diff --git a/src/fa/convex/def.tex b/src/fa/convex/def.tex index 113db59..4a037e1 100644 --- a/src/fa/convex/def.tex +++ b/src/fa/convex/def.tex @@ -3,16 +3,16 @@ \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 + Let $E$ be a vector space over $\real$ and $f: E \to (-\infty, \infty]$, then the \textbf{epigraph} of $f$ is the set \[ - \text{epi}(f) = \bracs{(x, y) \in A \times \real| y \ge f(x)} + \text{epi}(f) = \bracs{(x, y) \in E \times \real| y \ge f(x)} \] \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: + Let $E$ be a vector space over $\real$ and $f: E \to (-\infty, \infty]$, then the following are equivalent: \begin{enumerate} \item For every $x, y \in E$ and $t \in [0, 1]$, \[ @@ -32,7 +32,7 @@ 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 + (2) $\Rightarrow$ (1): Let $x, y \in E$ and $t \in [0, 1]$, then \[ ((1 - t)x + ty, (1 - t)f(x) + tf(y)) \in \text{epi}(f) \] @@ -43,7 +43,7 @@ \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 $(1 - t)x + ty \in A$, + Let $E$ be a vector space over $\real$ and $f: E \to (-\infty, \infty]$ be convex, then for any $x, y \in E$ and $t \in \real \setminus [0, 1]$, \[ f((1 - t)x + ty) \ge (1 - t)f(x) + tf(y) \] @@ -52,12 +52,31 @@ 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-differential} + Let $E$ be a vector space over $\real$, $f: E \to (-\infty, \infty]$ be convex, and $x \in \bracs{f < \infty}$, then for any $h \in E$, + \[ + \lim_{t \downto 0} \frac{f(x + th) - f(x)}{t} = \inf_{t > 0} \frac{f(x + th) - f(x)}{t} + \] + + exists in $[-\infty, \infty]$. +\end{proposition} +\begin{proof} + Let $0 < s \le t$, then since $f$ is convex, + \begin{align*} + f(x + sh) &\le \paren{1 - \frac{s}{t}}f(x) + \frac{s}{t}f(x + th) \\ + f(x + sh) - f(x) &\le \frac{s}{t}[f(x + th) - f(x)] \\ + \frac{f(x + sh) - f(x)}{s} &\le \frac{f(x + th) - f(x)}{t} + \end{align*} +\end{proof} + + \begin{proposition} \label{proposition:convex-extension} - Let $E$ be a vector space over $\real$ and $A \subset E$ be convex, then: + Let $E$ be a vector space over $\real$, 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. + \item For any $f, g: E \to (-\infty, \infty]$ convex and $\lambda \ge 0$, $\lambda f + g$ is convex. + \item For any convex functions $\cf \subset (-\infty, \infty]^E$, $\sup_{f \in \cf}f$ is convex. \end{enumerate} \end{proposition}