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IntroductoryLecturesOnConvexOptimization_Nesterov_2004.Chap06.Proposition_6_1

theorem exists_unit_apply_gt_of_lt_norm {E : Type u} [NormedAddCommGroup E] [NormedSpace E] {s : StrongDual E} {L : NNReal} (hLt : L < s) :
∃ (u : E), u = 1 L < s u

Helper for Proposition 6.1: if a continuous dual vector has norm strictly larger than L, then some unit vector evaluates strictly larger than L under that functional.

theorem fenchel_maximand_nat_smul_lower_bound {E : Type u} [NormedAddCommGroup E] [NormedSpace E] (f : E) (L : NNReal) (hgrowth : ∀ (x : E), f x f 0 + L * x) {s : StrongDual E} {u : E} (hu : u = 1) (n : ) :
n * (s u - L) - f 0 s (n u) - f (n u)

Helper for Proposition 6.1: along a unit ray, the Fenchel maximand is bounded below by the linear function with slope s u - L.

theorem strongFenchelConjugate_eq_top_of_unit_apply_gt_radius {E : Type u} [NormedAddCommGroup E] [NormedSpace E] (f : E) (L : NNReal) (hgrowth : ∀ (x : E), f x f 0 + L * x) {s : StrongDual E} {u : E} (hu : u = 1) (hsu : L < s u) :

Helper for Proposition 6.1: if some unit vector evaluates above the radius L, then the continuous-dual Fenchel conjugate is infinite at that functional.

theorem dom_fenchelConjugate_subset_closedBall_of_upper_linear_growth {E : Type u} [NormedAddCommGroup E] [NormedSpace E] (f : E) (L : NNReal) (hgrowth : ∀ (x : E), f x f 0 + L * x) :
extendedRealEffectiveDomain (strongFenchelConjugate f) Metric.closedBall 0 L

Proposition 6.1: if a real-valued function is bounded above by f 0 + L ‖x‖, then the finite-value domain of its Fenchel conjugate on the continuous dual is contained in the closed dual ball of radius L.

theorem dom_fenchelConjugate_bounded_of_upper_linear_growth {E : Type u} [NormedAddCommGroup E] [NormedSpace E] (f : E) (L : NNReal) (hgrowth : ∀ (x : E), f x f 0 + L * x) :

The finite-value domain of the conjugate is bounded under the same upper linear-growth hypothesis.