diff --git a/src/fa/convex/def.tex b/src/fa/convex/def.tex new file mode 100644 index 0000000..113db59 --- /dev/null +++ b/src/fa/convex/def.tex @@ -0,0 +1,65 @@ +\section{Convexity} +\label{section:convex-functions} + +\begin{definition}[Epigraph] +\label{definition:epigraph} + Let $E$ be a vector space over $\real$, $A \subset E$ be convex, and $f: A \to (-\infty, \infty]$, then the \textbf{epigraph} of $f$ is the set + \[ + \text{epi}(f) = \bracs{(x, y) \in A \times \real| y \ge f(x)} + \] +\end{definition} + + +\begin{definition}[Convex Function] +\label{definition:convex-function} + Let $E$ be a vector space over $\real$, $A \subset E$ be convex, and $f: A \to (-\infty, \infty]$, then the following are equivalent: + \begin{enumerate} + \item For every $x, y \in E$ and $t \in [0, 1]$, + \[ + f((1 - t)x + ty) \le (1 - t)f(x) + tf(y) + \] + \item $\text{epi}(f)$ is convex. + \end{enumerate} + + If the above holds, then $f$ is \textbf{convex}. +\end{definition} +\begin{proof} + (1) $\Rightarrow$ (2): Let $(x, \alpha), (y, \beta) \in \text{epi}(f)$ and $t \in [0, 1]$, then + \begin{align*} + (1 - t)\alpha + t\beta &\ge (1 - t)f(x) + tf(y) \\ + &\ge f((1 - t)x + ty) + \end{align*} + + so $((1 - t)x + ty, (1 - t)\alpha + t\beta) \in \text{epi}(f)$. + + (2) $\Rightarrow$ (1): Let $x, y \in A$ and $t \in [0, 1]$, then + \[ + ((1 - t)x + ty, (1 - t)f(x) + tf(y)) \in \text{epi}(f) + \] + + so $f((1 - t)x + ty) \le (1 - t)f(x) + tf(y)$. + +\end{proof} + +\begin{lemma} +\label{lemma:convex-reverse} + Let $E$ be a vector space over $\real$, $A \subset E$ be convex, and $f: A \to (-\infty, \infty]$ be convex, then for any $x, y \in E$ and $t \in \real \setminus [0, 1]$ such that $(1 - t)x + ty \in A$, + \[ + f((1 - t)x + ty) \ge (1 - t)f(x) + tf(y) + \] +\end{lemma} +\begin{proof} + Via an affine transformation, assume without loss of generality that $x = 0$ and $f(x) = 0$. By exchanging $x$ and $y$, assume without loss of generality that $t > 1$. In which case, since $f$ is convex and $y = t^{-1}ty$, $f(y) \le t^{-1}f(ty)$ and $tf(y) \le f(ty)$. +\end{proof} + +\begin{proposition} +\label{proposition:convex-extension} + Let $E$ be a vector space over $\real$ and $A \subset E$ be convex, then: + \begin{enumerate} + \item For any $f, g: A \to (-\infty, \infty]$ convex and $\lambda \ge 0$, $\lambda f + g$ is convex. + \item For any convex functions $\cf \subset (-\infty, \infty]^A$, $\sup_{f \in \cf}f$ is convex. + \end{enumerate} +\end{proposition} + + + diff --git a/src/fa/convex/index.tex b/src/fa/convex/index.tex new file mode 100644 index 0000000..56ad9e8 --- /dev/null +++ b/src/fa/convex/index.tex @@ -0,0 +1,4 @@ +\chapter{Convex Functions} +\label{chap:convex-functions} + +\input{./def.tex} diff --git a/src/fa/index.tex b/src/fa/index.tex index d604623..05a0479 100644 --- a/src/fa/index.tex +++ b/src/fa/index.tex @@ -4,6 +4,7 @@ \input{./tvs/index.tex} \input{./lc/index.tex} +\input{./convex/index.tex} \input{./norm/index.tex} \input{./rs/index.tex} \input{./lp/index.tex} diff --git a/src/measure/notation.tex b/src/measure/notation.tex index 0708630..ad1976a 100644 --- a/src/measure/notation.tex +++ b/src/measure/notation.tex @@ -8,6 +8,7 @@ $\sigma(\mathcal{E})$ & $\sigma$-algebra generated by $\mathcal{E}$. & \autoref{definition:generated-sigma-algebra} \\ $\lambda(\mathcal{E})$ & $\lambda$-system generated by $\mathcal{E}$. & \autoref{definition:generated-lambda-system} \\ $\sigma \otimes \tau$ & Product of ideals. & \autoref{definition:product-ideal} \\ + $\text{epi}(f)$ & Epigraph of $f$. & \autoref{definition:epigraph} \\ % ---- Measure Theory ---- $\mathcal{B}_X$ & Borel $\sigma$-algebra on $X$. & \autoref{definition:borel-sigma-algebra} \\ $\sigma(\{f_i \mid i \in I\})$ & $\sigma$-algebra generated by the maps $\{f_i\}$. & \autoref{definition:generated-sigma-algebra-function} \\ diff --git a/src/topology/main/semicontinuity.tex b/src/topology/main/semicontinuity.tex index cfaf73b..fa0178a 100644 --- a/src/topology/main/semicontinuity.tex +++ b/src/topology/main/semicontinuity.tex @@ -6,6 +6,22 @@ Let $X$ be a topological space, $f: X \to (-\infty, \infty]$, and $g: X \to [-\infty, \infty)$, then $f$ is \textbf{lower semicontinuous} if for each $a \in \real$, $\bracs{f > \alpha}$ is open, and $g$ is \textbf{upper semicontinuous} if for each $a \in \real$, $\bracs{f < \alpha}$ is open. \end{definition} +\begin{proposition} +\label{proposition:lsc-epigraph} + Let $X$ be a topological space, $f: X \to (-\infty, \infty]$, then $f$ is lower semicontinuous if and only if $\text{epi}(f)$ is closed. +\end{proposition} +\begin{proof} + Suppose that $f$ is lower semicontinuous. Let $x \in X$ and $y \in (-\infty, \infty)$ with $y < f(x)$, and $\alpha \in (y, f(x))$, then $\bracs{f > \alpha} \in \cn^o_A(x)$, and hence $\bracs{f > \alpha} \times (-\infty, \alpha)$ is a neighbourhood of $(x, y)$ contained in the complement of $\text{epi}(f)$. Therefore $\text{epi}(f)$ is closed. + + Now suppose that $\text{epi}(f)$ is closed, then for each $\alpha \in (-\infty, \infty)$, + \[ + \bracs{f \le \alpha} = \pi_1[\text{epi}(f) \cap A \times \bracs{\alpha}] + \] + + which is closed. Therefore $f$ is lower semicontinuous. +\end{proof} + + \begin{proposition}[{{\cite[Proposition 7.11]{Folland}}}] \label{proposition:semicontinuous-properties} Let $X$ be a topological space, then