diff --git a/src/fa/convex/def.tex b/src/fa/convex/def.tex index 4a037e1..94a83ab 100644 --- a/src/fa/convex/def.tex +++ b/src/fa/convex/def.tex @@ -41,6 +41,31 @@ \end{proof} +\begin{lemma} +\label{lemma:convex-domain} + Let $E$ be a vector space over $\real$ and $f: E \to (-\infty, \infty]$, then $f$ is convex if and only if $\bracs{f < \infty}$ is convex and $f|_{\bracs{f < \infty}}$ is a convex function. +\end{lemma} +\begin{proof} + If $f$ is convex, then for any $x, y \in \bracs{f < \infty}$ and $t \in [0, 1]$, + \[ + f((1 - t)x + ty) \le (1 - t)f(x) + tf(y) < \infty + \] + + so $\bracs{f < \infty}$ is convex, and the restriction $f|_{\bracs{f < \infty}}$ is a convex function. + + On the other hand, for any $x, y \in E$ and $t \in [0, 1]$, if $f(x) = \infty$ or $f(y) = \infty$, then + \[ + f((1 - t)x + ty) \le = \infty (1 - t)f(x) + tf(y) + \] + + Otherwise, $x, y \in \bracs{f < \infty}$, and + \[ + f((1 - t)x + ty) \le (1 - t)f(x) + tf(y) + \] + + by convexity of $f|_{\bracs{f < \infty}}$. +\end{proof} + \begin{lemma} \label{lemma:convex-reverse} Let $E$ be a vector space over $\real$ and $f: E \to (-\infty, \infty]$ be convex, then for any $x, y \in E$ and $t \in \real \setminus [0, 1]$,