This commit is contained in:
@@ -202,14 +202,14 @@
|
||||
\gamma = \sup_{(y, \beta) \in A}\dpn{y, \phi}{\lambda} < \dpn{x, \phi}{\lambda}
|
||||
\]
|
||||
|
||||
For each $t > 0$, let $\Phi_t = \phi_0 + t\phi$ and $\Gamma_t = t\gamma + \gamma_0$, then for each $y \in \bracs{f < \infty}$,
|
||||
For each $t > 0$, let $\Phi_t = \phi_0 + t\phi$ and $\Gamma_t = \gamma_0 + t\gamma$, then for each $y \in \bracs{f < \infty}$,
|
||||
\[
|
||||
\dpn{y, \Phi_t}{\lambda} - \Gamma_t \le f(y) + t\dpn{y, \phi}{\lambda} - t\gamma \le f(y)
|
||||
\dpn{y, \Phi_t}{\lambda} - \Gamma_t \le f(y) + t\underbrace{(\dpn{y, \phi}{\lambda} - \gamma)}_{\le 0} \le f(y)
|
||||
\]
|
||||
|
||||
so $(\Phi_t, \Gamma_t) \le f$. By (1),
|
||||
\[
|
||||
f^{**}(x) \ge \dpn{x, \Phi_t}{\lambda} - \Gamma_t = \dpn{x, \phi_0}{\lambda} + \gamma_0 + t\underbrace{(\dpn{x, \phi}{\lambda} - \gamma)}_{> 0}
|
||||
f^{**}(x) \ge \dpn{x, \Phi_t}{\lambda} - \Gamma_t = \dpn{x, \phi_0}{\lambda} - \gamma_0 + t\underbrace{(\dpn{x, \phi}{\lambda} - \gamma)}_{> 0}
|
||||
\]
|
||||
|
||||
As the above holds for all $t > 0$, $f^{**}(x) = \infty \ge \alpha$. Since $f^{**}(x) \ge \alpha$ for all $(x, \alpha) \in E \times \real \setminus A$, $\text{epi}(f^{**}) \subset \ol{\text{Conv}}(\text{epi}(f))$.
|
||||
|
||||
Reference in New Issue
Block a user