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FirstOrderMethodsOptimization_Beck_2017.Chap02.Example_2_9

theorem support_function_unit_ball_eq_dualNorm {E : Type u} [NormedAddCommGroup E] [NormedSpace E] [FiniteDimensional E] (y : Module.Dual E) :
(σ_ (Metric.closedBall 0 1)) y = (dualNorm y)

Example 2.9 (1): the support function of the closed unit ball of a normed space is the dual norm.

theorem support_function_lp_unit_ball_eq_conjugate_lp_norm {n : } {p q : ENNReal} (hpq : p.HolderConjugate q) (y : Fin n) :
(σ_ {x : Fin n | WithLp.toLp p x 1}) ((dotProductBilin ) y) = WithLp.toLp q y

Example 2.9 (2): in ℝ^n with the l_p norm, the support function of the closed unit ball is the conjugate l_q norm.

theorem support_function_posDef_unit_ball_eq_sqrt_dotProduct_inv_mulVec {n : } (Q : Matrix (Fin n) (Fin n) ) (hQ : Q.PosDef) (y : Fin n) :
(σ_ {x : Fin n | Q.qNorm hQ x 1}) ((dotProductBilin ) y) = (y ⬝ᵥ Q⁻¹.mulVec y)

Example 2.9 (3): for the norm induced by a positive definite matrix Q, the support function of the closed unit ball is the Q⁻¹-norm, written here as √(yᵀ Q⁻¹ y).