rfunct_4.miz
begin
reserve a,b,p,r,r1,r2,s,s1,s2,x0,x for
Real;
reserve f,g for
PartFunc of
REAL ,
REAL ;
reserve X,Y for
set;
theorem ::
RFUNCT_4:1
Th1: for a,b be
Real holds (
max (a,b))
>= (
min (a,b))
proof
let a,b be
Real;
per cases by
XXREAL_0: 15;
suppose (
min (a,b))
= a;
hence thesis by
XXREAL_0: 25;
end;
suppose (
min (a,b))
= b;
hence thesis by
XXREAL_0: 25;
end;
end;
theorem ::
RFUNCT_4:2
Th2: for n be
Nat, R1,R2 be
Element of (n
-tuples_on
REAL ), r1,r2 be
Real holds (
mlt ((R1
^
<*r1*>),(R2
^
<*r2*>)))
= ((
mlt (R1,R2))
^
<*(r1
* r2)*>)
proof
let n be
Nat;
let R1,R2 be
Element of (n
-tuples_on
REAL );
let r1,r2 be
Real;
reconsider r1, r2 as
Element of
REAL by
XREAL_0:def 1;
(
len (R1
^
<*r1*>))
= ((
len R1)
+ 1) by
FINSEQ_2: 16
.= (n
+ 1) by
CARD_1:def 7
.= ((
len R2)
+ 1) by
CARD_1:def 7
.= (
len (R2
^
<*r2*>)) by
FINSEQ_2: 16;
then
A1: (
len (
mlt ((R1
^
<*r1*>),(R2
^
<*r2*>))))
= (
len (R1
^
<*r1*>)) by
FINSEQ_2: 72
.= ((
len R1)
+ 1) by
FINSEQ_2: 16
.= (n
+ 1) by
CARD_1:def 7;
A2: for k be
Nat st k
in (
Seg (n
+ 1)) holds ((
mlt ((R1
^
<*r1*>),(R2
^
<*r2*>)))
. k)
= (((
mlt (R1,R2))
^
<*(r1
* r2)*>)
. k)
proof
let k be
Nat such that
A3: k
in (
Seg (n
+ 1));
A4: k
<= (n
+ 1) by
A3,
FINSEQ_1: 1;
now
per cases by
A4,
XXREAL_0: 1;
suppose k
< (n
+ 1);
then
A5: k
<= n by
NAT_1: 13;
1
<= k by
A3,
FINSEQ_1: 1;
then
A6: k
in (
Seg n) by
A5,
FINSEQ_1: 1;
then k
in (
Seg (
len R1)) by
CARD_1:def 7;
then k
in (
dom R1) by
FINSEQ_1:def 3;
then
A7: ((R1
^
<*r1*>)
. k)
= (R1
. k) by
FINSEQ_1:def 7;
k
in (
Seg (
len R2)) by
A6,
CARD_1:def 7;
then k
in (
dom R2) by
FINSEQ_1:def 3;
then ((R2
^
<*r2*>)
. k)
= (R2
. k) by
FINSEQ_1:def 7;
then
A8: ((
mlt ((R1
^
<*r1*>),(R2
^
<*r2*>)))
. k)
= ((R1
. k)
* (R2
. k)) by
A7,
RVSUM_1: 59;
(
len (
mlt (R1,R2)))
= n by
CARD_1:def 7;
then k
in (
dom (
mlt (R1,R2))) by
A6,
FINSEQ_1:def 3;
then (((
mlt (R1,R2))
^
<*(r1
* r2)*>)
. k)
= ((
mlt (R1,R2))
. k) by
FINSEQ_1:def 7;
hence thesis by
A8,
RVSUM_1: 59;
end;
suppose
A9: k
= (n
+ 1);
then k
= ((
len R1)
+ 1) by
CARD_1:def 7;
then
A10: ((R1
^
<*r1*>)
. k)
= r1 by
FINSEQ_1: 42;
A11: (n
+ 1)
= ((
len (
mlt (R1,R2)))
+ 1) by
CARD_1:def 7;
k
= ((
len R2)
+ 1) by
A9,
CARD_1:def 7;
then ((R2
^
<*r2*>)
. k)
= r2 by
FINSEQ_1: 42;
then ((
mlt ((R1
^
<*r1*>),(R2
^
<*r2*>)))
. k)
= (r1
* r2) by
A10,
RVSUM_1: 59;
hence thesis by
A9,
A11,
FINSEQ_1: 42;
end;
end;
hence thesis;
end;
reconsider rr = (r1
* r2) as
Element of
REAL ;
(
mlt ((R1
^
<*r1*>),(R2
^
<*r2*>))) is
Element of ((n
+ 1)
-tuples_on
REAL ) by
A1,
FINSEQ_2: 92;
hence thesis by
A2,
FINSEQ_2: 119;
end;
theorem ::
RFUNCT_4:3
Th3: for n be
Nat, R be
Element of (n
-tuples_on
REAL ) st (
Sum R)
=
0 & (for i be
Element of
NAT st i
in (
dom R) holds
0
<= (R
. i)) holds for i be
Element of
NAT st i
in (
dom R) holds (R
. i)
=
0
proof
let n be
Nat, R be
Element of (n
-tuples_on
REAL ) such that
A1: (
Sum R)
=
0 and
A2: for i be
Element of
NAT st i
in (
dom R) holds
0
<= (R
. i);
A3: for i be
Nat st i
in (
dom R) holds
0
<= (R
. i) by
A2;
given k be
Element of
NAT such that
A4: k
in (
dom R) and
A5: (R
. k)
<>
0 ;
0
<= (R
. k) by
A2,
A4;
hence contradiction by
A1,
A3,
A4,
A5,
RVSUM_1: 85;
end;
theorem ::
RFUNCT_4:4
Th4: for n be
Nat, R be
Element of (n
-tuples_on
REAL ) st (for i be
Element of
NAT st i
in (
dom R) holds
0
= (R
. i)) holds R
= (n
|->
0 qua
Real)
proof
let n be
Nat, R be
Element of (n
-tuples_on
REAL ) such that
A1: for i be
Element of
NAT st i
in (
dom R) holds
0
= (R
. i);
A2: for k be
Nat st 1
<= k & k
<= (
len R) holds (R
. k)
= ((n
|->
0 )
. k)
proof
let k be
Nat;
assume 1
<= k & k
<= (
len R);
then k
in (
Seg (
len R)) by
FINSEQ_1: 1;
then k
in (
dom R) by
FINSEQ_1:def 3;
then
A3: (R
. k)
=
0 by
A1;
thus thesis by
A3;
end;
(
len R)
= n by
CARD_1:def 7
.= (
len (n
|->
0 )) by
CARD_1:def 7;
hence thesis by
A2,
FINSEQ_1: 14;
end;
theorem ::
RFUNCT_4:5
Th5: for n be
Nat, R be
Element of (n
-tuples_on
REAL ) holds (
mlt ((n
|->
0 qua
Real),R))
= (n
|->
0 qua
Real)
proof
let n be
Nat, R be
Element of (n
-tuples_on
REAL );
A1: (
len (
mlt ((n
|-> (
In (
0 ,
REAL ))),R)))
= n by
CARD_1:def 7;
A2: for k be
Nat st 1
<= k & k
<= (
len (
mlt ((n
|->
0 qua
Real),R))) holds ((
mlt ((n
|->
0 qua
Real),R))
. k)
= ((n
|->
0 qua
Real)
. k)
proof
let k be
Nat;
assume 1
<= k & k
<= (
len (
mlt ((n
|->
0 qua
Real),R)));
((
mlt ((n
|->
0 qua
Real),R))
. k)
= (((n
|->
0 qua
Real)
. k)
* (R
. k)) by
RVSUM_1: 60
.= (
0
* (R
. k));
hence thesis;
end;
(
len (n
|->
0 qua
Real))
= n by
CARD_1:def 7;
hence thesis by
A1,
A2,
FINSEQ_1: 14;
end;
begin
definition
let f, X;
::
RFUNCT_4:def1
pred f
is_strictly_convex_on X means X
c= (
dom f) & for p be
Real st
0
< p & p
< 1 holds for r,s be
Real st r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X & r
<> s holds (f
. ((p
* r)
+ ((1
- p)
* s)))
< ((p
* (f
. r))
+ ((1
- p)
* (f
. s)));
end
theorem ::
RFUNCT_4:6
f
is_strictly_convex_on X implies f
is_convex_on X
proof
assume
A1: f
is_strictly_convex_on X;
A2: for p be
Real st
0
<= p & p
<= 1 holds for r,s be
Real st r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X holds (f
. ((p
* r)
+ ((1
- p)
* s)))
<= ((p
* (f
. r))
+ ((1
- p)
* (f
. s)))
proof
let p be
Real;
assume
A3:
0
<= p & p
<= 1;
for r,s be
Real st r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X holds (f
. ((p
* r)
+ ((1
- p)
* s)))
<= ((p
* (f
. r))
+ ((1
- p)
* (f
. s)))
proof
let r,s be
Real;
assume
A4: r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X;
now
per cases by
A3,
XXREAL_0: 1;
suppose p
=
0 ;
hence thesis;
end;
suppose p
= 1;
hence thesis;
end;
suppose
A5:
0
< p & p
< 1;
now
per cases ;
suppose r
= s;
hence thesis;
end;
suppose r
<> s;
hence thesis by
A1,
A4,
A5;
end;
end;
hence thesis;
end;
end;
hence thesis;
end;
hence thesis;
end;
X
c= (
dom f) by
A1;
hence thesis by
A2,
RFUNCT_3:def 12;
end;
theorem ::
RFUNCT_4:7
for a,b be
Real, f be
PartFunc of
REAL ,
REAL holds f
is_strictly_convex_on
[.a, b.] iff
[.a, b.]
c= (
dom f) & for p be
Real st
0
< p & p
< 1 holds for r,s be
Real st r
in
[.a, b.] & s
in
[.a, b.] & r
<> s holds (f
. ((p
* r)
+ ((1
- p)
* s)))
< ((p
* (f
. r))
+ ((1
- p)
* (f
. s)))
proof
let a,b be
Real, f be
PartFunc of
REAL ,
REAL ;
set ab = { r : a
<= r & r
<= b };
A1:
[.a, b.]
