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ConvexAnalysisMonotoneOperators_BauschkeCombettes_2017.Chap09.Proposition_9_42

noncomputable def ERealFunction.closedPerspectiveEReal {H : Type u} [AddCommGroup H] [Module H] (φ : H(Set.Ioi )) (hdom : (effectiveDomain φ).Nonempty) :
× HEReal

The closed perspective of φ as an extended-real-valued function: it agrees with the perspective away from the zero-height slice and takes the recession-function value at height 0. This construction only needs the effective domain of φ to be nonempty.

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    @[simp]
    theorem ERealFunction.closedPerspectiveEReal_apply_zero {H : Type u} [AddCommGroup H] [Module H] (φ : H(Set.Ioi )) (hdom : (effectiveDomain φ).Nonempty) (x : H) :
    closedPerspectiveEReal φ hdom (0, x) = (recessionFunction φ hdom x)

    On the zero-height slice, the closed perspective equals the recession function.

    theorem ERealFunction.closedPerspectiveEReal_apply_of_ne_zero {H : Type u} [AddCommGroup H] [Module H] (φ : H(Set.Ioi )) (hdom : (effectiveDomain φ).Nonempty) {ξ : } {x : H} ( : ξ 0) :
    closedPerspectiveEReal φ hdom (ξ, x) = perspective (fun (y : H) => (φ y)) (ξ, x)

    Away from the zero-height slice, the closed perspective agrees with the ordinary perspective.

    theorem ERealFunction.closedPerspectiveEReal_ne_bot {H : Type u} [AddCommGroup H] [Module H] (φ : H(Set.Ioi )) (hdom : (effectiveDomain φ).Nonempty) (p : × H) :
    < closedPerspectiveEReal φ hdom p

    The closed perspective never takes the value -∞.

    noncomputable def ERealFunction.closedPerspective {H : Type u} [AddCommGroup H] [Module H] (φ : H(Set.Ioi )) (hdom : (effectiveDomain φ).Nonempty) :
    × H(Set.Ioi )

    The subtype-valued closed perspective associated with closedPerspectiveEReal.

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      @[simp]
      theorem ERealFunction.closedPerspective_coe {H : Type u} [AddCommGroup H] [Module H] (φ : H(Set.Ioi )) (hdom : (effectiveDomain φ).Nonempty) (p : × H) :
      (closedPerspective φ hdom p) = closedPerspectiveEReal φ hdom p

      Coercing the closed perspective to EReal recovers the explicit closed-perspective formula.

      @[implicit_reducible]
      noncomputable def ERealFunction.scalar_prod_pseudoMetricSpace_l2 {H : Type u} [NormedAddCommGroup H] :
      PseudoMetricSpace ( × H)

      Helper for Proposition 9.42: view ℝ × H with the ℓ² product metric so the perspective slice lives in the intended Hilbert product space.

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        @[implicit_reducible]
        noncomputable def ERealFunction.scalar_prod_normedAddCommGroup_l2 {H : Type u} [NormedAddCommGroup H] :
        NormedAddCommGroup ( × H)

        Helper for Proposition 9.42: equip ℝ × H with the ℓ² product norm.

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          @[implicit_reducible]
          noncomputable def ERealFunction.scalar_prod_normedSpace_l2 {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] :
          NormedSpace ( × H)

          Helper for Proposition 9.42: the ℓ² product norm on ℝ × H is compatible with scalar multiplication.

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            theorem ERealFunction.scalar_prod_completeSpace_l2 {H : Type u} [NormedAddCommGroup H] [CompleteSpace H] :
            CompleteSpace ( × H)

            Helper for Proposition 9.42: completeness of ℝ × H for the ℓ² product metric follows from the uniform equivalence with WithLp 2 (ℝ × H).

            @[implicit_reducible]
            noncomputable def ERealFunction.scalar_prod_innerProductSpace_l2 {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] :
            InnerProductSpace ( × H)

            Helper for Proposition 9.42: the product Hilbert structure on ℝ × H is the textbook one ⟪(a, u), (b, v)⟫ = ab + ⟪u, v⟫.

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              @[implicit_reducible]
              noncomputable def ERealFunction.perspective_prod_pseudoMetricSpace_l2 {H : Type u} [NormedAddCommGroup H] :
              PseudoMetricSpace (( × H) × )

              Helper for Proposition 9.42: view ((ℝ × H) × ℝ) with the ℓ² product metric so Corollary 6.53 applies in the ambient Hilbert space of the perspective epigraph.

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                @[implicit_reducible]
                noncomputable def ERealFunction.perspective_prod_normedAddCommGroup_l2 {H : Type u} [NormedAddCommGroup H] :
                NormedAddCommGroup (( × H) × )

                Helper for Proposition 9.42: equip ((ℝ × H) × ℝ) with the ℓ² product norm.

