theorem
convex_lipschitz_tfae_subdifferential_norm_le_conjugate_domain_subset_closedBall
{E : Type u}
[NormedAddCommGroup E]
[NormedSpace ℝ E]
[FiniteDimensional ℝ E]
(f : E → ℝ)
(hf : ConvexOn ℝ Set.univ f)
(L : NNReal)
:
[LipschitzWith L f, ∀ (x : E), ∀ g ∈ subdifferentialAt f x, ‖g‖ ≤ ↑L, (effective_domain fun (y : StrongDual ℝ E) => conjugate_function (fun (x : E) => ↑(f x)) ↑y) ⊆ Metric.closedBall 0 ↑L].TFAE
Theorem 4.13: for a convex real-valued function, the following are equivalent for the given
Lipschitz bound L: (i) f is globally L-Lipschitz, (ii) every subgradient of f has norm at
most L, and (iii) the effective domain of the conjugate f* is contained in the closed dual
ball of radius L.
theorem
lipschitzWith_iff_subdifferentialAt_norm_le_of_convexOn_univ
{E : Type u}
[NormedAddCommGroup E]
[NormedSpace ℝ E]
[FiniteDimensional ℝ E]
(f : E → ℝ)
(hf : ConvexOn ℝ Set.univ f)
(L : NNReal)
:
LipschitzWith L f ↔ ∀ (x : E), ∀ g ∈ subdifferentialAt f x, ‖g‖ ≤ ↑L
Companion bridge for Theorem 4.13: for a convex real-valued function, global
LipschitzWith L is equivalent to the pointwise bound ‖g‖ ≤ L on every
g ∈ subdifferentialAt f x.
theorem
lipschitzWith_iff_conjugate_domain_subset_closedBall_of_convexOn_univ
{E : Type u}
[NormedAddCommGroup E]
[NormedSpace ℝ E]
[FiniteDimensional ℝ E]
(f : E → ℝ)
(hf : ConvexOn ℝ Set.univ f)
(L : NNReal)
:
LipschitzWith L f ↔ (effective_domain fun (y : StrongDual ℝ E) => conjugate_function (fun (x : E) => ↑(f x)) ↑y) ⊆ Metric.closedBall 0 ↑L
Companion bridge for Theorem 4.13: for a convex real-valued function, global
LipschitzWith L is equivalent to the conjugate-domain inclusion
effective_domain (fun y : StrongDual ℝ E ↦ conjugate_function (fun x ↦ (f x : EReal)) y) ⊆ closedBall 0 L.