theorem
fenchelConjugate_realPart_isSelfConcordantBarrierOnWith
{E : Type u}
[NormedAddCommGroup E]
[InnerProductSpace ℝ E]
[CompleteSpace E]
{f : E → WithTop ℝ}
{ν : NNReal}
(hdual_gradient_eq_hessian_apply_self :
∀ ⦃s : E⦄,
s ∈ extendedRealEffectiveDomain (fenchelDual f) →
gradient (extendedRealRealPart (fenchelDual f)) s = (hessian (extendedRealRealPart (fenchelDual f)) s) s)
(hsc : IsStandardSelfConcordantOn (extendedRealEffectiveDomain (fenchelDual f)) (extendedRealRealPart (fenchelDual f)))
(hbound :
∀ s ∈ extendedRealEffectiveDomain (fenchelDual f),
inner ℝ s ((hessian (extendedRealRealPart (fenchelDual f)) s) s) ≤ ↑ν)
:
Proposition 5.3.4: let F_* = extendedRealRealPart (f⋆). Assume the canonical dual satisfies
relation (5.1.34), namely ∇F_*(s) = ∇²F_*(s) s, is standard self-concordant on dom (f⋆),
and obeys ⟪s, ∇²F_*(s) s⟫ ≤ ν on dom (f⋆). Then F_* is a ν-self-concordant barrier on
its effective domain.