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Books.ConvexAnalysis_Rockafellar_1970.Chap08.section38_part6

noncomputable def helperForTheorem_38_5_threeVariableObjective {m n p : } (F : FiberwiseProperConvexBifunction m n) (G : FiberwiseProperConvexBifunction n p) (u : Fin m) (x : Fin n) (y : Fin p) :

Helper for Theorem 38.5: the textbook three-variable objective h(u, x, y) = F u x + G x y.

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      Helper for Theorem 38.5: the same textbook objective packed onto ℝ^(n + (m + p)) so the middle block x can be eliminated by Theorem 5.7.

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          Helper for Theorem 38.5: the textbook function f(x) = inf_u {⟨u, u*⟩ - (F_* x)(u)}.

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              noncomputable def helperForTheorem_38_5_textbookDualMiddleFunction {n p : } (G : FiberwiseProperConvexBifunction n p) (yStar : Module.Dual (Fin p)) :
              (Fin n)EReal

              Helper for Theorem 38.5: the textbook function g(x) = sup_y {⟨y, y*⟩ - G x y}.

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                  Helper for Theorem 38.5: any real-valued linear functional, viewed as an EReal-valued function on ℝ^m, is proper convex on all of ℝ^m.

                  Helper for Theorem 38.5: the textbook middle function x ↦ inf_u {⟨u, u*⟩ - (F_* x)(u)} is convex.

                  Helper for Theorem 38.5: rewrite the textbook f(x) through the inverse bifunction notation F_*.

                  Helper for Theorem 38.5: the u-slice appearing in the fixed-x reduced problem is the primal middle function evaluated at -uStar.

                  Helper for Theorem 38.5: rewrite the textbook g(x) in the explicit sup_y {⟨y, y*⟩ - G x y} form used in the original proof.

                  Helper for Theorem 38.5: negating the dual middle function at -yStar produces the y-side infimum inf_y {⟨y, y*⟩ + G x y} that occurs in the current sign convention for the adjoint.

                  noncomputable def helperForTheorem_38_5_middleReducedObjective {m n p : } (F : FiberwiseProperConvexBifunction m n) (G : FiberwiseProperConvexBifunction n p) (yStar : Module.Dual (Fin p)) (uStar : Module.Dual (Fin m)) :
                  (Fin n)EReal

                  Helper for Theorem 38.5: the fixed-middle-variable reduced objective obtained after moving the outer minimization to the middle variable x.

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                      noncomputable def helperForTheorem_38_5_secondShiftMiddleReducedObjective {m n p : } (F : FiberwiseProperConvexBifunction m n) (G : FiberwiseProperConvexBifunction n p) (yStar : Module.Dual (Fin p)) (uStar : Module.Dual (Fin m)) :
                      (Fin n)(Fin n)EReal

                      Helper for Theorem 38.5: the original-text second-shift perturbation written as a partial infimum over the auxiliary primal/dual variables (u, y). This is the corrected object behind the guarded value function z ↦ inf_x (f x - g (x + z)).

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                          theorem helperForTheorem_38_5_middleReducedObjective_eq_textbookPieces {m n p : } (F : FiberwiseProperConvexBifunction m n) (G : FiberwiseProperConvexBifunction n p) (yStar : Module.Dual (Fin p)) (uStar : Module.Dual (Fin m)) (x : Fin n) (hPrimalFinite : ∃ (u : Fin m), -(uStar u) + F.toFun u x < ) (hDualFinite : ∃ (y : Fin p), (yStar y) + G.toFun x y < ) :

                          Helper for Theorem 38.5: when the fixed-x primal and dual slices each admit one finite witness, the reduced middle-variable objective splits into the textbook f(x) - g(x) form.

                          theorem helperForTheorem_38_5_secondShiftMiddleReducedObjective_eq_textbookPieces {m n p : } (F : FiberwiseProperConvexBifunction m n) (G : FiberwiseProperConvexBifunction n p) (yStar : Module.Dual (Fin p)) (uStar : Module.Dual (Fin m)) (z x : Fin n) (hPrimalFinite : ∃ (u : Fin m), -(uStar u) + F.toFun u x < ) (hDualFinite : ∃ (y : Fin p), (yStar y) + G.toFun (x + z) y < ) :

                          Helper for Theorem 38.5: for fixed z, the corrected second-shift reduced objective splits as f(x) - g(x + z) once the primal slice at x and the dual slice at x + z both have a finite witness.

                          Helper for Theorem 38.5: the convex function underlying the textbook g(x) = sup_y {⟨y, y*⟩ - G x y} is the negated slice at -yStar.

                          Helper for Theorem 38.5: after identifying the middle dual variable with its Euclidean vector via dotProductEquiv, the left adjoint term F^*(x*, u*) is the negative Fenchel conjugate of the textbook primal middle function x ↦ inf_u {⟨u, -u*⟩ + F u x}.

                          Helper for Theorem 38.5: under the same Euclidean identification of the middle dual space, the right adjoint term G^*(y*, x*) is the concave Fenchel conjugate of the textbook dual middle function x ↦ sup_y {⟨y, -y*⟩ - G x y}.

                          Helper for Theorem 38.5: after rewriting both adjoint factors through the textbook middle functions, the supremum composition F^* G^* becomes the Fenchel dual supremum of that pair, still indexed by middle dual vectors via dotProductEquiv.

                          Helper for Theorem 38.5: the textbook primal middle function has exactly the domain dom F_*, i.e. those x for which some u makes F u x different from .

                          Helper for Theorem 38.5: the textbook dual middle function has book concave effective domain exactly dom G. Equivalently, -g(x) is finite from above exactly when some y makes G x y different from .

                          Helper for Theorem 38.5: the qualification hypothesis stated with intrinsic interiors of dom F_* and dom G is exactly Fenchel's condition (a) for the textbook middle functions.

                          Helper for Theorem 38.5: the reduced middle-variable objective is exactly the Chapter 31 primal objective commonBookEffectiveDomainDifference f g built from the textbook middle functions f(x) = inf_u {⟨u, -u*⟩ + F u x} and g(x) = sup_y {⟨y, -y*⟩ - G x y}.