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to_convex_cone_bot : (⊥ : submodule 𝕜 E).to_convex_cone = 0
rfl
lemma
submodule.to_convex_cone_bot
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[ "submodule" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
to_convex_cone_top : (⊤ : submodule 𝕜 E).to_convex_cone = ⊤
rfl
lemma
submodule.to_convex_cone_top
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[ "submodule" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
to_convex_cone_inf (S T : submodule 𝕜 E) : (S ⊓ T).to_convex_cone = S.to_convex_cone ⊓ T.to_convex_cone
rfl
lemma
submodule.to_convex_cone_inf
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[ "submodule" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
pointed_to_convex_cone (S : submodule 𝕜 E) : S.to_convex_cone.pointed
S.zero_mem
lemma
submodule.pointed_to_convex_cone
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[ "submodule" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
positive : convex_cone 𝕜 E
{ carrier := set.Ici 0, smul_mem' := λ c hc x (hx : _ ≤ _), smul_nonneg hc.le hx, add_mem' := λ x (hx : _ ≤ _) y (hy : _ ≤ _), add_nonneg hx hy }
def
convex_cone.positive
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[ "convex_cone", "set.Ici", "smul_nonneg" ]
The positive cone is the convex cone formed by the set of nonnegative elements in an ordered module.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
mem_positive {x : E} : x ∈ positive 𝕜 E ↔ 0 ≤ x
iff.rfl
lemma
convex_cone.mem_positive
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
coe_positive : ↑(positive 𝕜 E) = set.Ici (0 : E)
rfl
lemma
convex_cone.coe_positive
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[ "set.Ici" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
salient_positive : salient (positive 𝕜 E)
λ x xs hx hx', lt_irrefl (0 : E) (calc 0 < x : lt_of_le_of_ne xs hx.symm ... ≤ x + (-x) : le_add_of_nonneg_right hx' ... = 0 : add_neg_self x)
lemma
convex_cone.salient_positive
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[]
The positive cone of an ordered module is always salient.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
pointed_positive : pointed (positive 𝕜 E)
le_refl 0
lemma
convex_cone.pointed_positive
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[]
The positive cone of an ordered module is always pointed.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
strictly_positive : convex_cone 𝕜 E
{ carrier := set.Ioi 0, smul_mem' := λ c hc x (hx : _ < _), smul_pos hc hx, add_mem' := λ x hx y hy, add_pos hx hy }
def
convex_cone.strictly_positive
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[ "convex_cone", "set.Ioi" ]
The cone of strictly positive elements. Note that this naming diverges from the mathlib convention of `pos` and `nonneg` due to "positive cone" (`convex_cone.positive`) being established terminology for the non-negative elements.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
mem_strictly_positive {x : E} : x ∈ strictly_positive 𝕜 E ↔ 0 < x
iff.rfl
lemma
convex_cone.mem_strictly_positive
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
coe_strictly_positive : ↑(strictly_positive 𝕜 E) = set.Ioi (0 : E)
rfl
lemma
convex_cone.coe_strictly_positive
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[ "set.Ioi" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
positive_le_strictly_positive : strictly_positive 𝕜 E ≤ positive 𝕜 E
λ x, le_of_lt
lemma
convex_cone.positive_le_strictly_positive
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
salient_strictly_positive : salient (strictly_positive 𝕜 E)
(salient_positive 𝕜 E).anti $ positive_le_strictly_positive 𝕜 E
lemma
convex_cone.salient_strictly_positive
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[]
The strictly positive cone of an ordered module is always salient.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
blunt_strictly_positive : blunt (strictly_positive 𝕜 E)
lt_irrefl 0
lemma
convex_cone.blunt_strictly_positive
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[]
The strictly positive cone of an ordered module is always blunt.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
to_cone (s : set E) (hs : convex 𝕜 s) : convex_cone 𝕜 E
begin apply convex_cone.mk (⋃ (c : 𝕜) (H : 0 < c), c • s); simp only [mem_Union, mem_smul_set], { rintros c c_pos _ ⟨c', c'_pos, x, hx, rfl⟩, exact ⟨c * c', mul_pos c_pos c'_pos, x, hx, (smul_smul _ _ _).symm⟩ }, { rintros _ ⟨cx, cx_pos, x, hx, rfl⟩ _ ⟨cy, cy_pos, y, hy, rfl⟩, have : 0 < cx + cy, fro...
def
convex.to_cone
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[ "convex", "convex_cone", "mul_div_assoc'", "mul_div_cancel_left", "smul_add", "smul_smul" ]
The set of vectors proportional to those in a convex set forms a convex cone.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
mem_to_cone : x ∈ hs.to_cone s ↔ ∃ (c : 𝕜), 0 < c ∧ ∃ y ∈ s, c • y = x
by simp only [to_cone, convex_cone.mem_mk, mem_Union, mem_smul_set, eq_comm, exists_prop]
lemma
convex.mem_to_cone
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[ "convex_cone.mem_mk", "exists_prop" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
mem_to_cone' : x ∈ hs.to_cone s ↔ ∃ (c : 𝕜), 0 < c ∧ c • x ∈ s
begin refine hs.mem_to_cone.trans ⟨_, _⟩, { rintros ⟨c, hc, y, hy, rfl⟩, exact ⟨c⁻¹, inv_pos.2 hc, by rwa [smul_smul, inv_mul_cancel hc.ne', one_smul]⟩ }, { rintros ⟨c, hc, hcx⟩, exact ⟨c⁻¹, inv_pos.2 hc, _, hcx, by rw [smul_smul, inv_mul_cancel hc.ne', one_smul]⟩ } end
lemma
convex.mem_to_cone'
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[ "inv_mul_cancel", "one_smul", "smul_smul" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
subset_to_cone : s ⊆ hs.to_cone s
λ x hx, hs.mem_to_cone'.2 ⟨1, zero_lt_one, by rwa one_smul⟩
lemma
convex.subset_to_cone
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[ "zero_lt_one" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
to_cone_is_least : is_least { t : convex_cone 𝕜 E | s ⊆ t } (hs.to_cone s)
begin refine ⟨hs.subset_to_cone, λ t ht x hx, _⟩, rcases hs.mem_to_cone.1 hx with ⟨c, hc, y, hy, rfl⟩, exact t.smul_mem hc (ht hy) end
lemma
convex.to_cone_is_least
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[ "convex_cone", "is_least" ]
`hs.to_cone s` is the least cone that includes `s`.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
to_cone_eq_Inf : hs.to_cone s = Inf { t : convex_cone 𝕜 E | s ⊆ t }
hs.to_cone_is_least.is_glb.Inf_eq.symm
lemma
convex.to_cone_eq_Inf
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[ "convex_cone" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
convex_hull_to_cone_is_least (s : set E) : is_least {t : convex_cone 𝕜 E | s ⊆ t} ((convex_convex_hull 𝕜 s).to_cone _)
begin convert (convex_convex_hull 𝕜 s).to_cone_is_least, ext t, exact ⟨λ h, convex_hull_min h t.convex, (subset_convex_hull 𝕜 s).trans⟩, end
lemma
convex_hull_to_cone_is_least
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[ "convex_cone", "convex_convex_hull", "convex_hull_min", "is_least", "subset_convex_hull" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
convex_hull_to_cone_eq_Inf (s : set E) : (convex_convex_hull 𝕜 s).to_cone _ = Inf {t : convex_cone 𝕜 E | s ⊆ t}
eq.symm $ is_glb.Inf_eq $ is_least.is_glb $ convex_hull_to_cone_is_least s
lemma
convex_hull_to_cone_eq_Inf
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[ "convex_cone", "convex_convex_hull", "convex_hull_to_cone_is_least", "is_glb.Inf_eq", "is_least.is_glb" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
step (nonneg : ∀ x : f.domain, (x : E) ∈ s → 0 ≤ f x) (dense : ∀ y, ∃ x : f.domain, (x : E) + y ∈ s) (hdom : f.domain ≠ ⊤) : ∃ g, f < g ∧ ∀ x : g.domain, (x : E) ∈ s → 0 ≤ g x
begin obtain ⟨y, -, hy⟩ : ∃ (y : E) (h : y ∈ ⊤), y ∉ f.domain, { exact @set_like.exists_of_lt (submodule ℝ E) _ _ _ _ (lt_top_iff_ne_top.2 hdom) }, obtain ⟨c, le_c, c_le⟩ : ∃ c, (∀ x : f.domain, -(x:E) - y ∈ s → f x ≤ c) ∧ (∀ x : f.domain, (x:E) + y ∈ s → c ≤ f x), { set Sp := f '' {x : f.domain | (x:E) +...
