theorem
ERealFunction.primalObjective_ge_neg_dualObjective
{H : Type u}
[NormedAddCommGroup H]
[InnerProductSpace ℝ H]
(f g : H → ↑(Set.Ioi ⊥))
(x u : H)
:
-fenchelDualObjective f g u ≤ primalObjective f g x
Proposition 15.9 (1): every primal value dominates the negative dual value, i.e.
-fenchelDualObjective f g u ≤ primalObjective f g x.
theorem
ERealFunction.iInf_primalObjective_ge_neg_iInf_dualObjective
{H : Type u}
[NormedAddCommGroup H]
[InnerProductSpace ℝ H]
(f g : H → ↑(Set.Ioi ⊥))
:
-⨅ (u : H), fenchelDualObjective f g u ≤ ⨅ (x : H), primalObjective f g x
Proposition 15.9 (2): the infimum of the primal objective is bounded below by the negative of the infimum of the dual objective.