diff --git a/src/fa/convex/legendre.tex b/src/fa/convex/legendre.tex index f3b6de0..2f9a60c 100644 --- a/src/fa/convex/legendre.tex +++ b/src/fa/convex/legendre.tex @@ -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 $(x, \alpha) \in E \times \real \setminus A$, $\text{epi}(f^{**}) \subset \ol{\text{Conv}}(\text{epi}(f))$.