Documentation

FirstOrderMethodsOptimization_Beck_2017.Chap02.Definition_2_9

noncomputable def support_function {E : Type u} [AddCommGroup E] [Module E] (C : Set E) :
Module.Dual EEReal

Definition 2.9: the support function of a set C ⊆ E is the extended-real-valued function on the dual space E* = Module.Dual ℝ E sending y to the supremum of the pairings y x for x ∈ C. For nonempty C, this realizes the textbook codomain (-∞, ∞].

Instances For
    def termσ__ :
    Lean.ParserDescr

    Textbook notation for the dual-space support function σ_C.

    Instances For
      @[simp]
      theorem support_function_apply {E : Type u} [AddCommGroup E] [Module E] (C : Set E) (y : Module.Dual E) :
      (σ_ C) y = sSup ((fun (x : E) => (y x)) '' C)

      Evaluating the support function at y gives the supremum of the dual pairings y x over x ∈ C.

      theorem le_support_function_of_mem {E : Type u} [AddCommGroup E] [Module E] {C : Set E} {x : E} (hx : x C) (y : Module.Dual E) :
      (y x) (σ_ C) y

      Every point of C gives a lower bound on the support function of C.

      theorem bot_lt_support_function {E : Type u} [AddCommGroup E] [Module E] (C : Set E) (hC : C.Nonempty) (y : Module.Dual E) :
      < (σ_ C) y

      For a nonempty set C, the support function is strictly above -∞.

      theorem support_function_ne_bot {E : Type u} [AddCommGroup E] [Module E] (C : Set E) (hC : C.Nonempty) (y : Module.Dual E) :
      (σ_ C) y

      For a nonempty set C, the support function never takes the value -∞.

      theorem support_function_eq_of_isGreatest_image {E : Type u} [AddCommGroup E] [Module E] (C : Set E) (y : Module.Dual E) {a : EReal} (hmax : IsGreatest ((fun (x : E) => (y x)) '' C) a) :
      (σ_ C) y = a

      If the pairing image y '' C has greatest element a, then the support function of C at y is exactly a.