lemma
riesz_extension.step
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[ "dense", "exists_between_of_forall_le", "linear_pmap.domain_sup_span_singleton", "linear_pmap.sup_span_singleton_apply_mk", "lower_bounds", "mul_assoc", "mul_inv_cancel", "mul_le_mul_left", "neg_mul", "neg_smul", "one_mul", "one_smul", "set.nonempty", "set_like.exists_of_lt", "smul_add",...
Induction step in M. Riesz extension theorem. Given a convex cone `s` in a vector space `E`, a partially defined linear map `f : f.domain → ℝ`, assume that `f` is nonnegative on `f.domain ∩ p` and `p + s = E`. If `f` is not defined on the whole `E`, then we can extend it to a larger submodule without breaking the non-n...
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
exists_top (p : E →ₗ.[ℝ] ℝ) (hp_nonneg : ∀ x : p.domain, (x : E) ∈ s → 0 ≤ p x) (hp_dense : ∀ y, ∃ x : p.domain, (x : E) + y ∈ s) : ∃ q ≥ p, q.domain = ⊤ ∧ ∀ x : q.domain, (x : E) ∈ s → 0 ≤ q x
begin replace hp_nonneg : p ∈ { p | _ }, by { rw mem_set_of_eq, exact hp_nonneg }, obtain ⟨q, hqs, hpq, hq⟩ := zorn_nonempty_partial_order₀ _ _ _ hp_nonneg, { refine ⟨q, hpq, _, hqs⟩, contrapose! hq, rcases step s q hqs _ hq with ⟨r, hqr, hr⟩, { exact ⟨r, hr, hqr.le, hqr.ne'⟩ }, { exact λ y, let ⟨...
theorem
riesz_extension.exists_top
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[ "directed_on", "linear_pmap.Sup", "linear_pmap.le_Sup", "zorn_nonempty_partial_order₀" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
riesz_extension (s : convex_cone ℝ E) (f : E →ₗ.[ℝ] ℝ) (nonneg : ∀ x : f.domain, (x : E) ∈ s → 0 ≤ f x) (dense : ∀ y, ∃ x : f.domain, (x : E) + y ∈ s) : ∃ g : E →ₗ[ℝ] ℝ, (∀ x : f.domain, g x = f x) ∧ (∀ x ∈ s, 0 ≤ g x)
begin rcases riesz_extension.exists_top s f nonneg dense with ⟨⟨g_dom, g⟩, ⟨hpg, hfg⟩, htop, hgs⟩, clear hpg, refine ⟨g ∘ₗ ↑(linear_equiv.of_top _ htop).symm, _, _⟩; simp only [comp_apply, linear_equiv.coe_coe, linear_equiv.of_top_symm_apply], { exact λ x, (hfg (submodule.coe_mk _ _).symm).symm }, { exact...
theorem
riesz_extension
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[ "convex_cone", "dense", "linear_equiv.coe_coe", "linear_equiv.of_top", "linear_equiv.of_top_symm_apply", "riesz_extension.exists_top", "submodule.coe_mk" ]
M. **Riesz extension theorem**: given a convex cone `s` in a vector space `E`, a submodule `p`, and a linear `f : p → ℝ`, assume that `f` is nonnegative on `p ∩ s` and `p + s = E`. Then there exists a globally defined linear function `g : E → ℝ` that agrees with `f` on `p`, and is nonnegative on `s`.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
exists_extension_of_le_sublinear (f : E →ₗ.[ℝ] ℝ) (N : E → ℝ) (N_hom : ∀ (c : ℝ), 0 < c → ∀ x, N (c • x) = c * N x) (N_add : ∀ x y, N (x + y) ≤ N x + N y) (hf : ∀ x : f.domain, f x ≤ N x) : ∃ g : E →ₗ[ℝ] ℝ, (∀ x : f.domain, g x = f x) ∧ (∀ x, g x ≤ N x)
begin let s : convex_cone ℝ (E × ℝ) := { carrier := {p : E × ℝ | N p.1 ≤ p.2 }, smul_mem' := λ c hc p hp, calc N (c • p.1) = c * N p.1 : N_hom c hc p.1 ... ≤ c * p.2 : mul_le_mul_of_nonneg_left hp hc.le, add_mem' := λ x hx y hy, (N_add _ _).trans (add_le_add hx hy) }, obtain ⟨g, g_eq, g_nonneg...