= ab by
RCOMP_1:def 1;
thus f
is_strictly_convex_on
[.a, b.] implies
[.a, b.]
c= (
dom f) & for p be
Real st
0
< p & p
< 1 holds for x,y be
Real st x
in
[.a, b.] & y
in
[.a, b.] & x
<> y holds (f
. ((p
* x)
+ ((1
- p)
* y)))
< ((p
* (f
. x))
+ ((1
- p)
* (f
. y)))
proof
assume
A2: f
is_strictly_convex_on
[.a, b.];
hence
[.a, b.]
c= (
dom f);
let p be
Real;
assume that
A3:
0
< p and
A4: p
< 1;
A5:
0
<= (1
- p) by
A4,
XREAL_1: 48;
A6: ((p
* b)
+ ((1
- p)
* b))
= b;
A7: ((p
* a)
+ ((1
- p)
* a))
= a;
let x,y be
Real;
assume that
A8: x
in
[.a, b.] and
A9: y
in
[.a, b.] and
A10: x
<> y;
A11: ex r2 st r2
= y & a
<= r2 & r2
<= b by
A1,
A9;
then
A12: ((1
- p)
* y)
<= ((1
- p)
* b) by
A5,
XREAL_1: 64;
A13: ex r1 st r1
= x & a
<= r1 & r1
<= b by
A1,
A8;
then (p
* x)
<= (p
* b) by
A3,
XREAL_1: 64;
then
A14: ((p
* x)
+ ((1
- p)
* y))
<= b by
A12,
A6,
XREAL_1: 7;
A15: ((1
- p)
* a)
<= ((1
- p)
* y) by
A5,
A11,
XREAL_1: 64;
(p
* a)
<= (p
* x) by
A3,
A13,
XREAL_1: 64;
then a
<= ((p
* x)
+ ((1
- p)
* y)) by
A15,
A7,
XREAL_1: 7;
then ((p
* x)
+ ((1
- p)
* y))
in ab by
A14;
hence thesis by
A1,
A2,
A3,
A4,
A8,
A9,
A10;
end;
assume that
A16:
[.a, b.]
c= (
dom f) and
A17: for p be
Real st
0
< p & p
< 1 holds for x,y be
Real st x
in
[.a, b.] & y
in
[.a, b.] & x
<> y holds (f
. ((p
* x)
+ ((1
- p)
* y)))
< ((p
* (f
. x))
+ ((1
- p)
* (f
. y)));
thus
[.a, b.]
c= (
dom f) by
A16;
let p be
Real;
assume
A18:
0
< p & p
< 1;
let x,y be
Real;
assume that
A19: x
in
[.a, b.] & y
in
[.a, b.] and ((p
* x)
+ ((1
- p)
* y))
in
[.a, b.];
thus thesis by
A17,
A18,
A19;
end;
theorem ::
RFUNCT_4:8
for X be
set, f be
PartFunc of
REAL ,
REAL holds f
is_convex_on X iff X
c= (
dom f) & for a,b,c be
Real st a
in X & b
in X & c
in X & a
< b & b
< c holds (f
. b)
<= ((((c
- b)
/ (c
- a))
* (f
. a))
+ (((b
- a)
/ (c
- a))
* (f
. c)))
proof
let X be
set, f be
PartFunc of
REAL ,
REAL ;
A1: (X
c= (
dom f) & for a,b,c be
Real st a
in X & b
in X & c
in X & a
< b & b
< c holds (f
. b)
<= ((((c
- b)
/ (c
- a))
* (f
. a))
+ (((b
- a)
/ (c
- a))
* (f
. c)))) implies f
is_convex_on X
proof
assume that
A2: X
c= (
dom f) and
A3: for a,b,c be
Real st a
in X & b
in X & c
in X & a
< b & b
< c holds (f
. b)
<= ((((c
- b)
/ (c
- a))
* (f
. a))
+ (((b
- a)
/ (c
- a))
* (f
. c)));
for p be
Real st
0
<= p & p
<= 1 holds for r,s be
Real st r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X holds (f
. ((p
* r)
+ ((1
- p)
* s)))
<= ((p
* (f
. r))
+ ((1
- p)
* (f
. s)))
proof
let p be
Real;
assume
A4:
0
<= p & p
<= 1;
for r,s be
Real st r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X holds (f
. ((p
* r)
+ ((1
- p)
* s)))
<= ((p
* (f
. r))
+ ((1
- p)
* (f
. s)))
proof
let r,s be
Real;
assume
A5: r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X;
(f
. ((p
* r)
+ ((1
- p)
* s)))
<= ((p
* (f
. r))
+ ((1
- p)
* (f
. s)))
proof
per cases by
A4,
XXREAL_0: 1;
suppose p
=
0 ;
hence thesis;
end;
suppose p
= 1;
hence thesis;
end;
suppose
A6:
0
< p & p
< 1;
then
A7:
0
< (1
- p) by
XREAL_1: 50;
per cases by
XXREAL_0: 1;
suppose r
= s;
hence thesis;
end;
suppose
A8: r
> s;
set t = ((p
* r)
+ ((1
- p)
* s));
A9: (r
- s)
>
0 by
A8,
XREAL_1: 50;
A10: (r
- t)
= ((1
- p)
* (r
- s));
then (r
- t)
>
0 by
A7,
A9,
XREAL_1: 129;
then
A11: t
< r by
XREAL_1: 47;
A12: (t
- s)
= (p
* (r
- s));
then
A13: ((t
- s)
/ (r
- s))
= p by
A9,
XCMPLX_1: 89;
(t
- s)
>
0 by
A6,
A9,
A12,
XREAL_1: 129;
then
A14: s
< t by
XREAL_1: 47;
((r
- t)
/ (r
- s))
= (1
- p) by
A9,
A10,
XCMPLX_1: 89;
hence thesis by
A3,
A5,
A14,
A11,
A13;
end;
suppose
A15: r
< s;
set t = ((p
* r)
+ ((1
- p)
* s));
A16: (s
- r)
>
0 by
A15,
XREAL_1: 50;
A17: (s
- t)
= (p
* (s
- r));
then (s
- t)
>
0 by
A6,
A16,
XREAL_1: 129;
then
A18: t
< s by
XREAL_1: 47;
A19: (t
- r)
= ((1
- p)
* (s
- r));
then
A20: ((t
- r)
/ (s
- r))
= (1
- p) by
A16,
XCMPLX_1: 89;
(t
- r)
>
0 by
A7,
A16,
A19,
XREAL_1: 129;
then
A21: r
< t by
XREAL_1: 47;
((s
- t)
/ (s
- r))
= p by
A16,
A17,
XCMPLX_1: 89;
hence thesis by
A3,
A5,
A21,
A18,
A20;
end;
end;
end;
hence thesis;
end;
hence thesis;
end;
hence thesis by
A2,
RFUNCT_3:def 12;
end;
f
is_convex_on X implies X
c= (
dom f) & for a,b,c be
Real st a
in X & b
in X & c
in X & a
< b & b
< c holds (f
. b)
<= ((((c
- b)
/ (c
- a))
* (f
. a))
+ (((b
- a)
/ (c
- a))
* (f
. c)))
proof
assume
A22: f
is_convex_on X;
for a,b,c be
Real st a
in X & b
in X & c
in X & a
< b & b
< c holds (f
. b)
<= ((((c
- b)
/ (c
- a))
* (f
. a))
+ (((b
- a)
/ (c
- a))
* (f
. c)))
proof
let a,b,c be
Real;
assume that
A23: a
in X & b
in X & c
in X and
A24: a
< b & b
< c;
set p = ((c
- b)
/ (c
- a));
A25: (c
- b)
< (c
- a) &
0
< (c
- b) by
A24,
XREAL_1: 10,
XREAL_1: 50;
then
A26: ((c
- b)
/ (c
- a))
< 1 by
XREAL_1: 189;
A27: (p
+ ((b
- a)
/ (c
- a)))
= (((c
- b)
+ (b
- a))
/ (c
- a)) by
XCMPLX_1: 62
.= 1 by
A25,
XCMPLX_1: 60;
then ((p
* a)
+ ((1
- p)
* c))
= (((a
* (c
- b))
/ (c
- a))
+ (c
* ((b
- a)
/ (c
- a)))) by
XCMPLX_1: 74
.= (((a
* (c
- b))
/ (c
- a))
+ ((c
* (b
- a))
/ (c
- a))) by
XCMPLX_1: 74
.= ((((c
* a)
- (b
* a))
+ ((b
- a)
* c))
/ (c
- a)) by
XCMPLX_1: 62
.= ((b
* (c
- a))
/ (c
- a));
then ((p
* a)
+ ((1
- p)
* c))
= b by
A25,
XCMPLX_1: 89;
hence thesis by
A22,
A23,
A25,
A26,
A27,
RFUNCT_3:def 12;
end;
hence thesis by
A22,
RFUNCT_3:def 12;
end;
hence thesis by
A1;
end;
theorem ::
RFUNCT_4:9
for X be
set, f be
PartFunc of
REAL ,
REAL holds f
is_strictly_convex_on X iff X
c= (
dom f) & for a,b,c be
Real st a
in X & b
in X & c
in X & a
< b & b
< c holds (f
. b)
< ((((c
- b)
/ (c
- a))
* (f
. a))
+ (((b
- a)
/ (c
- a))
* (f
. c)))
proof
let X be
set;
let f be
PartFunc of
REAL ,
REAL ;
A1: (X
c= (
dom f) & for a,b,c be
Real st a
in X & b
in X & c
in X & a
< b & b
< c holds (f
. b)
< ((((c
- b)
/ (c
- a))
* (f
. a))
+ (((b
- a)
/ (c
- a))
* (f
. c)))) implies f
is_strictly_convex_on X
proof
assume that
A2: X
c= (
dom f) and
A3: for a,b,c be
Real st a
in X & b
in X & c
in X & a
< b & b
< c holds (f
. b)
< ((((c
- b)
/ (c
- a))
* (f
. a))
+ (((b
- a)
/ (c
- a))
* (f
. c)));
for p be
Real st
0
< p & p
< 1 holds for r,s be
Real st r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X & r
<> s holds (f
. ((p
* r)
+ ((1
- p)
* s)))
< ((p
* (f
. r))
+ ((1
- p)
* (f
. s)))
proof
let p be
Real;
assume
A4:
0
< p & p
< 1;
for r,s be
Real st r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X & r
<> s holds (f
. ((p
* r)
+ ((1
- p)
* s)))
< ((p
* (f
. r))
+ ((1
- p)
* (f
. s)))
proof
let r,s be
Real;
assume that
A5: r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X and
A6: r
<> s;
(f
. ((p
* r)
+ ((1
- p)
* s)))
< ((p
* (f
. r))
+ ((1
- p)
* (f
. s)))
proof
now
per cases by
A4;
suppose
A7:
0
< p & p
< 1;
then
