closed proper K one has ri (dom K) ⊆ dom ∂K ⊆ dom K.

      Helper for Corollary 37.4.1: equivalence of saddle-functions is symmetric.

      theorem helperForCorollary_37_4_1_mem_originalSaddleDom_of_isSaddlePoint_affineTilt {m n : } {K L : SaddleFunction m n} (hKL : EquivalentSaddleFunctions K L) {u : Fin m} {v : Fin n} {uStar : Fin m} {vStar : Fin n} (hSaddle : IsSaddlePoint (helperForTheorem_37_4_affineTiltKernel K uStar vStar) u v) :

      Helper for Corollary 37.4.1: a saddle point of the affine tilt can occur only at a point of the original common saddle domain.

      theorem helperForCorollary_37_4_1_affineTilt_eq_on_row_of_mem_saddleDom2 {m n : } {K L : SaddleFunction m n} {uStar : Fin m} {vStar : Fin n} (hKL : EquivalentSaddleFunctions K L) {v : Fin n} (hv : v saddleDom2 K) (u : Fin m) :

      Helper for Corollary 37.4.1: once the second coordinate lies in the common saddle domain, the affine tilts of equivalent saddle-functions agree on the whole corresponding row.

      theorem helperForCorollary_37_4_1_affineTilt_eq_on_col_of_mem_saddleDom1 {m n : } {K L : SaddleFunction m n} {uStar : Fin m} {vStar : Fin n} (hKL : EquivalentSaddleFunctions K L) {u : Fin m} (hu : u saddleDom1 K) (v : Fin n) :

      Helper for Corollary 37.4.1: once the first coordinate lies in the common saddle domain, the affine tilts of equivalent saddle-functions agree on the whole corresponding column.

      theorem helperForCorollary_37_4_1_saddlePoint_affineTilt_transport {m n : } {K L : SaddleFunction m n} (hKL : EquivalentSaddleFunctions K L) {u : Fin m} {v : Fin n} {uStar : Fin m} {vStar : Fin n} (hSaddle : IsSaddlePoint (helperForTheorem_37_4_affineTiltKernel K uStar vStar) u v) :

      Helper for Corollary 37.4.1: if one affine tilt has a saddle point at (u,v), the corresponding affine tilt of an equivalent saddle-function has the same saddle point.

      Helper for Corollary 37.4.1: the affine-tilt saddle-point predicate is identical for equivalent saddle-functions.

      Helper for Corollary 37.4.1: equivalent saddle-functions have the same product subdifferential at every point.

      Helper for Corollary 37.4.1: on every point where the product subdifferential is nonempty, equivalent saddle-functions already agree in value.

      theorem corollary37_4_1_equivalentSaddleFunctions_have_same_productSubdifferential {m n : } {K L : SaddleFunction m n} (hKL : EquivalentSaddleFunctions K L) :
      (∀ (u : Fin m) (v : Fin n), productSubdifferentialAt K u v = productSubdifferentialAt L u v) {p : (Fin m) × (Fin n) | (productSubdifferentialAt K p.1 p.2).Nonempty} = {p : (Fin m) × (Fin n) | (productSubdifferentialAt L p.1 p.2).Nonempty} ∀ (u : Fin m) (v : Fin n), (productSubdifferentialAt K u v).NonemptyK u v = L u v

      Corollary 37.4.1: equivalent saddle-functions have the same product subdifferential, and their values agree on the common domain where this product subdifferential is nonempty.

      def helperForCorollary_37_5_1_productSubdifferentialGraph {m n : } (K : SaddleFunction m n) :
      Set (((Fin m) × (Fin n)) × (Fin m) × (Fin n))

      Helper for Corollary 37.5.1: the graph of the product subdifferential of K, written in the four-block coordinates (u, v, uStar, vStar).