theorem
exists_extension_of_le_sublinear
analysis.convex.cone
src/analysis/convex/cone/basic.lean
[ "analysis.convex.hull", "data.real.basic", "linear_algebra.linear_pmap" ]
[ "convex_cone", "convex_cone.mem_mk", "linear_pmap.coprod_apply", "linear_pmap.neg_apply", "mul_le_mul_of_nonneg_left", "riesz_extension", "submodule.coe_zero", "subtype.coe_eta", "subtype.coe_mk" ]
**Hahn-Banach theorem**: if `N : E → ℝ` is a sublinear map, `f` is a linear map defined on a subspace of `E`, and `f x ≤ N x` for all `x` in the domain of `f`, then `f` can be extended to the whole space to a linear map `g` such that `g x ≤ N x` for all `x`.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
set.inner_dual_cone (s : set H) : convex_cone ℝ H
{ carrier := { y | ∀ x ∈ s, 0 ≤ ⟪ x, y ⟫ }, smul_mem' := λ c hc y hy x hx, begin rw real_inner_smul_right, exact mul_nonneg hc.le (hy x hx) end, add_mem' := λ u hu v hv x hx, begin rw inner_add_right, exact add_nonneg (hu x hx) (hv x hx) end }
def
set.inner_dual_cone
analysis.convex.cone
src/analysis/convex/cone/dual.lean
[ "analysis.convex.cone.basic", "analysis.inner_product_space.projection" ]
[ "convex_cone", "inner_add_right", "real_inner_smul_right" ]
The dual cone is the cone consisting of all points `y` such that for all points `x` in a given set `0 ≤ ⟪ x, y ⟫`.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
mem_inner_dual_cone (y : H) (s : set H) : y ∈ s.inner_dual_cone ↔ ∀ x ∈ s, 0 ≤ ⟪ x, y ⟫
iff.rfl
lemma
mem_inner_dual_cone
analysis.convex.cone
src/analysis/convex/cone/dual.lean
[ "analysis.convex.cone.basic", "analysis.inner_product_space.projection" ]
[]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
inner_dual_cone_empty : (∅ : set H).inner_dual_cone = ⊤
eq_top_iff.mpr $ λ x hy y, false.elim
lemma
inner_dual_cone_empty
analysis.convex.cone
src/analysis/convex/cone/dual.lean
[ "analysis.convex.cone.basic", "analysis.inner_product_space.projection" ]
[]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
inner_dual_cone_zero : (0 : set H).inner_dual_cone = ⊤
eq_top_iff.mpr $ λ x hy y (hy : y = 0), hy.symm ▸ (inner_zero_left _).ge
lemma
inner_dual_cone_zero
analysis.convex.cone
src/analysis/convex/cone/dual.lean
[ "analysis.convex.cone.basic", "analysis.inner_product_space.projection" ]
[ "inner_zero_left" ]
Dual cone of the convex cone {0} is the total space.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
inner_dual_cone_univ : (univ : set H).inner_dual_cone = 0
begin suffices : ∀ x : H, x ∈ (univ : set H).inner_dual_cone → x = 0, { apply set_like.coe_injective, exact eq_singleton_iff_unique_mem.mpr ⟨λ x hx, (inner_zero_right _).ge, this⟩ }, exact λ x hx, by simpa [←real_inner_self_nonpos] using hx (-x) (mem_univ _), end
lemma
inner_dual_cone_univ
analysis.convex.cone
src/analysis/convex/cone/dual.lean
[ "analysis.convex.cone.basic", "analysis.inner_product_space.projection" ]
[ "inner_zero_right", "set_like.coe_injective" ]
Dual cone of the total space is the convex cone {0}.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
inner_dual_cone_le_inner_dual_cone (h : t ⊆ s) : s.inner_dual_cone ≤ t.inner_dual_cone
λ y hy x hx, hy x (h hx)
lemma
inner_dual_cone_le_inner_dual_cone
analysis.convex.cone
src/analysis/convex/cone/dual.lean
[ "analysis.convex.cone.basic", "analysis.inner_product_space.projection" ]
[]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
pointed_inner_dual_cone : s.inner_dual_cone.pointed
λ x hx, by rw inner_zero_right
lemma
pointed_inner_dual_cone
analysis.convex.cone
src/analysis/convex/cone/dual.lean
[ "analysis.convex.cone.basic", "analysis.inner_product_space.projection" ]
[ "inner_zero_right" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
inner_dual_cone_singleton (x : H) : ({x} : set H).inner_dual_cone = (convex_cone.positive ℝ ℝ).comap (innerₛₗ ℝ x)
convex_cone.ext $ λ i, forall_eq
lemma
inner_dual_cone_singleton
analysis.convex.cone
src/analysis/convex/cone/dual.lean
[ "analysis.convex.cone.basic", "analysis.inner_product_space.projection" ]
[ "convex_cone.ext", "convex_cone.positive", "forall_eq", "innerₛₗ" ]
The inner dual cone of a singleton is given by the preimage of the positive cone under the linear map `λ y, ⟪x, y⟫`.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
inner_dual_cone_union (s t : set H) : (s ∪ t).inner_dual_cone = s.inner_dual_cone ⊓ t.inner_dual_cone
le_antisymm (le_inf (λ x hx y hy, hx _ $ or.inl hy) (λ x hx y hy, hx _ $ or.inr hy)) (λ x hx y, or.rec (hx.1 _) (hx.2 _))
lemma
inner_dual_cone_union
analysis.convex.cone
src/analysis/convex/cone/dual.lean
[ "analysis.convex.cone.basic", "analysis.inner_product_space.projection" ]
[ "le_inf" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
inner_dual_cone_insert (x : H) (s : set H) : (insert x s).inner_dual_cone = set.inner_dual_cone {x} ⊓ s.inner_dual_cone
by rw [insert_eq, inner_dual_cone_union]
lemma
inner_dual_cone_insert
analysis.convex.cone
src/analysis/convex/cone/dual.lean
[ "analysis.convex.cone.basic", "analysis.inner_product_space.projection" ]
[ "inner_dual_cone_union", "set.inner_dual_cone" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
inner_dual_cone_Union {ι : Sort*} (f : ι → set H) : (⋃ i, f i).inner_dual_cone = ⨅ i, (f i).inner_dual_cone
begin refine le_antisymm (le_infi $ λ i x hx y hy, hx _ $ mem_Union_of_mem _ hy) _, intros x hx y hy, rw [convex_cone.mem_infi] at hx, obtain ⟨j, hj⟩ := mem_Union.mp hy, exact hx _ _ hj, end
lemma
inner_dual_cone_Union
analysis.convex.cone
src/analysis/convex/cone/dual.lean
[ "analysis.convex.cone.basic", "analysis.inner_product_space.projection" ]
[ "convex_cone.mem_infi", "le_infi" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
inner_dual_cone_sUnion (S : set (set H)) : (⋃₀ S).inner_dual_cone = Inf (set.inner_dual_cone '' S)
by simp_rw [Inf_image, sUnion_eq_bUnion, inner_dual_cone_Union]
lemma
inner_dual_cone_sUnion
analysis.convex.cone
src/analysis/convex/cone/dual.lean
[ "analysis.convex.cone.basic", "analysis.inner_product_space.projection" ]
[ "Inf_image", "inner_dual_cone_Union", "set.inner_dual_cone" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
inner_dual_cone_eq_Inter_inner_dual_cone_singleton : (s.inner_dual_cone : set H) = ⋂ i : s, (({i} : set H).inner_dual_cone : set H)
by rw [←convex_cone.coe_infi, ←inner_dual_cone_Union, Union_of_singleton_coe]
lemma
inner_dual_cone_eq_Inter_inner_dual_cone_singleton
analysis.convex.cone
src/analysis/convex/cone/dual.lean
[ "analysis.convex.cone.basic", "analysis.inner_product_space.projection" ]
[]
The dual cone of `s` equals the intersection of dual cones of the points in `s`.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
is_closed_inner_dual_cone : is_closed (s.inner_dual_cone : set H)
begin -- reduce the problem to showing that dual cone of a singleton `{x}` is closed rw inner_dual_cone_eq_Inter_inner_dual_cone_singleton, apply is_closed_Inter, intros x, -- the dual cone of a singleton `{x}` is the preimage of `[0, ∞)` under `inner x` have h : ↑({x} : set H).inner_dual_cone = (inner x :...