A8:
0
< (1
- p) by
XREAL_1: 50;
now
per cases by
A6,
XXREAL_0: 1;
suppose
A9: r
> s;
set t = ((p
* r)
+ ((1
- p)
* s));
A10: (r
- s)
>
0 by
A9,
XREAL_1: 50;
A11: (r
- t)
= ((1
- p)
* (r
- s));
then (r
- t)
>
0 by
A8,
A10,
XREAL_1: 129;
then
A12: t
< r by
XREAL_1: 47;
A13: (t
- s)
= (p
* (r
- s));
then
A14: ((t
- s)
/ (r
- s))
= p by
A10,
XCMPLX_1: 89;
(t
- s)
>
0 by
A7,
A10,
A13,
XREAL_1: 129;
then
A15: s
< t by
XREAL_1: 47;
((r
- t)
/ (r
- s))
= (1
- p) by
A10,
A11,
XCMPLX_1: 89;
hence thesis by
A3,
A5,
A15,
A12,
A14;
end;
suppose
A16: r
< s;
set t = ((p
* r)
+ ((1
- p)
* s));
A17: (s
- r)
>
0 by
A16,
XREAL_1: 50;
A18: (s
- t)
= (p
* (s
- r));
then (s
- t)
>
0 by
A7,
A17,
XREAL_1: 129;
then
A19: t
< s by
XREAL_1: 47;
A20: (t
- r)
= ((1
- p)
* (s
- r));
then
A21: ((t
- r)
/ (s
- r))
= (1
- p) by
A17,
XCMPLX_1: 89;
(t
- r)
>
0 by
A8,
A17,
A20,
XREAL_1: 129;
then
A22: r
< t by
XREAL_1: 47;
((s
- t)
/ (s
- r))
= p by
A17,
A18,
XCMPLX_1: 89;
hence thesis by
A3,
A5,
A22,
A19,
A21;
end;
end;
hence thesis;
end;
end;
hence thesis;
end;
hence thesis;
end;
hence thesis;
end;
hence thesis by
A2;
end;
f
is_strictly_convex_on X implies X
c= (
dom f) & for a,b,c be
Real st a
in X & b
in X & c
in X & a
< b & b
< c holds (f
. b)
< ((((c
- b)
/ (c
- a))
* (f
. a))
+ (((b
- a)
/ (c
- a))
* (f
. c)))
proof
assume
A23: f
is_strictly_convex_on X;
for a,b,c be
Real st a
in X & b
in X & c
in X & a
< b & b
< c holds (f
. b)
< ((((c
- b)
/ (c
- a))
* (f
. a))
+ (((b
- a)
/ (c
- a))
* (f
. c)))
proof
let a,b,c be
Real;
assume that
A24: a
in X & b
in X & c
in X and
A25: a
< b & b
< c;
set p = ((c
- b)
/ (c
- a));
A26: (c
- b)
< (c
- a) &
0
< (c
- b) by
A25,
XREAL_1: 10,
XREAL_1: 50;
then
A27:
0
< ((c
- b)
/ (c
- a)) & ((c
- b)
/ (c
- a))
< 1 by
XREAL_1: 139,
XREAL_1: 189;
A28: (p
+ ((b
- a)
/ (c
- a)))
= (((c
- b)
+ (b
- a))
/ (c
- a)) by
XCMPLX_1: 62
.= 1 by
A26,
XCMPLX_1: 60;
then ((p
* a)
+ ((1
- p)
* c))
= (((a
* (c
- b))
/ (c
- a))
+ (c
* ((b
- a)
/ (c
- a)))) by
XCMPLX_1: 74
.= (((a
* (c
- b))
/ (c
- a))
+ ((c
* (b
- a))
/ (c
- a))) by
XCMPLX_1: 74
.= ((((c
* a)
- (b
* a))
+ ((b
- a)
* c))
/ (c
- a)) by
XCMPLX_1: 62
.= ((b
* (c
- a))
/ (c
- a));
then ((p
* a)
+ ((1
- p)
* c))
= b by
A26,
XCMPLX_1: 89;
hence thesis by
A23,
A24,
A25,
A27,
A28;
end;
hence thesis by
A23;
end;
hence thesis by
A1;
end;
theorem ::
RFUNCT_4:10
f
is_strictly_convex_on X & Y
c= X implies f
is_strictly_convex_on Y by
XBOOLE_1: 1;
Lm1: f
is_strictly_convex_on X implies (f
- r)
is_strictly_convex_on X
proof
assume
A1: f
is_strictly_convex_on X;
then
A2: X
c= (
dom f);
A3: for p be
Real st
0
< p & p
< 1 holds for t,s be
Real st t
in X & s
in X & ((p
* t)
+ ((1
- p)
* s))
in X & t
<> s holds ((f
- r)
. ((p
* t)
+ ((1
- p)
* s)))
< ((p
* ((f
- r)
. t))
+ ((1
- p)
* ((f
- r)
. s)))
proof
let p be
Real;
assume
A4:
0
< p & p
< 1;
for t,s be
Real st t
in X & s
in X & ((p
* t)
+ ((1
- p)
* s))
in X & t
<> s holds ((f
- r)
. ((p
* t)
+ ((1
- p)
* s)))
< ((p
* ((f
- r)
. t))
+ ((1
- p)
* ((f
- r)
. s)))
proof
let t,s be
Real;
assume that
A5: t
in X & s
in X and
A6: ((p
* t)
+ ((1
- p)
* s))
in X and
A7: t
<> s;
(f
. ((p
* t)
+ ((1
- p)
* s)))
< ((p
* (f
. t))
+ ((1
- p)
* (f
. s))) by
A1,
A4,
A5,
A6,
A7;
then
A8: ((f
. ((p
* t)
+ ((1
- p)
* s)))
- r)
< (((p
* (f
. t))
+ ((1
- p)
* (f
. s)))
- r) by
XREAL_1: 9;
((f
- r)
. t)
= ((f
. t)
- r) & ((f
- r)
. s)
= ((f
. s)
- r) by
A2,
A5,
VALUED_1: 3;
hence thesis by
A2,
A6,
A8,
VALUED_1: 3;
end;
hence thesis;
end;
(
dom f)
= (
dom (f
- r)) by
VALUED_1: 3;
hence thesis by
A2,
A3;
end;
theorem ::
RFUNCT_4:11
f
is_strictly_convex_on X iff (f
- r)
is_strictly_convex_on X
proof
A1: (
dom (f
- r))
= (
dom f) by
VALUED_1: 3;
A2: for x be
Element of
REAL st x
in (
dom (f
- r)) holds (((f
- r)
- (
- r))
. x)
= (f
. x)
proof
let x be
Element of
REAL ;
assume
A3: x
in (
dom (f
- r));
then (((f
- r)
- (
- r))
. x)
= (((f
- r)
. x)
- (
- r)) by
VALUED_1: 3
.= (((f
- r)
. x)
+ r)
.= (((f
. x)
- r)
+ r) by
A1,
A3,
VALUED_1: 3
.= ((f
. x)
- (r
- r));
hence thesis;
end;
(
dom ((f
- r)
- (
- r)))
= (
dom (f
- r)) by
VALUED_1: 3;
then ((f
- r)
- (
- r))
= f by
A1,
A2,
PARTFUN1: 5;
hence thesis by
Lm1;
end;
Lm2:
0
< r implies (f
is_strictly_convex_on X implies (r
(#) f)
is_strictly_convex_on X)
proof
assume
A1:
0
< r;
assume
A2: f
is_strictly_convex_on X;
then X
c= (
dom f);
then
A3: X
c= (
dom (r
(#) f)) by
VALUED_1:def 5;
for p be
Real st
0
< p & p
< 1 holds for t,s be
Real st t
in X & s
in X & ((p
* t)
+ ((1
- p)
* s))
in X & t
<> s holds ((r
(#) f)
. ((p
* t)
+ ((1
- p)
* s)))
< ((p
* ((r
(#) f)
. t))
+ ((1
- p)
* ((r
(#) f)
. s)))
proof
let p be
Real;
assume
A4:
0
< p & p
< 1;
for t,s be
Real st t
in X & s
in X & ((p
* t)
+ ((1
- p)
* s))
in X & t
<> s holds ((r
(#) f)
. ((p
* t)
+ ((1
- p)
* s)))
< ((p
* ((r
(#) f)
. t))
+ ((1
- p)
* ((r
(#) f)
. s)))
proof
let t,s be
Real;
assume that
A5: t
in X & s
in X and
A6: ((p
* t)
+ ((1
- p)
* s))
in X and
A7: t
<> s;
(f
. ((p
* t)
+ ((1
- p)
* s)))
< ((p
* (f
. t))
+ ((1
- p)
* (f
. s))) by
A2,
A4,
A5,
A6,
A7;
then
A8: (r
* (f
. ((p
* t)
+ ((1
- p)
* s))))
< (r
* ((p
* (f
. t))
+ ((1
- p)
* (f
. s)))) by
A1,
XREAL_1: 68;
(p
* ((r
(#) f)
. t))
= (p
* (r
* (f
. t))) & ((1
- p)
* ((r
(#) f)
. s))
= ((1
- p)
* (r
* (f
. s))) by
A3,
A5,
VALUED_1:def 5;
hence thesis by
A3,
A6,
A8,
VALUED_1:def 5;
end;
hence thesis;
end;
hence thesis by
A3;
end;
theorem ::
RFUNCT_4:12
Th12:
0
< r implies (f
is_strictly_convex_on X iff (r
(#) f)
is_strictly_convex_on X)
proof
A1: (
dom ((1
/ r)
(#) (r
(#) f)))
= (
dom (r
(#) f)) by
VALUED_1:def 5;
assume
A2:
0
< r;
A3: for x be
Element of
REAL st x
in (
dom (r
(#) f)) holds (((1
/ r)
(#) (r
(#) f))
. x)
= (f
. x)
proof
let x be
Element of
REAL ;
assume
A4: x
in (
dom (r
(#) f));
then (((1
/ r)
(#) (r
(#) f))
. x)
= ((1
/ r)
* ((r
(#) f)
. x)) by
A1,
VALUED_1:def 5
.= ((1
/ r)
* (r
* (f
. x))) by
A4,
VALUED_1:def 5
.= (((1
/ r)
* r)
* (f
. x))
.= (1
* (f
. x)) by
A2,
XCMPLX_1: 106;
hence thesis;
end;
(
dom (r
(#) f))
= (
dom f) by
VALUED_1:def 5;
then ((1
/ r)
(#) (r
(#) f))
= f by
A1,
A3,
PARTFUN1: 5;
hence thesis by
A2,
Lm2,
XREAL_1: 139;
end;
theorem ::
RFUNCT_4:13
Th13: f
is_strictly_convex_on X & g
is_strictly_convex_on X implies (f
+ g)
is_strictly_convex_on X
proof
assume
A1: f
is_strictly_convex_on X & g
is_strictly_convex_on X;
then X
c= (
dom f) & X
c= (
dom g);
then X
c= ((
dom f)
/\ (
dom g)) by
XBOOLE_1: 19;
then
A2: X
c= (
dom (f
+ g)) by
VALUED_1:def 1;
for p be
Real st
0
< p & p
< 1 holds for r,s be
Real st r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X & r
<> s holds ((f
+ g)
. ((p
* r)
+ ((1
- p)
* s)))
< ((p
* ((f
+ g)