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                  @[implicit_reducible]
                  noncomputable def ERealFunction.perspective_prod_normedSpace_l2 {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] :
                  NormedSpace (( × H) × )

                  Helper for Proposition 9.42: the ℓ² product norm on ((ℝ × H) × ℝ) is compatible with scalar multiplication.

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                    theorem ERealFunction.perspective_prod_completeSpace_l2 {H : Type u} [NormedAddCommGroup H] [CompleteSpace H] :
                    CompleteSpace (( × H) × )

                    Helper for Proposition 9.42: completeness of ((ℝ × H) × ℝ) for the ℓ² product metric again comes from its uniform equivalence with the corresponding WithLp product.

                    @[implicit_reducible]
                    noncomputable def ERealFunction.perspective_prod_innerProductSpace_l2 {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] :
                    InnerProductSpace (( × H) × )

                    Helper for Proposition 9.42: the ambient Hilbert structure on ((ℝ × H) × ℝ) is the componentwise one from the textbook product space.

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                      theorem ERealFunction.convex_epigraph_coe_of_convexOn_local {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] [CompleteSpace H] {φ : H(Set.Ioi )} (hconv : ConvexOn φ (effectiveDomain φ)) :
                      Convex (epigraph fun (x : H) => (φ x))

                      Helper for Proposition 9.42: convexity on the effective domain of a ]-∞,+∞]-valued function yields convexity of its real-height epigraph after coercion to EReal.

                      theorem ERealFunction.mem_epigraph_toReal_of_mem_effectiveDomain {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] [CompleteSpace H] {φ : H(Set.Ioi )} {x : H} (hx : x effectiveDomain φ) :
                      (x, (↑(φ x)).toReal) epigraph fun (y : H) => (φ y)

                      Helper for Proposition 9.42: every effective-domain point gives a canonical finite-height point of the real-height epigraph.

                      theorem ERealFunction.convex_perspectiveEpigraphSlice_of_convex_epigraph {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] [CompleteSpace H] {F : HEReal} (hF_conv : Convex (epigraph F)) :

                      Helper for Proposition 9.42: the unit slice over a convex epigraph is convex.

                      theorem ERealFunction.isClosed_perspectiveEpigraphSlice_of_isClosed_epigraph {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] [CompleteSpace H] {F : HEReal} (hF_closed : IsClosed (epigraph F)) :

                      Helper for Proposition 9.42: if the real-height epigraph of F is closed, then the fixed unit slice used for the perspective-cone description is also closed.

                      theorem ERealFunction.recessionCone_perspectiveEpigraphSlice_eq_zero_slice {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] [CompleteSpace H] (F : HEReal) (hF_nonempty : (epigraph F).Nonempty) :
                      (perspectiveEpigraphSlice F).recessionCone = {p : ( × H) × | p.1.1 = 0 (p.1.2, p.2) (epigraph F).recessionCone}

                      Helper for Proposition 9.42: the recession cone of the unit perspective slice consists precisely of the zero-height directions whose remaining coordinates lie in the recession cone of the original real-height epigraph.

                      theorem ERealFunction.epigraph_closedPerspectiveEReal_eq_perspective_union_zero_slice {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] [CompleteSpace H] (φ : H(Set.Ioi )) (hdom : (effectiveDomain φ).Nonempty) :
                      epigraph (closedPerspectiveEReal φ hdom) = epigraph (perspective fun (x : H) => (φ x)) {p : ( × H) × | p.1.1 = 0 (p.1.2, p.2) epigraph fun (y : H) => (recessionFunction φ hdom y)}

                      Helper for Proposition 9.42: the epigraph of the closed perspective is the union of the ordinary perspective epigraph with the zero-height recession slice.

                      theorem ERealFunction.eq_of_epigraph_eq_of_forall_gt_bot {X : Type u} {f g : XEReal} (hepigraph : epigraph f = epigraph g) (hf : ∀ (x : X), < f x) :
                      f = g

                      Helper for Proposition 9.42: equality of real-height epigraphs determines an EReal-valued function once one side is known never to take the value -∞.

                      theorem ERealFunction.lowerSemicontinuousEnvelope_perspective_eq_closedPerspectiveEReal {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] [CompleteSpace H] (φ : H(Set.Ioi )) ( : φ Γ₀(H)) :

                      Proposition 9.42: for φ ∈ Γ₀(H), the lower semicontinuous envelope of the perspective of φ is the closed perspective obtained by inserting the recession function on the zero-height slice.

                      theorem ERealFunction.closedPerspective_mem_gammaZero {H : Type u} [NormedAddCommGroup H] [InnerProductSpace H] [CompleteSpace H] (φ : H(Set.Ioi )) ( : φ Γ₀(H)) :
                      closedPerspective φ Γ₀( × H)

                      The closed perspective associated with a Γ₀(H) function belongs to Γ₀(ℝ × H).