lemma
is_closed_inner_dual_cone
analysis.convex.cone
src/analysis/convex/cone/dual.lean
[ "analysis.convex.cone.basic", "analysis.inner_product_space.projection" ]
[ "continuity", "convex_cone.coe_comap", "convex_cone.coe_positive", "inner_dual_cone_eq_Inter_inner_dual_cone_singleton", "inner_dual_cone_singleton", "innerₛₗ_apply_coe", "is_closed", "is_closed_Inter", "set.Ici" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
convex_cone.pointed_of_nonempty_of_is_closed (K : convex_cone ℝ H) (ne : (K : set H).nonempty) (hc : is_closed (K : set H)) : K.pointed
begin obtain ⟨x, hx⟩ := ne, let f : ℝ → H := (• x), -- f (0, ∞) is a subset of K have fI : f '' set.Ioi 0 ⊆ (K : set H), { rintro _ ⟨_, h, rfl⟩, exact K.smul_mem (set.mem_Ioi.1 h) hx }, -- closure of f (0, ∞) is a subset of K have clf : closure (f '' set.Ioi 0) ⊆ (K : set H) := hc.closure_subset_iff...
lemma
convex_cone.pointed_of_nonempty_of_is_closed
analysis.convex.cone
src/analysis/convex/cone/dual.lean
[ "analysis.convex.cone.basic", "analysis.inner_product_space.projection" ]
[ "closure", "closure_Ioi", "continuous_const", "continuous_within_at", "convex_cone", "convex_cone.pointed", "is_closed", "set.Ioi", "set_like.mem_coe", "zero_smul" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
convex_cone.hyperplane_separation_of_nonempty_of_is_closed_of_nmem (K : convex_cone ℝ H) (ne : (K : set H).nonempty) (hc : is_closed (K : set H)) {b : H} (disj : b ∉ K) : ∃ (y : H), (∀ x : H, x ∈ K → 0 ≤ ⟪x, y⟫_ℝ) ∧ ⟪y, b⟫_ℝ < 0
begin -- let `z` be the point in `K` closest to `b` obtain ⟨z, hzK, infi⟩ := exists_norm_eq_infi_of_complete_convex ne hc.is_complete K.convex b, -- for any `w` in `K`, we have `⟪b - z, w - z⟫_ℝ ≤ 0` have hinner := (norm_eq_infi_iff_real_inner_le_zero K.convex hzK).1 infi, -- set `y := z - b` use z - b, ...
theorem
convex_cone.hyperplane_separation_of_nonempty_of_is_closed_of_nmem
analysis.convex.cone
src/analysis/convex/cone/dual.lean
[ "analysis.convex.cone.basic", "analysis.inner_product_space.projection" ]
[ "convex_cone", "exists_norm_eq_infi_of_complete_convex", "iff.not", "infi", "inner_add_right", "inner_neg_right", "is_closed", "lt_of_not_le", "neg_eq_neg_one_mul", "neg_one_mul", "neg_smul", "norm_eq_infi_iff_real_inner_le_zero", "one_smul", "real_inner_comm", "real_inner_self_nonpos", ...
This is a stronger version of the Hahn-Banach separation theorem for closed convex cones. This is also the geometric interpretation of Farkas' lemma.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
convex_cone.inner_dual_cone_of_inner_dual_cone_eq_self (K : convex_cone ℝ H) (ne : (K : set H).nonempty) (hc : is_closed (K : set H)) : ((K : set H).inner_dual_cone : set H).inner_dual_cone = K
begin ext x, split, { rw [mem_inner_dual_cone, ← set_like.mem_coe], contrapose!, exact K.hyperplane_separation_of_nonempty_of_is_closed_of_nmem ne hc }, { rintro hxK y h, specialize h x hxK, rwa real_inner_comm }, end
theorem
convex_cone.inner_dual_cone_of_inner_dual_cone_eq_self
analysis.convex.cone
src/analysis/convex/cone/dual.lean
[ "analysis.convex.cone.basic", "analysis.inner_product_space.projection" ]
[ "convex_cone", "is_closed", "mem_inner_dual_cone", "real_inner_comm", "set_like.mem_coe" ]
The inner dual of inner dual of a non-empty, closed convex cone is itself.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
closure (K : convex_cone 𝕜 E) : convex_cone 𝕜 E
{ carrier := closure ↑K, smul_mem' := λ c hc _ h₁, map_mem_closure (continuous_id'.const_smul c) h₁ (λ _ h₂, K.smul_mem hc h₂), add_mem' := λ _ h₁ _ h₂, map_mem_closure₂ continuous_add h₁ h₂ K.add_mem }
def
convex_cone.closure
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "closure", "convex_cone", "map_mem_closure", "map_mem_closure₂" ]
The closure of a convex cone inside a topological space as a convex cone. This construction is mainly used for defining maps between proper cones.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
coe_closure (K : convex_cone 𝕜 E) : (K.closure : set E) = closure K
rfl
lemma
convex_cone.coe_closure
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "closure", "convex_cone" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
mem_closure {K : convex_cone 𝕜 E} {a : E} : a ∈ K.closure ↔ a ∈ closure (K : set E)
iff.rfl
lemma
convex_cone.mem_closure
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "closure", "convex_cone" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
closure_eq {K L : convex_cone 𝕜 E} : K.closure = L ↔ closure (K : set E) = L
set_like.ext'_iff
lemma
convex_cone.closure_eq
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "closure", "convex_cone", "set_like.ext'_iff" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
proper_cone (𝕜 : Type*) (E : Type*) [ordered_semiring 𝕜] [add_comm_monoid E] [topological_space E] [has_smul 𝕜 E] extends convex_cone 𝕜 E
(nonempty' : (carrier : set E).nonempty) (is_closed' : is_closed (carrier : set E))
structure
proper_cone
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "add_comm_monoid", "convex_cone", "has_smul", "is_closed", "ordered_semiring", "topological_space" ]
A proper cone is a convex cone `K` that is nonempty and closed. Proper cones have the nice property that the dual of the dual of a proper cone is itself. This makes them useful for defining cone programs and proving duality theorems.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