. r))
+ ((1
- p)
* ((f
+ g)
. s)))
proof
let p be
Real;
assume
A3:
0
< p & p
< 1;
for r,s be
Real st r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X & r
<> s holds ((f
+ g)
. ((p
* r)
+ ((1
- p)
* s)))
< ((p
* ((f
+ g)
. r))
+ ((1
- p)
* ((f
+ g)
. s)))
proof
let r,s be
Real;
assume that
A4: r
in X and
A5: s
in X and
A6: ((p
* r)
+ ((1
- p)
* s))
in X and
A7: r
<> s;
A8: ((f
+ g)
. ((p
* r)
+ ((1
- p)
* s)))
= ((f
. ((p
* r)
+ ((1
- p)
* s)))
+ (g
. ((p
* r)
+ ((1
- p)
* s)))) & ((f
+ g)
. r)
= ((f
. r)
+ (g
. r)) by
A2,
A4,
A6,
VALUED_1:def 1;
A9: (((p
* (f
. r))
+ ((1
- p)
* (f
. s)))
+ ((p
* (g
. r))
+ ((1
- p)
* (g
. s))))
= ((p
* ((f
. r)
+ (g
. r)))
+ ((1
- p)
* ((f
. s)
+ (g
. s)))) & ((f
+ g)
. s)
= ((f
. s)
+ (g
. s)) by
A2,
A5,
VALUED_1:def 1;
(f
. ((p
* r)
+ ((1
- p)
* s)))
< ((p
* (f
. r))
+ ((1
- p)
* (f
. s))) & (g
. ((p
* r)
+ ((1
- p)
* s)))
< ((p
* (g
. r))
+ ((1
- p)
* (g
. s))) by
A1,
A3,
A4,
A5,
A6,
A7;
hence thesis by
A8,
A9,
XREAL_1: 8;
end;
hence thesis;
end;
hence thesis by
A2;
end;
theorem ::
RFUNCT_4:14
Th14: f
is_strictly_convex_on X & g
is_convex_on X implies (f
+ g)
is_strictly_convex_on X
proof
assume
A1: f
is_strictly_convex_on X & g
is_convex_on X;
then X
c= (
dom f) & X
c= (
dom g) by
RFUNCT_3:def 12;
then X
c= ((
dom f)
/\ (
dom g)) by
XBOOLE_1: 19;
then
A2: X
c= (
dom (f
+ g)) by
VALUED_1:def 1;
for p be
Real st
0
< p & p
< 1 holds for r,s be
Real st r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X & r
<> s holds ((f
+ g)
. ((p
* r)
+ ((1
- p)
* s)))
< ((p
* ((f
+ g)
. r))
+ ((1
- p)
* ((f
+ g)
. s)))
proof
let p be
Real;
assume
A3:
0
< p & p
< 1;
for r,s be
Real st r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X & r
<> s holds ((f
+ g)
. ((p
* r)
+ ((1
- p)
* s)))
< ((p
* ((f
+ g)
. r))
+ ((1
- p)
* ((f
+ g)
. s)))
proof
let r,s be
Real;
assume that
A4: r
in X and
A5: s
in X and
A6: ((p
* r)
+ ((1
- p)
* s))
in X and
A7: r
<> s;
A8: ((f
+ g)
. ((p
* r)
+ ((1
- p)
* s)))
= ((f
. ((p
* r)
+ ((1
- p)
* s)))
+ (g
. ((p
* r)
+ ((1
- p)
* s)))) & ((f
+ g)
. r)
= ((f
. r)
+ (g
. r)) by
A2,
A4,
A6,
VALUED_1:def 1;
A9: (((p
* (f
. r))
+ ((1
- p)
* (f
. s)))
+ ((p
* (g
. r))
+ ((1
- p)
* (g
. s))))
= ((p
* ((f
. r)
+ (g
. r)))
+ ((1
- p)
* ((f
. s)
+ (g
. s)))) & ((f
+ g)
. s)
= ((f
. s)
+ (g
. s)) by
A2,
A5,
VALUED_1:def 1;
(f
. ((p
* r)
+ ((1
- p)
* s)))
< ((p
* (f
. r))
+ ((1
- p)
* (f
. s))) & (g
. ((p
* r)
+ ((1
- p)
* s)))
<= ((p
* (g
. r))
+ ((1
- p)
* (g
. s))) by
A1,
A3,
A4,
A5,
A6,
A7,
RFUNCT_3:def 12;
hence thesis by
A8,
A9,
XREAL_1: 8;
end;
hence thesis;
end;
hence thesis by
A2;
end;
theorem ::
RFUNCT_4:15
f
is_strictly_convex_on X & g
is_strictly_convex_on X & (a
>
0 & b
>=
0 or a
>=
0 & b
>
0 ) implies ((a
(#) f)
+ (b
(#) g))
is_strictly_convex_on X
proof
assume that
A1: f
is_strictly_convex_on X and
A2: g
is_strictly_convex_on X and
A3: a
>
0 & b
>=
0 or a
>=
0 & b
>
0 ;
now
per cases by
A3;
suppose a
>
0 & b
>
0 ;
then (a
(#) f)
is_strictly_convex_on X & (b
(#) g)
is_strictly_convex_on X by
A1,
A2,
Th12;
hence thesis by
Th13;
end;
suppose
A4: a
>
0 & b
=
0 ;
A5: X
c= (
dom g) by
A2;
(a
(#) f)
is_strictly_convex_on X by
A1,
A4,
Th12;
hence thesis by
A4,
A5,
Th14,
RFUNCT_3: 57;
end;
suppose
A6: a
=
0 & b
>
0 ;
A7: X
c= (
dom f) by
A1;
(b
(#) g)
is_strictly_convex_on X by
A2,
A6,
Th12;
hence thesis by
A6,
A7,
Th14,
RFUNCT_3: 57;
end;
end;
hence thesis;
end;
theorem ::
RFUNCT_4:16
Th16: f
is_convex_on X iff X
c= (
dom f) & for a, b, r st a
in X & b
in X & r
in X & a
< r & r
< b holds (((f
. r)
- (f
. a))
/ (r
- a))
<= (((f
. b)
- (f
. a))
/ (b
- a)) & (((f
. b)
- (f
. a))
/ (b
- a))
<= (((f
. b)
- (f
. r))
/ (b
- r))
proof
A1: X
c= (
dom f) & (for a, b, r st a
in X & b
in X & r
in X & a
< r & r
< b holds (((f
. r)
- (f
. a))
/ (r
- a))
<= (((f
. b)
- (f
. a))
/ (b
- a)) & (((f
. b)
- (f
. a))
/ (b
- a))
<= (((f
. b)
- (f
. r))
/ (b
- r))) implies f
is_convex_on X
proof
assume that
A2: X
c= (
dom f) and
A3: for a, b, r st a
in X & b
in X & r
in X & a
< r & r
< b holds (((f
. r)
- (f
. a))
/ (r
- a))
<= (((f
. b)
- (f
. a))
/ (b
- a)) & (((f
. b)
- (f
. a))
/ (b
- a))
<= (((f
. b)
- (f
. r))
/ (b
- r));
for p be
Real st
0
<= p & p
<= 1 holds for r,s be
Real st r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X holds (f
. ((p
* r)
+ ((1
- p)
* s)))
<= ((p
* (f
. r))
+ ((1
- p)
* (f
. s)))
proof
let p be
Real;
assume
A4:
0
<= p & p
<= 1;
for s,t be
Real st s
in X & t
in X & ((p
* s)
+ ((1
- p)
* t))
in X holds (f
. ((p
* s)
+ ((1
- p)
* t)))
<= ((p
* (f
. s))
+ ((1
- p)
* (f
. t)))
proof
let s,t be
Real;
assume
A5: s
in X & t
in X & ((p
* s)
+ ((1
- p)
* t))
in X;
now
per cases by
A4,
XXREAL_0: 1;
suppose p
=
0 ;
hence thesis;
end;
suppose p
= 1;
hence thesis;
end;
suppose
A6:
0
< p & p
< 1;
then
A7: (1
- p)
>
0 by
XREAL_1: 50;
now
per cases by
XXREAL_0: 1;
suppose s
= t;
hence thesis;
end;
suppose s
< t;
then
A8: (t
- s)
>
0 by
XREAL_1: 50;
(((p
* s)
+ ((1
- p)
* t))
- s)
= ((1
- p)
* (t
- s));
then
A9: (((p
* s)
+ ((1
- p)
* t))
- s)
>
0 by
A7,
A8,
XREAL_1: 129;
then
A10: ((p
* s)
+ ((1
- p)
* t))
> s by
XREAL_1: 47;
A11: ((((f
. ((p
* s)
+ ((1
- p)
* t)))
- (f
. s))
* (t
- s))
* p)
= ((p
* ((t
- s)
* (f
. ((p
* s)
+ ((1
- p)
* t)))))
- (p
* ((t
- s)
* (f
. s)))) & ((((f
. t)
- (f
. ((p
* s)
+ ((1
- p)
* t))))
* (t
- s))
* (1
- p))
= (((1
- p)
* ((t
- s)
* (f
. t)))
- ((1
- p)
* ((t
- s)
* (f
. ((p
* s)
+ ((1
- p)
* t))))));
(t
- ((p
* s)
+ ((1
- p)
* t)))
= (p
* (t
- s));
then
A12: (t
- ((p
* s)
+ ((1
- p)
* t)))
>
0 by
A6,
A8,
XREAL_1: 129;
then ((p
* s)
+ ((1
- p)
* t))
< t by
XREAL_1: 47;
then (((f
. ((p
* s)
+ ((1
- p)
* t)))
- (f
. s))
/ (((p
* s)
+ ((1
- p)
* t))
- s))
<= (((f
. t)
- (f
. s))
/ (t
- s)) & (((f
. t)
- (f
. s))
/ (t
- s))
<= (((f
. t)
- (f
. ((p
* s)
+ ((1
- p)
* t))))
/ (t
- ((p
* s)
+ ((1
- p)
* t)))) by
A3,
A5,
A10;
then (((f
. ((p
* s)
+ ((1
- p)
* t)))
- (f
. s))
/ (((p
* s)
+ ((1
- p)
* t))
- s))
<= (((f
. t)
- (f
. ((p
* s)
+ ((1
- p)
* t))))
/ (t
- ((p
* s)
+ ((1
- p)
* t)))) by
XXREAL_0: 2;
then (((f
. ((p
* s)
+ ((1
- p)
* t)))
- (f
. s))
* (t
- ((p
* s)
+ ((1
- p)
* t))))
<= (((f
. t)
- (f
. ((p
* s)
+ ((1
- p)
* t))))
* (((p
* s)
+ ((1
- p)
* t))
- s)) by
A12,
A9,
XREAL_1: 106;
then ((p
* ((t
- s)
* (f
. ((p
* s)
+ ((1
- p)
* t)))))
+ ((1
- p)
* ((t
- s)
* (f
. ((p
* s)
+ ((1
- p)
* t))))))
<= (((1
- p)
* ((t
- s)
* (f
. t)))
+ (p
* ((t
- s)
* (f
. s)))) by
A11,
XREAL_1: 21;
then (f
. ((p
* s)
+ ((1
- p)
* t)))
<= (((((1
- p)
* (f
. t))
* (t
- s))
+ ((p
* (f
. s))
* (t
- s)))
/ (t
- s)) by
A8,
XREAL_1: 77;
then (f
. ((p
* s)
+ ((1
- p)
* t)))
<= (((((1
- p)
* (f
. t))
* (t
- s))
/ (t
- s))
