Documentation

FirstOrderMethodsOptimization_Beck_2017.Chap03.Proposition_3_7_1

theorem subdifferential_domain_nonempty_of_convex_of_effective_domain_nonempty {E : Type u} [NormedAddCommGroup E] [NormedSpace E] [FiniteDimensional E] (f : EEReal) (hconv : is_convex_function f) (hdom : (effective_domain f).Nonempty) :

Owner-level bridge: a convex extended-real-valued function with nonempty effective domain has nonempty subdifferential domain.

theorem subdifferential_domain_nonempty_of_proper_convex {E : Type u} [NormedAddCommGroup E] [NormedSpace E] [FiniteDimensional E] (f : EEReal) (hf : IsProperExtendedRealFunction f) (hconv : is_convex_function f) :

Proposition 3.7.1: any proper convex extended-real-valued function has a point where the subdifferential is nonempty. Equivalently, dom(∂ f) is nonempty.

theorem exists_subdifferentiable_point_in_effective_domain_of_convex_of_effective_domain_nonempty {E : Type u} [NormedAddCommGroup E] [NormedSpace E] [FiniteDimensional E] (f : EEReal) (hconv : is_convex_function f) (hdom : (effective_domain f).Nonempty) :
xeffective_domain f, f(x).Nonempty

Owner-level companion: a convex extended-real-valued function with nonempty effective domain has a point of its effective domain where the subdifferential is nonempty.

theorem exists_subdifferentiable_point_in_effective_domain_of_proper_convex {E : Type u} [NormedAddCommGroup E] [NormedSpace E] [FiniteDimensional E] (f : EEReal) (hf : IsProperExtendedRealFunction f) (hconv : is_convex_function f) :
xeffective_domain f, f(x).Nonempty

Source-facing corollary: any proper convex extended-real-valued function has a point of its effective domain where the subdifferential is nonempty.