to_convex_cone_eq_coe (K : proper_cone 𝕜 E) : K.to_convex_cone = K
rfl
lemma
proper_cone.to_convex_cone_eq_coe
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "proper_cone" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
ext' : function.injective (coe : proper_cone 𝕜 E → convex_cone 𝕜 E)
λ S T h, by cases S; cases T; congr'
lemma
proper_cone.ext'
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "convex_cone", "proper_cone" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
ext {S T : proper_cone 𝕜 E} (h : ∀ x, x ∈ S ↔ x ∈ T) : S = T
set_like.ext h
lemma
proper_cone.ext
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "proper_cone", "set_like.ext" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
mem_coe {x : E} {K : proper_cone 𝕜 E} : x ∈ (K : convex_cone 𝕜 E) ↔ x ∈ K
iff.rfl
lemma
proper_cone.mem_coe
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "convex_cone", "proper_cone" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
nonempty (K : proper_cone 𝕜 E) : (K : set E).nonempty
K.nonempty'
lemma
proper_cone.nonempty
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "proper_cone" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
is_closed (K : proper_cone 𝕜 E) : is_closed (K : set E)
K.is_closed'
lemma
proper_cone.is_closed
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "is_closed", "proper_cone" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
mem_zero (x : E) : x ∈ (0 : proper_cone 𝕜 E) ↔ x = 0
iff.rfl
lemma
proper_cone.mem_zero
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "proper_cone" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
coe_zero : ↑(0 : proper_cone 𝕜 E) = (0 : convex_cone 𝕜 E)
rfl
lemma
proper_cone.coe_zero
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "convex_cone", "proper_cone" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
pointed_zero : (0 : proper_cone 𝕜 E).pointed
by simp [convex_cone.pointed_zero]
lemma
proper_cone.pointed_zero
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "convex_cone.pointed_zero", "proper_cone" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
pointed (K : proper_cone ℝ E) : (K : convex_cone ℝ E).pointed
(K : convex_cone ℝ E).pointed_of_nonempty_of_is_closed K.nonempty K.is_closed
lemma
proper_cone.pointed
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "convex_cone", "proper_cone" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
map (f : E →L[ℝ] F) (K : proper_cone ℝ E) : proper_cone ℝ F
{ to_convex_cone := convex_cone.closure (convex_cone.map (f : E →ₗ[ℝ] F) ↑K), nonempty' := ⟨ 0, subset_closure $ set_like.mem_coe.2 $ convex_cone.mem_map.2 ⟨0, K.pointed, map_zero _⟩ ⟩, is_closed' := is_closed_closure }
def
proper_cone.map
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "convex_cone.closure", "convex_cone.map", "is_closed_closure", "proper_cone", "subset_closure" ]
The closure of image of a proper cone under a continuous `ℝ`-linear map is a proper cone. We use continuous maps here so that the comap of f is also a map between proper cones.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
coe_map (f : E →L[ℝ] F) (K : proper_cone ℝ E) : ↑(K.map f) = (convex_cone.map (f : E →ₗ[ℝ] F) ↑K).closure
rfl
lemma
proper_cone.coe_map
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "closure", "convex_cone.map", "proper_cone" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
mem_map {f : E →L[ℝ] F} {K : proper_cone ℝ E} {y : F} : y ∈ K.map f ↔ y ∈ (convex_cone.map (f : E →ₗ[ℝ] F) ↑K).closure
iff.rfl
lemma
proper_cone.mem_map
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "closure", "convex_cone.map", "mem_map", "proper_cone" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
map_id (K : proper_cone ℝ E) : K.map (continuous_linear_map.id ℝ E) = K
proper_cone.ext' $ by simpa using is_closed.closure_eq K.is_closed
lemma
proper_cone.map_id
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "continuous_linear_map.id", "is_closed.closure_eq", "map_id", "proper_cone", "proper_cone.ext'" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
dual (K : proper_cone ℝ E): (proper_cone ℝ E)
{ to_convex_cone := (K : set E).inner_dual_cone, nonempty' := ⟨0, pointed_inner_dual_cone _⟩, is_closed' := is_closed_inner_dual_cone _ }
def
proper_cone.dual
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "is_closed_inner_dual_cone", "pointed_inner_dual_cone", "proper_cone" ]
The inner dual cone of a proper cone is a proper cone.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
coe_dual (K : proper_cone ℝ E) : ↑(dual K) = (K : set E).inner_dual_cone
rfl
lemma
proper_cone.coe_dual
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "proper_cone" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
mem_dual {K : proper_cone ℝ E} {y : E} : y ∈ dual K ↔ ∀ ⦃x⦄, x ∈ K → 0 ≤ ⟪x, y⟫_ℝ
by {rw [← mem_coe, coe_dual, mem_inner_dual_cone _ _], refl}
lemma
proper_cone.mem_dual
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "mem_inner_dual_cone", "proper_cone" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
comap (f : E →L[ℝ] F) (S : proper_cone ℝ F) : proper_cone ℝ E
{ to_convex_cone := convex_cone.comap (f : E →ₗ[ℝ] F) S, nonempty' := ⟨ 0, begin simp only [convex_cone.comap, mem_preimage, map_zero, set_like.mem_coe, mem_coe], apply proper_cone.pointed, end ⟩, is_closed' := begin simp only [convex_cone.comap, continuous_linear_map.coe_coe], apply is_closed...