+ (((p
* (f
. s))
* (t
- s))
/ (t
- s))) by
XCMPLX_1: 62;
then (f
. ((p
* s)
+ ((1
- p)
* t)))
<= (((1
- p)
* (f
. t))
+ (((p
* (f
. s))
* (t
- s))
/ (t
- s))) by
A8,
XCMPLX_1: 89;
hence thesis by
A8,
XCMPLX_1: 89;
end;
suppose s
> t;
then
A13: (s
- t)
>
0 by
XREAL_1: 50;
(((p
* s)
+ ((1
- p)
* t))
- t)
= (p
* (s
- t));
then
A14: (((p
* s)
+ ((1
- p)
* t))
- t)
>
0 by
A6,
A13,
XREAL_1: 129;
then
A15: ((p
* s)
+ ((1
- p)
* t))
> t by
XREAL_1: 47;
A16: ((((f
. ((p
* s)
+ ((1
- p)
* t)))
- (f
. t))
* (s
- t))
* (1
- p))
= (((1
- p)
* ((s
- t)
* (f
. ((p
* s)
+ ((1
- p)
* t)))))
- ((1
- p)
* ((s
- t)
* (f
. t)))) & ((((f
. s)
- (f
. ((p
* s)
+ ((1
- p)
* t))))
* (s
- t))
* p)
= ((p
* ((s
- t)
* (f
. s)))
- (p
* ((s
- t)
* (f
. ((p
* s)
+ ((1
- p)
* t))))));
(s
- ((p
* s)
+ ((1
- p)
* t)))
= ((1
- p)
* (s
- t));
then
A17: (s
- ((p
* s)
+ ((1
- p)
* t)))
>
0 by
A7,
A13,
XREAL_1: 129;
then ((p
* s)
+ ((1
- p)
* t))
< s by
XREAL_1: 47;
then (((f
. ((p
* s)
+ ((1
- p)
* t)))
- (f
. t))
/ (((p
* s)
+ ((1
- p)
* t))
- t))
<= (((f
. s)
- (f
. t))
/ (s
- t)) & (((f
. s)
- (f
. t))
/ (s
- t))
<= (((f
. s)
- (f
. ((p
* s)
+ ((1
- p)
* t))))
/ (s
- ((p
* s)
+ ((1
- p)
* t)))) by
A3,
A5,
A15;
then (((f
. ((p
* s)
+ ((1
- p)
* t)))
- (f
. t))
/ (((p
* s)
+ ((1
- p)
* t))
- t))
<= (((f
. s)
- (f
. ((p
* s)
+ ((1
- p)
* t))))
/ (s
- ((p
* s)
+ ((1
- p)
* t)))) by
XXREAL_0: 2;
then (((f
. ((p
* s)
+ ((1
- p)
* t)))
- (f
. t))
* (s
- ((p
* s)
+ ((1
- p)
* t))))
<= (((f
. s)
- (f
. ((p
* s)
+ ((1
- p)
* t))))
* (((p
* s)
+ ((1
- p)
* t))
- t)) by
A17,
A14,
XREAL_1: 106;
then (((1
- p)
* ((s
- t)
* (f
. ((p
* s)
+ ((1
- p)
* t)))))
+ (p
* ((s
- t)
* (f
. ((p
* s)
+ ((1
- p)
* t))))))
<= ((p
* ((s
- t)
* (f
. s)))
+ ((1
- p)
* ((s
- t)
* (f
. t)))) by
A16,
XREAL_1: 21;
then (f
. ((p
* s)
+ ((1
- p)
* t)))
<= ((((p
* (f
. s))
* (s
- t))
+ (((1
- p)
* (f
. t))
* (s
- t)))
/ (s
- t)) by
A13,
XREAL_1: 77;
then (f
. ((p
* s)
+ ((1
- p)
* t)))
<= ((((p
* (f
. s))
* (s
- t))
/ (s
- t))
+ ((((1
- p)
* (f
. t))
* (s
- t))
/ (s
- t))) by
XCMPLX_1: 62;
then (f
. ((p
* s)
+ ((1
- p)
* t)))
<= ((p
* (f
. s))
+ ((((1
- p)
* (f
. t))
* (s
- t))
/ (s
- t))) by
A13,
XCMPLX_1: 89;
hence thesis by
A13,
XCMPLX_1: 89;
end;
end;
hence thesis;
end;
end;
hence thesis;
end;
hence thesis;
end;
hence thesis by
A2,
RFUNCT_3:def 12;
end;
f
is_convex_on X implies X
c= (
dom f) & for a, b, r st a
in X & b
in X & r
in X & a
< r & r
< b holds (((f
. r)
- (f
. a))
/ (r
- a))
<= (((f
. b)
- (f
. a))
/ (b
- a)) & (((f
. b)
- (f
. a))
/ (b
- a))
<= (((f
. b)
- (f
. r))
/ (b
- r))
proof
assume
A18: f
is_convex_on X;
for a, b, r st a
in X & b
in X & r
in X & a
< r & r
< b holds (((f
. r)
- (f
. a))
/ (r
- a))
<= (((f
. b)
- (f
. a))
/ (b
- a)) & (((f
. b)
- (f
. a))
/ (b
- a))
<= (((f
. b)
- (f
. r))
/ (b
- r))
proof
let a, b, r;
assume that
A19: a
in X & b
in X & r
in X and
A20: a
< r and
A21: r
< b;
reconsider aa = a, bb = b as
Real;
A22: (b
- r)
< (b
- a) &
0
< (b
- r) by
A20,
A21,
XREAL_1: 10,
XREAL_1: 50;
reconsider p = ((b
- r)
/ (b
- a)) as
Real;
A23:
0
< (r
- a) by
A20,
XREAL_1: 50;
A24: (p
+ ((r
- a)
/ (b
- a)))
= (((b
- r)
+ (r
- a))
/ (b
- a)) by
XCMPLX_1: 62
.= 1 by
A22,
XCMPLX_1: 60;
then ((p
* a)
+ ((1
- p)
* b))
= (((a
* (b
- r))
/ (b
- a))
+ (b
* ((r
- a)
/ (b
- a)))) by
XCMPLX_1: 74
.= (((a
* (b
- r))
/ (b
- a))
+ ((b
* (r
- a))
/ (b
- a))) by
XCMPLX_1: 74
.= ((((b
* a)
- (r
* a))
+ ((r
- a)
* b))
/ (b
- a)) by
XCMPLX_1: 62
.= ((r
* (b
- a))
/ (b
- a));
then
A25: ((p
* a)
+ ((1
- p)
* b))
= r by
A22,
XCMPLX_1: 89;
A26: ((b
- a)
* ((((b
- r)
/ (b
- a))
* (f
. a))
+ (((r
- a)
/ (b
- a))
* (f
. b))))
= ((((b
- a)
* ((b
- r)
/ (b
- a)))
* (f
. a))
+ ((b
- a)
* (((r
- a)
/ (b
- a))
* (f
. b))))
.= (((b
- r)
* (f
. a))
+ (((b
- a)
* ((r
- a)
/ (b
- a)))
* (f
. b))) by
A22,
XCMPLX_1: 87
.= (((b
- r)
* (f
. a))
+ ((r
- a)
* (f
. b))) by
A22,
XCMPLX_1: 87;
((bb
- r)
/ (bb
- aa))
< 1 by
A22,
XREAL_1: 189;
then
A27: (f
. ((p
* a)
+ ((1
- p)
* b)))
<= ((p
* (f
. a))
+ ((1
- p)
* (f
. b))) by
A18,
A19,
A22,
A25,
RFUNCT_3:def 12;
then ((b
- a)
* (f
. r))
<= (((b
- a)
* (f
. a))
+ (((r
- a)
* (f
. b))
- ((r
- a)
* (f
. a)))) by
A22,
A24,
A25,
A26,
XREAL_1: 64;
then (((b
- a)
* (f
. r))
- ((b
- a)
* (f
. a)))
<= (((r
- a)
* (f
. b))
- ((r
- a)
* (f
. a))) by
XREAL_1: 20;
then ((b
- a)
* ((f
. r)
- (f
. a)))
<= ((r
- a)
* ((f
. b)
- (f
. a)));
hence (((f
. r)
- (f
. a))
/ (r
- a))
<= (((f
. b)
- (f
. a))
/ (b
- a)) by
A22,
A23,
XREAL_1: 102;
((b
- a)
* (f
. r))
<= (((b
- a)
* (f
. b))
- (((b
- r)
* (f
. b))
- ((b
- r)
* (f
. a)))) by
A22,
A24,
A25,
A27,
A26,
XREAL_1: 64;
then ((((b
- r)
* (f
. b))
- ((b
- r)
* (f
. a)))
+ ((b
- a)
* (f
. r)))
<= ((b
- a)
* (f
. b)) by
XREAL_1: 19;
then (((b
- r)
* (f
. b))
- ((b
- r)
* (f
. a)))
<= (((b
- a)
* (f
. b))
- ((b
- a)
* (f
. r))) by
XREAL_1: 19;
then ((b
- r)
* ((f
. b)
- (f
. a)))
<= ((b
- a)
* ((f
. b)
- (f
. r)));
hence thesis by
A22,
XREAL_1: 102;
end;
hence thesis by
A18,
RFUNCT_3:def 12;
end;
hence thesis by
A1;
end;
theorem ::
RFUNCT_4:17
f
is_strictly_convex_on X iff X
c= (
dom f) & for a, b, r st a
in X & b
in X & r
in X & a
< r & r
< b holds (((f
. r)
- (f
. a))
/ (r
- a))
< (((f
. b)
- (f
. a))
/ (b
- a)) & (((f
. b)
- (f
. a))
/ (b
- a))
< (((f
. b)
- (f
. r))
/ (b
- r))
proof
A1: X
c= (
dom f) & (for a, b, r st a
in X & b
in X & r
in X & a
< r & r
< b holds (((f
. r)
- (f
. a))
/ (r
- a))
< (((f
. b)
- (f
. a))
/ (b
- a)) & (((f
. b)
- (f
. a))
/ (b
- a))
< (((f
. b)
- (f
. r))
/ (b
- r))) implies f
is_strictly_convex_on X
proof
assume that
A2: X
c= (
dom f) and
A3: for a, b, r st a
in X & b
in X & r
in X & a
< r & r
< b holds (((f
. r)
- (f
. a))
/ (r
- a))
< (((f
. b)
- (f
. a))
/ (b
- a)) & (((f
. b)
- (f
. a))
/ (b
- a))
< (((f
. b)
- (f
. r))
/ (b
- r));
for p be
Real st
0
< p & p
< 1 holds for r,s be
Real st r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X & r
<> s holds (f
. ((p
* r)
+ ((1
- p)
* s)))
< ((p
* (f
. r))
+ ((1
- p)
* (f
. s)))
proof
let p be
Real;
assume that
A4:
0
< p and
A5: p
< 1;
A6: (1
- p)
>
0 by
A5,
XREAL_1: 50;
for s,t be
Real st s
in X & t
in X & ((p
* s)
+ ((1
- p)
* t))
in X & s
<> t holds (f
. ((p
* s)
+ ((1
- p)
* t)))
< ((p
* (f
. s))
+ ((1
- p)
* (f
. t)))
proof
let s,t be
Real;
assume that
A7: s
in X & t
in X & ((p
* s)
+ ((1
- p)
* t))
in X and
A8: s
<> t;
now
per cases by
A8,
XXREAL_0: 1;
suppose s
< t;
then
A9: (t
- s)
>
0 by
XREAL_1: 50;
(((p
* s)
+ ((1
- p)
* t))
- s)
= ((1
- p)
* (t
- s));
then
A10: (((p
* s)
+ ((1
- p)
* t))
- s)
>
0 by
A6,
A9,
XREAL_1: 129;
then
A11: ((p
* s)
+ ((1
- p)
* t))
> s by
XREAL_1: 47;
A12: ((((f
. ((p
* s)