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          def helperForCorollary_37_5_1_bookMap {m n : } :
          ((Fin m) × (Fin n)) × (Fin m) × (Fin n)(Fin m) × (Fin n)

          Helper for Corollary 37.5.1: the textbook map sending a graph point (u, v, uStar, vStar) to (u - uStar, v + vStar).

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              theorem helperForCorollary_37_5_1_appendHomeomorph_bookMap_eq_packedAddition {m n : } (u : Fin m) (v : Fin n) (uStar : Fin m) (vStar : Fin n) :

              Helper for Corollary 37.5.1: after packing the primal variables with Fin.append, the textbook map becomes the packed addition map with the first dual block sign-twisted.

              theorem helperForCorollary_37_5_1_bookMap_eq_appendHomeomorph_symm_packedAddition {m n : } (u : Fin m) (v : Fin n) (uStar : Fin m) (vStar : Fin n) :

              Helper for Corollary 37.5.1: unpacking the packed addition map recovers exactly the textbook map (u - uStar, v + vStar).

              def helperForCorollary_37_5_1_packGraphCoordinates {m n : } :
              ((Fin m) × (Fin n)) × (Fin m) × (Fin n)(Fin (m + n)) × (Fin (m + n))

              Helper for Corollary 37.5.1: package the four-block graph coordinates (u, v, uStar, vStar) into the corrected packed coordinates ((u, vStar), (-uStar, v)).

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                  def helperForCorollary_37_5_1_packedSubdifferentialGraph {m n : } (F : (Fin m)(Fin n)EReal) :
                  Set ((Fin (m + n)) × (Fin (m + n)))

                  Helper for Corollary 37.5.1: this is the ordinary subdifferential graph of the packed graph function attached to a convex bifunction.

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                      Helper for Corollary 37.5.1: the packed coordinate swap/sign map is continuous, so closedness can be transported by preimages once the graph-bridge is known.

                      Helper for Corollary 37.5.1: a closed proper convex bifunction gives a closed proper packed convex graph function on ℝ^(m+n).

                      Explicit infinite-value qualification needed by the canonical Section 34 witness route used to recover a graph-closed convex representative.

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                          Helper for Corollary 37.5.1: a closed proper saddle-function admits a representative that is closed in the Chapter 6 graph-function sense as well as proper in the Section 34 image-closed sense.

                          Helper for Corollary 37.5.1: a closed proper convex bifunction gives a closed proper packed convex graph function on ℝ^(m+n).

                          Helper for Corollary 37.5.1: generated-class membership is exactly saddle-equivalence with the canonical pairing kernel of the representing convex bifunction.

                          theorem helperForCorollary_37_5_1_packGraphCoordinates_homeomorph {m n : } :
                          ∃ (e : ((Fin m) × (Fin n)) × (Fin m) × (Fin n) ≃ₜ (Fin (m + n)) × (Fin (m + n))), ∀ (p : ((Fin m) × (Fin n)) × (Fin m) × (Fin n)), e p = helperForCorollary_37_5_1_packGraphCoordinates p

                          Helper for Corollary 37.5.1: the corrected packing map is an ambient homeomorphism before restricting to either graph.

                          theorem helperForCorollary_37_5_1_packedDotIncrement_eq_splitAffineTerm {m n : } (u : Fin m) (v : Fin n) (uStar : Fin m) (vStar : Fin n) (u' : Fin m) (x' : Fin n) :
                          (((dotProductEquiv (Fin (m + n))) (Fin.append (-uStar) v)) (Fin.append u' x' - Fin.append u vStar)) = ↑(x' ⬝ᵥ v) - ↑(vStar ⬝ᵥ v) - (↑(u' ⬝ᵥ uStar) - ↑(u ⬝ᵥ uStar))

                          Helper for Corollary 37.5.1: the packed dual pairing with ((u', x') - (u, vStar), (-uStar, v)) is exactly the split affine term ⟪x', v⟫ - ⟪vStar, v⟫ - (⟪u', uStar⟫ - ⟪u, uStar⟫).