def
proper_cone.comap
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "continuous_linear_map.coe_coe", "convex_cone.comap", "is_closed.preimage", "proper_cone", "proper_cone.pointed", "set_like.mem_coe" ]
The preimage of a proper cone under a continuous `ℝ`-linear map is a proper cone.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
coe_comap (f : E →L[ℝ] F) (S : proper_cone ℝ F) : (S.comap f : set E) = f ⁻¹' S
rfl
lemma
proper_cone.coe_comap
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "proper_cone" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
comap_id (S : convex_cone ℝ E) : S.comap linear_map.id = S
set_like.coe_injective preimage_id
lemma
proper_cone.comap_id
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "convex_cone", "linear_map.id", "set_like.coe_injective" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
comap_comap (g : F →L[ℝ] G) (f : E →L[ℝ] F) (S : proper_cone ℝ G) : (S.comap g).comap f = S.comap (g.comp f)
set_like.coe_injective $ preimage_comp.symm
lemma
proper_cone.comap_comap
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "proper_cone", "set_like.coe_injective" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
mem_comap {f : E →L[ℝ] F} {S : proper_cone ℝ F} {x : E} : x ∈ S.comap f ↔ f x ∈ S
iff.rfl
lemma
proper_cone.mem_comap
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "proper_cone" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
dual_dual (K : proper_cone ℝ E) : K.dual.dual = K
proper_cone.ext' $ (K : convex_cone ℝ E).inner_dual_cone_of_inner_dual_cone_eq_self K.nonempty K.is_closed
theorem
proper_cone.dual_dual
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "convex_cone", "proper_cone", "proper_cone.ext'" ]
The dual of the dual of a proper cone is itself.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
hyperplane_separation (K : proper_cone ℝ E) {f : E →L[ℝ] F} {b : F} : b ∈ K.map f ↔ ∀ y : F, (adjoint f y) ∈ K.dual → 0 ≤ ⟪y, b⟫_ℝ
iff.intro begin -- suppose `b ∈ K.map f` simp only [proper_cone.mem_map, proper_cone.mem_dual, adjoint_inner_right, convex_cone.mem_closure, mem_closure_iff_seq_limit], -- there is a sequence `seq : ℕ → F` in the image of `f` that converges to `b` rintros ⟨seq, hmem, htends⟩ y hinner, suffices h : ∀ n, ...
theorem
proper_cone.hyperplane_separation
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "continuous.inner", "continuous.seq_continuous", "continuous_const", "continuous_id", "convex_cone.hyperplane_separation_of_nonempty_of_is_closed_of_nmem", "convex_cone.mem_closure", "convex_cone.mem_map", "ge_of_tendsto'", "is_closed", "mem_closure_iff_seq_limit", "proper_cone", "proper_cone....
This is a relative version of `convex_cone.hyperplane_separation_of_nonempty_of_is_closed_of_nmem`, which we recover by setting `f` to be the identity map. This is a geometric interpretation of the Farkas' lemma stated using proper cones.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
hyperplane_separation_of_nmem (K : proper_cone ℝ E) {f : E →L[ℝ] F} {b : F} (disj : b ∉ K.map f) : ∃ y : F, (adjoint f y) ∈ K.dual ∧ ⟪y, b⟫_ℝ < 0
by { contrapose! disj, rwa K.hyperplane_separation }
theorem
proper_cone.hyperplane_separation_of_nmem
analysis.convex.cone
src/analysis/convex/cone/proper.lean
[ "analysis.convex.cone.dual", "analysis.inner_product_space.adjoint" ]
[ "proper_cone" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
simplicial_complex
(faces : set (finset E)) (not_empty_mem : ∅ ∉ faces) (indep : ∀ {s}, s ∈ faces → affine_independent 𝕜 (coe : (s : set E) → E)) (down_closed : ∀ {s t}, s ∈ faces → t ⊆ s → t ≠ ∅ → t ∈ faces) (inter_subset_convex_hull : ∀ {s t}, s ∈ faces → t ∈ faces → convex_hull 𝕜 ↑s ∩ convex_hull 𝕜 ↑t ⊆ convex_hull 𝕜 (s ∩ t : se...
structure
geometry.simplicial_complex
analysis.convex.simplicial_complex
src/analysis/convex/simplicial_complex/basic.lean
[ "analysis.convex.hull", "linear_algebra.affine_space.independent" ]
[ "affine_independent", "convex_hull", "finset" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
space (K : simplicial_complex 𝕜 E) : set E
⋃ s ∈ K.faces, convex_hull 𝕜 (s : set E)
def
geometry.simplicial_complex.space
analysis.convex.simplicial_complex
src/analysis/convex/simplicial_complex/basic.lean
[ "analysis.convex.hull", "linear_algebra.affine_space.independent" ]
[ "convex_hull" ]
The underlying space of a simplicial complex is the union of its faces.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
mem_space_iff : x ∈ K.space ↔ ∃ s ∈ K.faces, x ∈ convex_hull 𝕜 (s : set E)
mem_Union₂
lemma
geometry.simplicial_complex.mem_space_iff
analysis.convex.simplicial_complex
src/analysis/convex/simplicial_complex/basic.lean
[ "analysis.convex.hull", "linear_algebra.affine_space.independent" ]
[ "convex_hull" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
convex_hull_subset_space (hs : s ∈ K.faces) : convex_hull 𝕜 ↑s ⊆ K.space
subset_bUnion_of_mem hs
lemma
geometry.simplicial_complex.convex_hull_subset_space
analysis.convex.simplicial_complex
src/analysis/convex/simplicial_complex/basic.lean
[ "analysis.convex.hull", "linear_algebra.affine_space.independent" ]
[ "convex_hull" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
subset_space (hs : s ∈ K.faces) : (s : set E) ⊆ K.space
(subset_convex_hull 𝕜 _).trans $ convex_hull_subset_space hs
lemma
geometry.simplicial_complex.subset_space
analysis.convex.simplicial_complex
src/analysis/convex/simplicial_complex/basic.lean
[ "analysis.convex.hull", "linear_algebra.affine_space.independent" ]
[ "subset_convex_hull" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
convex_hull_inter_convex_hull (hs : s ∈ K.faces) (ht : t ∈ K.faces) : convex_hull 𝕜 ↑s ∩ convex_hull 𝕜 ↑t = convex_hull 𝕜 (s ∩ t : set E)
(K.inter_subset_convex_hull hs ht).antisymm $ subset_inter (convex_hull_mono $ set.inter_subset_left _ _) $ convex_hull_mono $ set.inter_subset_right _ _
lemma
geometry.simplicial_complex.convex_hull_inter_convex_hull
analysis.convex.simplicial_complex
src/analysis/convex/simplicial_complex/basic.lean
[ "analysis.convex.hull", "linear_algebra.affine_space.independent" ]
[ "convex_hull", "convex_hull_mono", "set.inter_subset_left", "set.inter_subset_right" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
disjoint_or_exists_inter_eq_convex_hull (hs : s ∈ K.faces) (ht : t ∈ K.faces) : disjoint (convex_hull 𝕜 (s : set E)) (convex_hull 𝕜 ↑t) ∨ ∃ u ∈ K.faces, convex_hull 𝕜 (s : set E) ∩ convex_hull 𝕜 ↑t = convex_hull 𝕜 ↑u
begin classical, by_contra' h, refine h.2 (s ∩ t) (K.down_closed hs (inter_subset_left _ _) $ λ hst, h.1 $ disjoint_iff_inf_le.mpr $ (K.inter_subset_convex_hull hs ht).trans _) _, { rw [←coe_inter, hst, coe_empty, convex_hull_empty], refl }, { rw [coe_inter, convex_hull_inter_convex_hull hs ht] } end
lemma
geometry.simplicial_complex.disjoint_or_exists_inter_eq_convex_hull
analysis.convex.simplicial_complex
src/analysis/convex/simplicial_complex/basic.lean
[ "analysis.convex.hull", "linear_algebra.affine_space.independent" ]
[ "convex_hull", "convex_hull_empty", "disjoint" ]
The conclusion is the usual meaning of "glue nicely" in textbooks. It turns out to be quite unusable, as it's about faces as sets in space rather than simplices. Further, additional structure on `𝕜` means the only choice of `u` is `s ∩ t` (but it's hard to prove).