+ ((1
- p)
* t)))
- (f
. s))
* (t
- s))
* p)
= ((p
* ((t
- s)
* (f
. ((p
* s)
+ ((1
- p)
* t)))))
- (p
* ((t
- s)
* (f
. s)))) & ((((f
. t)
- (f
. ((p
* s)
+ ((1
- p)
* t))))
* (t
- s))
* (1
- p))
= (((1
- p)
* ((t
- s)
* (f
. t)))
- ((1
- p)
* ((t
- s)
* (f
. ((p
* s)
+ ((1
- p)
* t))))));
(t
- ((p
* s)
+ ((1
- p)
* t)))
= (p
* (t
- s));
then
A13: (t
- ((p
* s)
+ ((1
- p)
* t)))
>
0 by
A4,
A9,
XREAL_1: 129;
then ((p
* s)
+ ((1
- p)
* t))
< t by
XREAL_1: 47;
then (((f
. ((p
* s)
+ ((1
- p)
* t)))
- (f
. s))
/ (((p
* s)
+ ((1
- p)
* t))
- s))
< (((f
. t)
- (f
. s))
/ (t
- s)) & (((f
. t)
- (f
. s))
/ (t
- s))
< (((f
. t)
- (f
. ((p
* s)
+ ((1
- p)
* t))))
/ (t
- ((p
* s)
+ ((1
- p)
* t)))) by
A3,
A7,
A11;
then (((f
. ((p
* s)
+ ((1
- p)
* t)))
- (f
. s))
/ (((p
* s)
+ ((1
- p)
* t))
- s))
< (((f
. t)
- (f
. ((p
* s)
+ ((1
- p)
* t))))
/ (t
- ((p
* s)
+ ((1
- p)
* t)))) by
XXREAL_0: 2;
then (((f
. ((p
* s)
+ ((1
- p)
* t)))
- (f
. s))
* (t
- ((p
* s)
+ ((1
- p)
* t))))
< (((f
. t)
- (f
. ((p
* s)
+ ((1
- p)
* t))))
* (((p
* s)
+ ((1
- p)
* t))
- s)) by
A13,
A10,
XREAL_1: 102;
then ((p
* ((t
- s)
* (f
. ((p
* s)
+ ((1
- p)
* t)))))
+ ((1
- p)
* ((t
- s)
* (f
. ((p
* s)
+ ((1
- p)
* t))))))
< (((1
- p)
* ((t
- s)
* (f
. t)))
+ (p
* ((t
- s)
* (f
. s)))) by
A12,
XREAL_1: 21;
then (f
. ((p
* s)
+ ((1
- p)
* t)))
< (((((1
- p)
* (f
. t))
* (t
- s))
+ ((p
* (f
. s))
* (t
- s)))
/ (t
- s)) by
A9,
XREAL_1: 81;
then (f
. ((p
* s)
+ ((1
- p)
* t)))
< (((((1
- p)
* (f
. t))
* (t
- s))
/ (t
- s))
+ (((p
* (f
. s))
* (t
- s))
/ (t
- s))) by
XCMPLX_1: 62;
then (f
. ((p
* s)
+ ((1
- p)
* t)))
< (((1
- p)
* (f
. t))
+ (((p
* (f
. s))
* (t
- s))
/ (t
- s))) by
A9,
XCMPLX_1: 89;
hence thesis by
A9,
XCMPLX_1: 89;
end;
suppose s
> t;
then
A14: (s
- t)
>
0 by
XREAL_1: 50;
(((p
* s)
+ ((1
- p)
* t))
- t)
= (p
* (s
- t));
then
A15: (((p
* s)
+ ((1
- p)
* t))
- t)
>
0 by
A4,
A14,
XREAL_1: 129;
then
A16: ((p
* s)
+ ((1
- p)
* t))
> t by
XREAL_1: 47;
A17: ((((f
. ((p
* s)
+ ((1
- p)
* t)))
- (f
. t))
* (s
- t))
* (1
- p))
= (((1
- p)
* ((s
- t)
* (f
. ((p
* s)
+ ((1
- p)
* t)))))
- ((1
- p)
* ((s
- t)
* (f
. t)))) & ((((f
. s)
- (f
. ((p
* s)
+ ((1
- p)
* t))))
* (s
- t))
* p)
= ((p
* ((s
- t)
* (f
. s)))
- (p
* ((s
- t)
* (f
. ((p
* s)
+ ((1
- p)
* t))))));
(s
- ((p
* s)
+ ((1
- p)
* t)))
= ((1
- p)
* (s
- t));
then
A18: (s
- ((p
* s)
+ ((1
- p)
* t)))
>
0 by
A6,
A14,
XREAL_1: 129;
then ((p
* s)
+ ((1
- p)
* t))
< s by
XREAL_1: 47;
then (((f
. ((p
* s)
+ ((1
- p)
* t)))
- (f
. t))
/ (((p
* s)
+ ((1
- p)
* t))
- t))
< (((f
. s)
- (f
. t))
/ (s
- t)) & (((f
. s)
- (f
. t))
/ (s
- t))
< (((f
. s)
- (f
. ((p
* s)
+ ((1
- p)
* t))))
/ (s
- ((p
* s)
+ ((1
- p)
* t)))) by
A3,
A7,
A16;
then (((f
. ((p
* s)
+ ((1
- p)
* t)))
- (f
. t))
/ (((p
* s)
+ ((1
- p)
* t))
- t))
< (((f
. s)
- (f
. ((p
* s)
+ ((1
- p)
* t))))
/ (s
- ((p
* s)
+ ((1
- p)
* t)))) by
XXREAL_0: 2;
then (((f
. ((p
* s)
+ ((1
- p)
* t)))
- (f
. t))
* (s
- ((p
* s)
+ ((1
- p)
* t))))
< (((f
. s)
- (f
. ((p
* s)
+ ((1
- p)
* t))))
* (((p
* s)
+ ((1
- p)
* t))
- t)) by
A18,
A15,
XREAL_1: 102;
then (((1
- p)
* ((s
- t)
* (f
. ((p
* s)
+ ((1
- p)
* t)))))
+ (p
* ((s
- t)
* (f
. ((p
* s)
+ ((1
- p)
* t))))))
< ((p
* ((s
- t)
* (f
. s)))
+ ((1
- p)
* ((s
- t)
* (f
. t)))) by
A17,
XREAL_1: 21;
then (f
. ((p
* s)
+ ((1
- p)
* t)))
< ((((p
* (f
. s))
* (s
- t))
+ (((1
- p)
* (f
. t))
* (s
- t)))
/ (s
- t)) by
A14,
XREAL_1: 81;
then (f
. ((p
* s)
+ ((1
- p)
* t)))
< ((((p
* (f
. s))
* (s
- t))
/ (s
- t))
+ ((((1
- p)
* (f
. t))
* (s
- t))
/ (s
- t))) by
XCMPLX_1: 62;
then (f
. ((p
* s)
+ ((1
- p)
* t)))
< ((p
* (f
. s))
+ ((((1
- p)
* (f
. t))
* (s
- t))
/ (s
- t))) by
A14,
XCMPLX_1: 89;
hence thesis by
A14,
XCMPLX_1: 89;
end;
end;
hence thesis;
end;
hence thesis;
end;
hence thesis by
A2;
end;
f
is_strictly_convex_on X implies X
c= (
dom f) & for a, b, r st a
in X & b
in X & r
in X & a
< r & r
< b holds (((f
. r)
- (f
. a))
/ (r
- a))
< (((f
. b)
- (f
. a))
/ (b
- a)) & (((f
. b)
- (f
. a))
/ (b
- a))
< (((f
. b)
- (f
. r))
/ (b
- r))
proof
assume
A19: f
is_strictly_convex_on X;
for a, b, r st a
in X & b
in X & r
in X & a
< r & r
< b holds (((f
. r)
- (f
. a))
/ (r
- a))
< (((f
. b)
- (f
. a))
/ (b
- a)) & (((f
. b)
- (f
. a))
/ (b
- a))
< (((f
. b)
- (f
. r))
/ (b
- r))
proof
let a, b, r;
assume that
A20: a
in X & b
in X & r
in X and
A21: a
< r and
A22: r
< b;
reconsider p = ((b
- r)
/ (b
- a)) as
Real;
reconsider aa = a, bb = b as
Real;
A23: (b
- r)
< (b
- a) &
0
< (b
- r) by
A21,
A22,
XREAL_1: 10,
XREAL_1: 50;
A24: (p
+ ((r
- a)
/ (b
- a)))
= (((b
- r)
+ (r
- a))
/ (b
- a)) by
XCMPLX_1: 62
.= 1 by
A23,
XCMPLX_1: 60;
then ((p
* a)
+ ((1
- p)
* b))
= (((a
* (b
- r))
/ (b
- a))
+ (b
* ((r
- a)
/ (b
- a)))) by
XCMPLX_1: 74
.= (((a
* (b
- r))
/ (b
- a))
+ ((b
* (r
- a))
/ (b
- a))) by
XCMPLX_1: 74
.= ((((b
* a)
- (r
* a))
+ ((r
- a)
* b))
/ (b
- a)) by
XCMPLX_1: 62
.= ((r
* (b
- a))
/ (b
- a));
then
A25: ((p
* a)
+ ((1
- p)
* b))
= r by
A23,
XCMPLX_1: 89;
0
< ((b
- r)
/ (b
- a)) & ((bb
- r)
/ (bb
- aa))
< 1 by
A23,
XREAL_1: 139,
XREAL_1: 189;
then
A26: (f
. r)
< ((p
* (f
. a))
+ ((1
- p)
* (f
. b))) by
A19,
A20,
A21,
A22,
A25;
A27:
0
< (r
- a) by
A21,
XREAL_1: 50;
A28: (((p
* (f
. a))
+ ((1
- p)
* (f
. b)))
* (b
- a))
= ((((b
- a)
* p)
* (f
. a))
+ ((b
- a)
* ((1
- p)
* (f
. b))))
.= (((((b
- a)
* (b
- r))
/ (b
- a))
* (f
. a))
+ (((b
- a)
* ((r
- a)
/ (b
- a)))
* (f
. b))) by
A24,
XCMPLX_1: 74
.= (((((b
- r)
* (b
- a))
/ (b
- a))
* (f
. a))
+ ((((b
- a)
* (r
- a))
/ (b
- a))
* (f
. b))) by
XCMPLX_1: 74
.= ((((b
- r)
* ((b
- a)
/ (b
- a)))
* (f
. a))
+ ((((b
- a)
* (r
- a))
/ (b
- a))
* (f
. b))) by
XCMPLX_1: 74
.= ((((b
- r)
* 1)
* (f
. a))
+ ((((r
- a)
* (b
- a))
/ (b
- a))
* (f
. b))) by
A23,
XCMPLX_1: 60
.= (((b
- r)
* (f
. a))
+ (((r
- a)
* ((b
- a)
/ (b
- a)))
* (f
. b))) by
XCMPLX_1: 74
.= (((b
- r)
* (f
. a))
+ (((r
- a)
* 1)
* (f
. b))) by
A23,
XCMPLX_1: 60;
then ((f
. r)
* (b
- a))
< (((b
- a)
* (f
. a))
+ (((r
- a)
* (f
. b))
- ((r
- a)
* (f
. a)))) by
A23,
A26,
XREAL_1: 68;
then (((f
. r)
* (b
- a))
- ((b
- a)
* (f
. a)))
< (((r
- a)
* (f
. b))
- ((r
- a)
* (f
. a))) by
XREAL_1: 19;
then ((b
- a)
* ((f
. r)
- (f
. a)))
< ((r
- a)
* ((f
. b)
- (f
. a)));
hence (((f
. r)
- (f
. a))
/ (r
- a))
< (((f
. b)
- (f
. a))
/ (b
- a)) by
A23,
A27,
XREAL_1: 106;
((f
. r)
* (b
- a))
< ((((r
- b)
* (f
. b))
+ ((b
- r)
* (f
. a)))
+ ((b
- a)
* (f
. b))) by
A23,
A26,
A28,
XREAL_1: 68;
then (((f
. r)
* (b
- a))
- (((r
- b)
* (f
. b))
+ ((b
- r)
* (f
. a))))
< ((b
- a)
* (f
. b)) by
XREAL_1: 19;
then (((f
. r)
* (b
- a))
+ (
- (((r
- b)
* (f
. b))
+ ((b
- r)
* (f
. a)))))
