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ConvexAnalysisMonotoneOperators_BauschkeCombettes_2017.Chap09.Proposition_9_34

def ERealFunction.erealOpenInterval (α β : EReal) :
Set

The open real interval cut out by the extended-real endpoints α and β.

Instances For
    @[simp]
    theorem ERealFunction.mem_erealOpenInterval_iff {α β : EReal} {x : } :
    x erealOpenInterval α β α < x x < β

    A real number lies in erealOpenInterval α β exactly when its EReal coercion lies strictly between α and β.

    noncomputable def ERealFunction.oneSidedLimitExtensionEReal (g : (Set.Ioi )) (α β : EReal) :
    EReal

    The one-sided-limit extension of a function with domain ]α,β[: it agrees with g on the open interval, takes the right and left Filter.liminf values at finite endpoints, and is +∞ elsewhere.

    Instances For
      @[simp]
      theorem ERealFunction.oneSidedLimitExtensionEReal_apply_of_mem_erealOpenInterval (g : (Set.Ioi )) (α β : EReal) {x : } (hx : x erealOpenInterval α β) :
      oneSidedLimitExtensionEReal g α β x = (g x)

      On ]α,β[, the one-sided-limit extension agrees with g.

      theorem ERealFunction.oneSidedLimitExtensionEReal_ne_bot (g : (Set.Ioi )) (α β : EReal) (hαlim : ∀ ⦃x : ⦄, α = x < Filter.liminf (fun (y : ) => (g y)) (nhdsWithin x (Set.Ioi x))) (hβlim : ∀ ⦃x : ⦄, β = x < Filter.liminf (fun (y : ) => (g y)) (nhdsWithin x (Set.Iio x))) (x : ) :

      If the one-sided boundary liminf values stay above -∞, then the one-sided-limit extension is everywhere ]-∞,+∞]-valued.

      noncomputable def ERealFunction.oneSidedLimitExtension (g : (Set.Ioi )) (α β : EReal) (hαlim : ∀ ⦃x : ⦄, α = x < Filter.liminf (fun (y : ) => (g y)) (nhdsWithin x (Set.Ioi x))) (hβlim : ∀ ⦃x : ⦄, β = x < Filter.liminf (fun (y : ) => (g y)) (nhdsWithin x (Set.Iio x))) :
      (Set.Ioi )

      The subtype-valued one-sided-limit extension associated with oneSidedLimitExtensionEReal.

      Instances For
        @[simp]
        theorem ERealFunction.oneSidedLimitExtension_coe (g : (Set.Ioi )) (α β : EReal) (hαlim : ∀ ⦃x : ⦄, α = x < Filter.liminf (fun (y : ) => (g y)) (nhdsWithin x (Set.Ioi x))) (hβlim : ∀ ⦃x : ⦄, β = x < Filter.liminf (fun (y : ) => (g y)) (nhdsWithin x (Set.Iio x))) (x : ) :
        (oneSidedLimitExtension g α β hαlim hβlim x) = oneSidedLimitExtensionEReal g α β x

        Coercing the subtype-valued one-sided-limit extension to EReal recovers the explicit piecewise extension formula.

        theorem ERealFunction.oneSidedLimitExtension_mem_gammaZero (g : (Set.Ioi )) (α β : EReal) (hαβ : α < β) (hdom : effectiveDomain g = erealOpenInterval α β) (hstrict : StrictlyConvex g) (hαlim : ∀ ⦃x : ⦄, α = x < Filter.liminf (fun (y : ) => (g y)) (nhdsWithin x (Set.Ioi x))) (hβlim : ∀ ⦃x : ⦄, β = x < Filter.liminf (fun (y : ) => (g y)) (nhdsWithin x (Set.Iio x))) :
        oneSidedLimitExtension g α β hαlim hβlim Γ₀()

        The one-sided-limit extension from Proposition 9.34 belongs to Γ₀(ℝ).

        theorem ERealFunction.oneSidedLimitExtensionEReal_eq_lowerSemicontinuousEnvelope (g : (Set.Ioi )) (α β : EReal) (hαβ : α < β) (hdom : effectiveDomain g = erealOpenInterval α β) (hstrict : StrictlyConvex g) (hαlim : ∀ ⦃x : ⦄, α = x < Filter.liminf (fun (y : ) => (g y)) (nhdsWithin x (Set.Ioi x))) (hβlim : ∀ ⦃x : ⦄, β = x < Filter.liminf (fun (y : ) => (g y)) (nhdsWithin x (Set.Iio x))) :
        oneSidedLimitExtensionEReal g α β = lowerSemicontinuousEnvelope fun (x : ) => (g x)

        The one-sided-limit extension coincides with the lower semicontinuous hull of g.

        theorem ERealFunction.oneSidedLimitExtension_strictlyConvex (g : (Set.Ioi )) (α β : EReal) (hαβ : α < β) (hdom : effectiveDomain g = erealOpenInterval α β) (hstrict : StrictlyConvex g) (hαlim : ∀ ⦃x : ⦄, α = x < Filter.liminf (fun (y : ) => (g y)) (nhdsWithin x (Set.Ioi x))) (hβlim : ∀ ⦃x : ⦄, β = x < Filter.liminf (fun (y : ) => (g y)) (nhdsWithin x (Set.Iio x))) :
        StrictlyConvex (oneSidedLimitExtension g α β hαlim hβlim)

        Proposition 9.34: the one-sided-limit extension of a proper strictly convex function on ]\alpha,\beta[ is strictly convex.