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
of_erase (faces : set (finset E)) (indep : ∀ s ∈ faces, affine_independent 𝕜 (coe : (s : set E) → E)) (down_closed : ∀ s ∈ faces, ∀ t ⊆ s, t ∈ faces) (inter_subset_convex_hull : ∀ s t ∈ faces, convex_hull 𝕜 ↑s ∩ convex_hull 𝕜 ↑t ⊆ convex_hull 𝕜 (s ∩ t : set E)) : simplicial_complex 𝕜 E
{ faces := faces \ {∅}, not_empty_mem := λ h, h.2 (mem_singleton _), indep := λ s hs, indep _ hs.1, down_closed := λ s t hs hts ht, ⟨down_closed _ hs.1 _ hts, ht⟩, inter_subset_convex_hull := λ s t hs ht, inter_subset_convex_hull _ hs.1 _ ht.1 }
def
geometry.simplicial_complex.of_erase
analysis.convex.simplicial_complex
src/analysis/convex/simplicial_complex/basic.lean
[ "analysis.convex.hull", "linear_algebra.affine_space.independent" ]
[ "affine_independent", "convex_hull", "finset" ]
Construct a simplicial complex by removing the empty face for you.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
of_subcomplex (K : simplicial_complex 𝕜 E) (faces : set (finset E)) (subset : faces ⊆ K.faces) (down_closed : ∀ {s t}, s ∈ faces → t ⊆ s → t ∈ faces) : simplicial_complex 𝕜 E
{ faces := faces, not_empty_mem := λ h, K.not_empty_mem (subset h), indep := λ s hs, K.indep (subset hs), down_closed := λ s t hs hts _, down_closed hs hts, inter_subset_convex_hull := λ s t hs ht, K.inter_subset_convex_hull (subset hs) (subset ht) }
def
geometry.simplicial_complex.of_subcomplex
analysis.convex.simplicial_complex
src/analysis/convex/simplicial_complex/basic.lean
[ "analysis.convex.hull", "linear_algebra.affine_space.independent" ]
[ "finset" ]
Construct a simplicial complex as a subset of a given simplicial complex.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
vertices (K : simplicial_complex 𝕜 E) : set E
{x | {x} ∈ K.faces}
def
geometry.simplicial_complex.vertices
analysis.convex.simplicial_complex
src/analysis/convex/simplicial_complex/basic.lean
[ "analysis.convex.hull", "linear_algebra.affine_space.independent" ]
[]
The vertices of a simplicial complex are its zero dimensional faces.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
mem_vertices : x ∈ K.vertices ↔ {x} ∈ K.faces
iff.rfl
lemma
geometry.simplicial_complex.mem_vertices
analysis.convex.simplicial_complex
src/analysis/convex/simplicial_complex/basic.lean
[ "analysis.convex.hull", "linear_algebra.affine_space.independent" ]
[]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
vertices_eq : K.vertices = ⋃ k ∈ K.faces, (k : set E)
begin ext x, refine ⟨λ h, mem_bUnion h $ mem_coe.2 $ mem_singleton_self x, λ h, _⟩, obtain ⟨s, hs, hx⟩ := mem_Union₂.1 h, exact K.down_closed hs (finset.singleton_subset_iff.2 $ mem_coe.1 hx) (singleton_ne_empty _), end
lemma
geometry.simplicial_complex.vertices_eq
analysis.convex.simplicial_complex
src/analysis/convex/simplicial_complex/basic.lean
[ "analysis.convex.hull", "linear_algebra.affine_space.independent" ]
[]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
vertices_subset_space : K.vertices ⊆ K.space
vertices_eq.subset.trans $ Union₂_mono $ λ x hx, subset_convex_hull 𝕜 x
lemma
geometry.simplicial_complex.vertices_subset_space
analysis.convex.simplicial_complex
src/analysis/convex/simplicial_complex/basic.lean
[ "analysis.convex.hull", "linear_algebra.affine_space.independent" ]
[ "subset_convex_hull" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
vertex_mem_convex_hull_iff (hx : x ∈ K.vertices) (hs : s ∈ K.faces) : x ∈ convex_hull 𝕜 (s : set E) ↔ x ∈ s
begin refine ⟨λ h, _, λ h, subset_convex_hull _ _ h⟩, classical, have h := K.inter_subset_convex_hull hx hs ⟨by simp, h⟩, by_contra H, rwa [←coe_inter, finset.disjoint_iff_inter_eq_empty.1 (finset.disjoint_singleton_right.2 H).symm, coe_empty, convex_hull_empty] at h, end
lemma
geometry.simplicial_complex.vertex_mem_convex_hull_iff
analysis.convex.simplicial_complex
src/analysis/convex/simplicial_complex/basic.lean
[ "analysis.convex.hull", "linear_algebra.affine_space.independent" ]
[ "by_contra", "convex_hull", "convex_hull_empty", "subset_convex_hull" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
face_subset_face_iff (hs : s ∈ K.faces) (ht : t ∈ K.faces) : convex_hull 𝕜 (s : set E) ⊆ convex_hull 𝕜 ↑t ↔ s ⊆ t
⟨λ h x hxs, (vertex_mem_convex_hull_iff (K.down_closed hs (finset.singleton_subset_iff.2 hxs) $ singleton_ne_empty _) ht).1 (h (subset_convex_hull 𝕜 ↑s hxs)), convex_hull_mono⟩
lemma
geometry.simplicial_complex.face_subset_face_iff
analysis.convex.simplicial_complex
src/analysis/convex/simplicial_complex/basic.lean
[ "analysis.convex.hull", "linear_algebra.affine_space.independent" ]
[ "convex_hull", "subset_convex_hull" ]
A face is a subset of another one iff its vertices are.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
facets (K : simplicial_complex 𝕜 E) : set (finset E)
{s ∈ K.faces | ∀ ⦃t⦄, t ∈ K.faces → s ⊆ t → s = t}
def
geometry.simplicial_complex.facets
analysis.convex.simplicial_complex
src/analysis/convex/simplicial_complex/basic.lean
[ "analysis.convex.hull", "linear_algebra.affine_space.independent" ]
[ "finset" ]
A facet of a simplicial complex is a maximal face.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
mem_facets : s ∈ K.facets ↔ s ∈ K.faces ∧ ∀ t ∈ K.faces, s ⊆ t → s = t
mem_sep_iff
lemma
geometry.simplicial_complex.mem_facets
analysis.convex.simplicial_complex
src/analysis/convex/simplicial_complex/basic.lean
[ "analysis.convex.hull", "linear_algebra.affine_space.independent" ]
[]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
facets_subset : K.facets ⊆ K.faces
λ s hs, hs.1
lemma
geometry.simplicial_complex.facets_subset
analysis.convex.simplicial_complex
src/analysis/convex/simplicial_complex/basic.lean
[ "analysis.convex.hull", "linear_algebra.affine_space.independent" ]
[]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
not_facet_iff_subface (hs : s ∈ K.faces) : (s ∉ K.facets ↔ ∃ t, t ∈ K.faces ∧ s ⊂ t)
begin refine ⟨λ (hs' : ¬ (_ ∧ _)), _, _⟩, { push_neg at hs', obtain ⟨t, ht⟩ := hs' hs, exact ⟨t, ht.1, ⟨ht.2.1, (λ hts, ht.2.2 (subset.antisymm ht.2.1 hts))⟩⟩ }, { rintro ⟨t, ht⟩ ⟨hs, hs'⟩, have := hs' ht.1 ht.2.1, rw this at ht, exact ht.2.2 (subset.refl t) } -- `has_ssubset.ssubset.ne` would...