< ((b
- a)
* (f
. b));
then ((
- ((r
- b)
* (f
. b)))
- ((b
- r)
* (f
. a)))
< (((b
- a)
* (f
. b))
- ((b
- a)
* (f
. r))) by
XREAL_1: 20;
then ((b
- r)
* ((f
. b)
- (f
. a)))
< ((b
- a)
* ((f
. b)
- (f
. r)));
hence thesis by
A23,
XREAL_1: 106;
end;
hence thesis by
A19;
end;
hence thesis by
A1;
end;
theorem ::
RFUNCT_4:18
for f be
PartFunc of
REAL ,
REAL st f is
total holds (for n be
Element of
NAT , P,E,F be
Element of (n
-tuples_on
REAL ) st (
Sum P)
= 1 & (for i be
Element of
NAT st i
in (
dom P) holds (P
. i)
>=
0 & (F
. i)
= (f
. (E
. i))) holds (f
. (
Sum (
mlt (P,E))))
<= (
Sum (
mlt (P,F)))) implies f
is_convex_on
REAL
proof
let f be
PartFunc of
REAL ,
REAL ;
assume f is
total;
then
A1:
REAL
c= (
dom f) by
PARTFUN1:def 2;
(for n be
Element of
NAT , P,E,F be
Element of (n
-tuples_on
REAL ) st (
Sum P)
= 1 & (for i be
Element of
NAT st i
in (
dom P) holds (P
. i)
>=
0 & (F
. i)
= (f
. (E
. i))) holds (f
. (
Sum (
mlt (P,E))))
<= (
Sum (
mlt (P,F)))) implies f
is_convex_on
REAL
proof
assume
A2: for n be
Element of
NAT , P,E,F be
Element of (n
-tuples_on
REAL ) st (
Sum P)
= 1 & (for i be
Element of
NAT st i
in (
dom P) holds (P
. i)
>=
0 & (F
. i)
= (f
. (E
. i))) holds (f
. (
Sum (
mlt (P,E))))
<= (
Sum (
mlt (P,F)));
for p be
Real st
0
<= p & p
<= 1 holds for r,s be
Real st r
in
REAL & s
in
REAL & ((p
* r)
+ ((1
- p)
* s))
in
REAL holds (f
. ((p
* r)
+ ((1
- p)
* s)))
<= ((p
* (f
. r))
+ ((1
- p)
* (f
. s)))
proof
let p be
Real such that
A3:
0
<= p and
A4: p
<= 1;
let r,s be
Real such that r
in
REAL and s
in
REAL and ((p
* r)
+ ((1
- p)
* s))
in
REAL ;
reconsider rr = r, ss = s, pp = p, mp = (1
- p) as
Element of
REAL by
XREAL_0:def 1;
(f
. rr)
in
REAL & (f
. ss)
in
REAL by
XREAL_0:def 1;
then
reconsider P =
<*pp, mp*>, E =
<*rr, ss*>, F =
<*(f
. rr), (f
. ss)*> as
Element of (2
-tuples_on
REAL ) by
FINSEQ_2: 101;
A5: for i be
Element of
NAT st i
in (
dom P) holds (P
. i)
>=
0 & (F
. i)
= (f
. (E
. i))
proof
A6: (
dom P)
= (
Seg (
len P)) by
FINSEQ_1:def 3
.= (
Seg 2) by
CARD_1:def 7;
let i be
Element of
NAT such that
A7: i
in (
dom P);
now
per cases by
A7,
A6,
FINSEQ_1: 2,
TARSKI:def 2;
suppose
A8: i
= 1;
then (E
. i)
= r by
FINSEQ_1: 44;
hence thesis by
A3,
A8,
FINSEQ_1: 44;
end;
suppose
A9: i
= 2;
then (E
. i)
= s & (P
. i)
= (1
- p) by
FINSEQ_1: 44;
hence thesis by
A4,
A9,
FINSEQ_1: 44,
XREAL_1: 48;
end;
end;
hence thesis;
end;
(
Sum P)
= (p
+ (1
- p)) by
RVSUM_1: 77
.= 1;
then
A10: (f
. (
Sum (
mlt (P,E))))
<= (
Sum (
mlt (P,F))) by
A2,
A5;
A11: (P
. 1)
= p & (P
. 2)
= (1
- p) by
FINSEQ_1: 44;
(
len P)
= 2 by
FINSEQ_1: 44
.= (
len E) by
FINSEQ_1: 44;
then (
len (
multreal
.: (P,E)))
= (
len P) by
FINSEQ_2: 72;
then
A12: (
len (
mlt (P,E)))
= 2 by
FINSEQ_1: 44;
A13: ((
mlt (P,E))
. 1)
= ((P
. 1)
* (E
. 1)) & ((
mlt (P,E))
. 2)
= ((P
. 2)
* (E
. 2)) by
RVSUM_1: 60;
(E
. 1)
= r & (E
. 2)
= s by
FINSEQ_1: 44;
then (
mlt (P,E))
=
<*(p
* r), ((1
- p)
* s)*> by
A11,
A12,
A13,
FINSEQ_1: 44;
then
A14: (
Sum (
mlt (P,E)))
= ((p
* r)
+ ((1
- p)
* s)) by
RVSUM_1: 77;
A15: ((
mlt (P,F))
. 1)
= ((P
. 1)
* (F
. 1)) & ((
mlt (P,F))
. 2)
= ((P
. 2)
* (F
. 2)) by
RVSUM_1: 60;
(
len P)
= 2 by
FINSEQ_1: 44
.= (
len F) by
FINSEQ_1: 44;
then (
len (
multreal
.: (P,F)))
= (
len P) by
FINSEQ_2: 72;
then
A16: (
len (
mlt (P,F)))
= 2 by
FINSEQ_1: 44;
(F
. 1)
= (f
. r) & (F
. 2)
= (f
. s) by
FINSEQ_1: 44;
then (
mlt (P,F))
=
<*(p
* (f
. r)), ((1
- p)
* (f
. s))*> by
A11,
A16,
A15,
FINSEQ_1: 44;
hence thesis by
A10,
A14,
RVSUM_1: 77;
end;
hence thesis by
A1,
RFUNCT_3:def 12;
end;
hence thesis;
end;
theorem ::
RFUNCT_4:19
for f be
PartFunc of
REAL ,
REAL st f
is_convex_on
REAL holds (for n be
Element of
NAT , P,E,F be
Element of (n
-tuples_on
REAL ) st (
Sum P)
= 1 & (for i be
Element of
NAT st i
in (
dom P) holds (P
. i)
>=
0 & (F
. i)
= (f
. (E
. i))) holds (f
. (
Sum (
mlt (P,E))))
<= (
Sum (
mlt (P,F))))
proof
let f be
PartFunc of
REAL ,
REAL ;
assume
A1: f
is_convex_on
REAL ;
defpred
S[
Nat] means for P,E,F be
Element of ($1
-tuples_on
REAL ) st (
Sum P)
= 1 & (for i be
Element of
NAT st i
in (
dom P) holds (P
. i)
>=
0 & (F
. i)
= (f
. (E
. i))) holds (f
. (
Sum (
mlt (P,E))))
<= (
Sum (
mlt (P,F)));
A2: for k be
Nat st
S[k] holds
S[(k
+ 1)]
proof
let k be
Nat such that
A3:
S[k];
let P,E,F be
Element of ((k
+ 1)
-tuples_on
REAL ) such that
A4: (
Sum P)
= 1 and
A5: for i be
Element of
NAT st i
in (
dom P) holds (P
. i)
>=
0 & (F
. i)
= (f
. (E
. i));
consider E1 be
Element of (k
-tuples_on
REAL ), e1 be
Element of
REAL such that
A6: E
= (E1
^
<*e1*>) by
FINSEQ_2: 117;
consider F1 be
Element of (k
-tuples_on
REAL ), f1 be
Element of
REAL such that
A7: F
= (F1
^
<*f1*>) by
FINSEQ_2: 117;
((
len F1)
+ 1)
= (k
+ 1) by
CARD_1:def 7
.= (
len P) by
CARD_1:def 7;
then ((
len F1)
+ 1)
in (
Seg (
len P)) by
FINSEQ_1: 4;
then
A8: ((
len F1)
+ 1)
in (
dom P) by
FINSEQ_1:def 3;
A9: f1
= (F
. ((
len F1)
+ 1)) by
A7,
FINSEQ_1: 42
.= (f
. (E
. ((
len F1)
+ 1))) by
A5,
A8
.= (f
. (E
. (k
+ 1))) by
CARD_1:def 7
.= (f
. (E
. ((
len E1)
+ 1))) by
CARD_1:def 7
.= (f
. e1) by
A6,
FINSEQ_1: 42;
consider P1 be
Element of (k
-tuples_on
REAL ), p1 be
Element of
REAL such that
A10: P
= (P1
^
<*p1*>) by
FINSEQ_2: 117;
reconsider SP = ((
Sum P1)
" ) as
Element of
REAL by
XREAL_0:def 1;
(
mlt (P,F))
= ((
mlt (P1,F1))
^
<*(p1
* f1)*>) by
A10,
A7,
Th2;
then
A11: (
Sum (
mlt (P,F)))
= ((1
* (
Sum (
mlt (P1,F1))))
+ (p1
* f1)) by
RVSUM_1: 74;
(
mlt (P,E))
= ((
mlt (P1,E1))
^
<*(p1
* e1)*>) by
A10,
A6,
Th2;
then
A12: (
Sum (
mlt (P,E)))
= ((1
* (
Sum (
mlt (P1,E1))))
+ (p1
* e1)) by
RVSUM_1: 74;
A13: for i be
Nat st i
in (
dom P1) holds (P1
. i)
>=
0
proof
let i be
Nat such that
A14: i
in (
dom P1);
A15: i
in (
Seg (
len P1)) by
A14,
FINSEQ_1:def 3;
then
A16: 1
<= i by
FINSEQ_1: 1;
i
<= (
len P1) by
A15,
FINSEQ_1: 1;
then
A17: i
<= k by
CARD_1:def 7;
k
<= (k
+ 1) by
NAT_1: 11;
then i
<= (k
+ 1) by
A17,
XXREAL_0: 2;
then i
in (
Seg (k
+ 1)) by
A16,
FINSEQ_1: 1;
then i
in (
Seg (
len P)) by
CARD_1:def 7;
then
A18: i
in (
dom P) by
FINSEQ_1:def 3;
(P1
. i)
= (P
. i) by
A10,
A14,
FINSEQ_1:def 7;
hence thesis by
A5,
A18;
end;
then
A19: for i be
Element of
NAT st i
in (
dom P1) holds (P1
. i)
>=
0 ;
now
per cases ;
suppose
A20: (
Sum P1)
=
0 ;
then for i be
Element of
NAT st i
in (
dom P1) holds (P1
. i)
=
0 by
A19,
Th3;
then
A21: P1
= (k
|->
0 qua
Real) by
Th4;
then (
mlt (P1,E1))
= (k
|->
0 ) by
Th5;
then
A22: (
Sum (
mlt (P1,E1)))
= (k
*
0 ) by
RVSUM_1: 80;
(
mlt (P1,F1))
= (k
|->
0 ) by
A21,
Th5;
then
A23: (
Sum (
mlt (P1,F1)))
= (k
*
0 ) by
RVSUM_1: 80;
(
Sum P)
= (
0
+ p1) by
A10,
A20,
RVSUM_1: 74;
hence thesis by
A4,
A12,
A11,
