theorem
line_deriv_within_nonneg_of_eventually_feasible
{E : Type u}
[NormedAddCommGroup E]
[NormedSpace ℝ E]
{Q : Set E}
{f : E → ℝ}
{xStar d : E}
(hmin : IsMinOn f Q xStar)
(hd : ∀ᶠ (β : ℝ) in nhdsWithin 0 (Set.Ioi 0), xStar + β • d ∈ Q)
(hline : LineDifferentiableWithinAt ℝ f Q xStar d)
:
0 ≤ lineDerivWithin ℝ f Q xStar d
Helper for Lemma 3.19: any direction whose positive ray stays feasible near xStar has
nonnegative intrinsic line derivative at a global minimizer.
theorem
line_deriv_within_nonneg_on_feasible_displacements
{E : Type u}
[NormedAddCommGroup E]
[NormedSpace ℝ E]
{Q : Set E}
{f : E → ℝ}
{xStar x : E}
(hxStar : xStar ∈ Q)
(hQ_convex : Convex ℝ Q)
(hmin : IsMinOn f Q xStar)
(hline :
∀ (d : E), (∀ᶠ (β : ℝ) in nhdsWithin 0 (Set.Ioi 0), xStar + β • d ∈ Q) → LineDifferentiableWithinAt ℝ f Q xStar d)
(hx : x ∈ Q)
:
0 ≤ lineDerivWithin ℝ f Q xStar (x - xStar)
Helper for Lemma 3.19: every feasible displacement from xStar has nonnegative intrinsic line
derivative.
theorem
line_deriv_within_nonneg_on_pointed_cone_hull_vsub_singleton
{E : Type u}
[NormedAddCommGroup E]
[NormedSpace ℝ E]
{Q : Set E}
{f : E → ℝ}
{xStar p : E}
(hxStar : xStar ∈ Q)
(hQ_convex : Convex ℝ Q)
(hmin : IsMinOn f Q xStar)
(hline_hom : IsPositivelyHomogeneousOn 1 Set.univ (lineDerivWithin ℝ f Q xStar))
(hline :
∀ (d : E), (∀ᶠ (β : ℝ) in nhdsWithin 0 (Set.Ioi 0), xStar + β • d ∈ Q) → LineDifferentiableWithinAt ℝ f Q xStar d)
(hp : p ∈ PointedCone.hull ℝ (Q -ᵥ {xStar}))
:
0 ≤ lineDerivWithin ℝ f Q xStar p
Helper for Lemma 3.19: nonnegativity on feasible displacements extends to the pointed cone hull
generated by Q - xStar.
theorem
directionalDerivative_nonneg_on_posTangentCone_of_isMinOn
{E : Type u}
[NormedAddCommGroup E]
[NormedSpace ℝ E]
{Q : Set E}
{f : E → ℝ}
{xStar : E}
(hxStar : xStar ∈ Q)
(hQ_convex : Convex ℝ Q)
(hmin : IsMinOn f Q xStar)
(hline_cont : Continuous (lineDerivWithin ℝ f Q xStar))
(hline_hom : IsPositivelyHomogeneousOn 1 Set.univ (lineDerivWithin ℝ f Q xStar))
(hline :
∀ (d : E), (∀ᶠ (β : ℝ) in nhdsWithin 0 (Set.Ioi 0), xStar + β • d ∈ Q) → LineDifferentiableWithinAt ℝ f Q xStar d)
(p : E)
(hp : p ∈ posTangentConeAt Q xStar)
:
0 ≤ lineDerivWithin ℝ f Q xStar p
Lemma 3.19: if xStar minimizes f on the convex feasible set Q, then the intrinsic
within-set directional-derivative map lineDerivWithin ℝ f Q xStar is nonnegative on the tangent
cone 𝒯[Q] xStar.