lemma
geometry.simplicial_complex.not_facet_iff_subface
analysis.convex.simplicial_complex
src/analysis/convex/simplicial_complex/basic.lean
[ "analysis.convex.hull", "linear_algebra.affine_space.independent" ]
[]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
faces_bot : (⊥ : simplicial_complex 𝕜 E).faces = ∅
rfl
lemma
geometry.simplicial_complex.faces_bot
analysis.convex.simplicial_complex
src/analysis/convex/simplicial_complex/basic.lean
[ "analysis.convex.hull", "linear_algebra.affine_space.independent" ]
[]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
space_bot : (⊥ : simplicial_complex 𝕜 E).space = ∅
set.bUnion_empty _
lemma
geometry.simplicial_complex.space_bot
analysis.convex.simplicial_complex
src/analysis/convex/simplicial_complex/basic.lean
[ "analysis.convex.hull", "linear_algebra.affine_space.independent" ]
[ "set.bUnion_empty" ]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
facets_bot : (⊥ : simplicial_complex 𝕜 E).facets = ∅
eq_empty_of_subset_empty facets_subset
lemma
geometry.simplicial_complex.facets_bot
analysis.convex.simplicial_complex
src/analysis/convex/simplicial_complex/basic.lean
[ "analysis.convex.hull", "linear_algebra.affine_space.independent" ]
[]
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
strict_convex_on_exp : strict_convex_on ℝ univ exp
begin apply strict_convex_on_of_slope_strict_mono_adjacent convex_univ, rintros x y z - - hxy hyz, transitivity exp y, { have h1 : 0 < y - x := by linarith, have h2 : x - y < 0 := by linarith, rw div_lt_iff h1, calc exp y - exp x = exp y - exp y * exp (x - y) : by rw ← exp_add; ring_nf ... = exp...
lemma
strict_convex_on_exp
analysis.convex.specific_functions
src/analysis/convex/specific_functions/basic.lean
[ "analysis.convex.slope", "analysis.special_functions.pow.real", "tactic.linear_combination" ]
[ "convex_univ", "div_lt_iff", "exp", "exp_add", "lt_div_iff", "mul_lt_mul_of_pos_left", "ring", "strict_convex_on", "strict_convex_on_of_slope_strict_mono_adjacent" ]
`exp` is strictly convex on the whole real line. We give an elementary proof rather than using the second derivative test, since this lemma is needed early in the analysis library.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
convex_on_exp : convex_on ℝ univ exp
strict_convex_on_exp.convex_on
lemma
convex_on_exp
analysis.convex.specific_functions
src/analysis/convex/specific_functions/basic.lean
[ "analysis.convex.slope", "analysis.special_functions.pow.real", "tactic.linear_combination" ]
[ "convex_on", "exp" ]
`exp` is convex on the whole real line.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
convex_on_pow (n : ℕ) : convex_on ℝ (Ici 0) (λ x : ℝ, x^n)
begin induction n with k IH, { exact convex_on_const (1:ℝ) (convex_Ici _) }, refine ⟨convex_Ici _, _⟩, rintros a (ha : 0 ≤ a) b (hb : 0 ≤ b) μ ν hμ hν h, have H := IH.2 ha hb hμ hν h, have : 0 ≤ (b ^ k - a ^ k) * (b - a) * μ * ν, { cases le_or_lt a b with hab hab, { have : a ^ k ≤ b ^ k := pow_le_pow_...
lemma
convex_on_pow
analysis.convex.specific_functions
src/analysis/convex/specific_functions/basic.lean
[ "analysis.convex.slope", "analysis.special_functions.pow.real", "tactic.linear_combination" ]
[ "convex_Ici", "convex_on", "convex_on_const", "mul_le_mul_of_nonneg_left", "pow_le_pow_of_le_left" ]
`x^n`, `n : ℕ` is convex on `[0, +∞)` for all `n`. We give an elementary proof rather than using the second derivative test, since this lemma is needed early in the analysis library.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83
even.convex_on_pow {n : ℕ} (hn : even n) : convex_on ℝ set.univ (λ x : ℝ, x^n)
begin refine ⟨convex_univ, _⟩, intros a ha b hb μ ν hμ hν h, obtain ⟨k, rfl⟩ := hn.exists_two_nsmul _, have : 0 ≤ (a - b) ^ 2 * μ * ν := by positivity, calc (μ * a + ν * b) ^ (2 * k) = ((μ * a + ν * b) ^ 2) ^ k : by rw pow_mul ... ≤ ((μ + ν) * (μ * a ^ 2 + ν * b ^ 2)) ^ k : pow_le_pow_of_le_left (by positiv...
lemma
even.convex_on_pow
analysis.convex.specific_functions
src/analysis/convex/specific_functions/basic.lean
[ "analysis.convex.slope", "analysis.special_functions.pow.real", "tactic.linear_combination" ]
[ "convex_on", "convex_on_pow", "pow_le_pow_of_le_left", "pow_mul" ]
`x^n`, `n : ℕ` is convex on the whole real line whenever `n` is even. We give an elementary proof rather than using the second derivative test, since this lemma is needed early in the analysis library.
https://github.com/leanprover-community/mathlib
65a1391a0106c9204fe45bc73a039f056558cb83