A9,
A22,
A23;
end;
suppose
A24: (
Sum P1)
<>
0 ;
A25:
0
<= (
Sum P1) by
A13,
RVSUM_1: 84;
A26: for i be
Element of
NAT st i
in (
dom (((
Sum P1)
" )
* P1)) holds ((((
Sum P1)
" )
* P1)
. i)
>=
0 & (F1
. i)
= (f
. (E1
. i))
proof
let i be
Element of
NAT ;
assume i
in (
dom (((
Sum P1)
" )
* P1));
then
A27: i
in (
Seg (
len (((
Sum P1)
" )
* P1))) by
FINSEQ_1:def 3;
then
A28: i
in (
Seg k) by
CARD_1:def 7;
then
A29: i
in (
Seg (
len P1)) by
CARD_1:def 7;
then i
<= (
len P1) by
FINSEQ_1: 1;
then
A30: i
<= k by
CARD_1:def 7;
A31: 1
<= i by
A27,
FINSEQ_1: 1;
k
<= (k
+ 1) by
NAT_1: 11;
then i
<= (k
+ 1) by
A30,
XXREAL_0: 2;
then i
in (
Seg (k
+ 1)) by
A31,
FINSEQ_1: 1;
then i
in (
Seg (
len P)) by
CARD_1:def 7;
then
A32: i
in (
dom P) by
FINSEQ_1:def 3;
i
in (
dom P1) by
A29,
FINSEQ_1:def 3;
then ((((
Sum P1)
" )
* P1)
. i)
= (((
Sum P1)
" )
* (P1
. i)) & (P1
. i)
>=
0 by
A13,
RVSUM_1: 45;
hence ((((
Sum P1)
" )
* P1)
. i)
>=
0 by
A25;
i
in (
Seg (
len E1)) by
A28,
CARD_1:def 7;
then i
in (
dom E1) by
FINSEQ_1:def 3;
then
A33: (E
. i)
= (E1
. i) by
A6,
FINSEQ_1:def 7;
i
in (
Seg (
len F1)) by
A28,
CARD_1:def 7;
then i
in (
dom F1) by
FINSEQ_1:def 3;
then (F
. i)
= (F1
. i) by
A7,
FINSEQ_1:def 7;
hence thesis by
A5,
A32,
A33;
end;
A34: (
Sum (
mlt (P,E)))
= ((((
Sum P1)
* ((
Sum P1)
" ))
* (
Sum (
mlt (P1,E1))))
+ (p1
* e1)) by
A12,
A24,
XCMPLX_0:def 7
.= (((
Sum P1)
* (((
Sum P1)
" )
* (
Sum (
mlt (P1,E1)))))
+ (p1
* e1))
.= (((
Sum P1)
* (
Sum (SP
* (
mlt (P1,E1)))))
+ (p1
* e1)) by
RVSUM_1: 87
.= (((
Sum P1)
* (
Sum (
mlt ((SP
* P1),E1))))
+ (p1
* e1)) by
FINSEQOP: 26;
A35: (((
Sum P1)
" )
* (
Sum (
mlt (P1,F1))))
= (
Sum (SP
* (
mlt (P1,F1)))) by
RVSUM_1: 87
.= (
Sum (
mlt ((SP
* P1),F1))) by
FINSEQOP: 26;
((
len P1)
+ 1)
= (
len P) by
A10,
FINSEQ_2: 16;
then ((
len P1)
+ 1)
in (
Seg (
len P)) by
FINSEQ_1: 4;
then
A36: ((
len P1)
+ 1)
in (
dom P) by
FINSEQ_1:def 3;
((
Sum P1)
+ p1)
= 1 by
A4,
A10,
RVSUM_1: 74;
then
A37: p1
= (1
- (
Sum P1));
(
Sum (((
Sum P1)
" )
* P1))
= (((
Sum P1)
" )
* (
Sum P1)) by
RVSUM_1: 87
.= 1 by
A24,
XCMPLX_0:def 7;
then ((
Sum P1)
* (f
. (
Sum (
mlt ((((
Sum P1)
" )
* P1),E1)))))
<= ((
Sum P1)
* (((
Sum P1)
" )
* (
Sum (
mlt (P1,F1))))) by
A3,
A25,
A35,
A26,
XREAL_1: 64;
then
A38: (((
Sum P1)
* (f
. (
Sum (
mlt ((((
Sum P1)
" )
* P1),E1)))))
+ (p1
* (f
. e1)))
<= (((
Sum P1)
* (((
Sum P1)
" )
* (
Sum (
mlt (P1,F1)))))
+ (p1
* (f
. e1))) by
XREAL_1: 6;
A39: (
Sum (
mlt ((SP
* P1),E1)))
in
REAL by
XREAL_0:def 1;
A40: (((
Sum P1)
* (
Sum (
mlt ((SP
* P1),E1))))
+ (p1
* e1))
in
REAL by
XREAL_0:def 1;
(P
. ((
len P1)
+ 1))
= p1 by
A10,
FINSEQ_1: 42;
then (
Sum P1)
<= 1 by
A5,
A37,
A36,
XREAL_1: 49;
then (f
. (
Sum (
mlt (P,E))))
<= (((
Sum P1)
* (f
. (
Sum (
mlt ((((
Sum P1)
" )
* P1),E1)))))
+ (p1
* (f
. e1))) by
A1,
A34,
A37,
A25,
RFUNCT_3:def 12,
A39,
A40;
then (f
. (
Sum (
mlt (P,E))))
<= ((((
Sum P1)
* ((
Sum P1)
" ))
* (
Sum (
mlt (P1,F1))))
+ (p1
* (f
. e1))) by
A38,
XXREAL_0: 2;
hence thesis by
A11,
A9,
A24,
XCMPLX_0:def 7;
end;
end;
hence thesis;
end;
A41:
S[
0 ] by
RVSUM_1: 79;
for k be
Nat holds
S[k] from
NAT_1:sch 2(
A41,
A2);
hence thesis;
end;
theorem ::
RFUNCT_4:20
for f be
PartFunc of
REAL ,
REAL , I be
Interval, a be
Real st (ex x1,x2 be
Real st x1
in I & x2
in I & x1
< a & a
< x2) & f
is_convex_on I holds f
is_continuous_in a
proof
let f be
PartFunc of
REAL ,
REAL , I be
Interval, a be
Real such that
A1: ex x1,x2 be
Real st x1
in I & x2
in I & x1
< a & a
< x2 and
A2: f
is_convex_on I;
consider x1,x2 be
Real such that
A3: x1
in I and
A4: x2
in I and
A5: x1
< a and
A6: a
< x2 by
A1;
set M = (
max (
|.(((f
. x1)
- (f
. a))
/ (x1
- a)).|,
|.(((f
. x2)
- (f
. a))
/ (x2
- a)).|));
A7: a
in I by
A3,
A4,
A5,
A6,
XXREAL_2: 80;
A8: for x be
Real st x1
<= x & x
<= x2 & x
<> a holds (((f
. x1)
- (f
. a))
/ (x1
- a))
<= (((f
. x)
- (f
. a))
/ (x
- a)) & (((f
. x)
- (f
. a))
/ (x
- a))
<= (((f
. x2)
- (f
. a))
/ (x2
- a))
proof
let x be
Real such that
A9: x1
<= x and
A10: x
<= x2 and
A11: x
<> a;
A12: x
in I by
A3,
A4,
A9,
A10,
XXREAL_2: 80;
(((f
. x1)
- (f
. a))
/ (x1
- a))
<= (((f
. x)
- (f
. a))
/ (x
- a)) & (((f
. x)
- (f
. a))
/ (x
- a))
<= (((f
. x2)
- (f
. a))
/ (x2
- a))
proof
now
per cases by
A11,
XXREAL_0: 1;
suppose
A13: x
< a;
A14:
now
per cases by
A9,
XXREAL_0: 1;
suppose x1
= x;
hence (((f
. x1)
- (f
. a))
/ (x1
- a))
<= (((f
. x)
- (f
. a))
/ (x
- a));
end;
suppose
A15: x1
< x;
A16: (((f
. a)
- (f
. x1))
/ (a
- x1))
= ((
- ((f
. a)
- (f
. x1)))
/ (
- (a
- x1))) by
XCMPLX_1: 191
.= (((f
. x1)
- (f
. a))
/ (x1
- a));
(((f
. a)
- (f
. x))
/ (a
- x))
= ((
- ((f
. a)
- (f
. x)))
/ (
- (a
- x))) by
XCMPLX_1: 191
.= (((f
. x)
- (f
. a))
/ (x
- a));
hence (((f
. x1)
- (f
. a))
/ (x1
- a))
<= (((f
. x)
- (f
. a))
/ (x
- a)) by
A2,
A3,
A7,
A12,
A13,
A15,
A16,
Th16;
end;
end;
(((f
. a)
- (f
. x))
/ (a
- x))
<= (((f
. x2)
- (f
. x))
/ (x2
- x)) & (((f
. x2)
- (f
. x))
/ (x2
- x))
<= (((f
. x2)
- (f
. a))
/ (x2
- a)) by
A2,
A4,
A6,
A7,
A12,
A13,
Th16;
then (((f
. a)
- (f
. x))
/ (a
- x))
<= (((f
. x2)
- (f
. a))
/ (x2
- a)) by
XXREAL_0: 2;
then ((
- ((f
. a)
- (f
. x)))
/ (
- (a
- x)))
<= (((f
. x2)
- (f
. a))
/ (x2
- a)) by
XCMPLX_1: 191;
hence thesis by
A14;
end;
suppose
A17: x
> a;
A18: (((f
. a)
- (f
. x1))
/ (a
- x1))
= ((
- ((f
. a)
- (f
. x1)))
/ (
- (a
- x1))) by
XCMPLX_1: 191
.= (((f
. x1)
- (f
. a))
/ (x1
- a));
(((f
. a)
- (f
. x1))
/ (a
- x1))
<= (((f
. x)
- (f
. x1))
/ (x
- x1)) & (((f
. x)
- (f
. x1))
/ (x
- x1))
<= (((f
. x)
- (f
. a))
/ (x
- a)) by
A2,
A3,
A5,
A7,
A12,
A17,
Th16;
hence (((f
. x1)
- (f
. a))
/ (x1
- a))
<= (((f
. x)
- (f
. a))
/ (x
- a)) by
A18,
XXREAL_0: 2;
now
per cases by
A10,
XXREAL_0: 1;
suppose x
= x2;
hence (((f
. x)
- (f
. a))
/ (x
- a))
<= (((f
. x2)
- (f
. a))
/ (x2
- a));
end;
suppose x
< x2;
hence (((f
. x)
- (f
. a))
/ (x
- a))
<= (((f
. x2)
- (f
. a))
/ (x2
- a)) by
A2,
A4,
A7,
A12,
A17,
Th16;
end;
end;
hence (((f
. x)
- (f
. a))
/ (x
- a))
<= (((f
. x2)
- (f
. a))
/ (x2
- a));
end;
end;
hence thesis;
end;
hence thesis;
end;
A19: for x be
Real st x1
<= x & x
<= x2 & x
<> a holds
|.((f
. x)
- (f
. a)).|
<= (M
*
|.(x
- a).|)
proof
A20: (
-
|.(((f
. x1)
- (f
. a))
/ (x1
- a)).|)
<= (((f
. x1)
- (f
. a))
/ (x1
- a)) by
ABSVALUE: 4;
A21: (((f
. x2)
- (f
. a))
/ (x2
- a))
<=
|.(((f
. x2)
- (f
. a))
/ (x2
- a)).| by
ABSVALUE: 4;
let x be
Real such that
A22: x1
<= x & x
<= x2 and
A23: x
<> a;
reconsider x as
Real;
(((f
. x)
- (f
. a))
/ (x
- a))
<= (((f
. x2)
- (f
. a))
/ (x2
- a)) by
A8,
A22,
A23;
then
A24: (((f
. x)
- (f
. a))
/ (x
- a))
<=
|.(((f
. x2)
- (f
. a))
/ (x2
- a)).| by
A21,
XXREAL_0: 2;
(x
- a)
<>
0 by
A23;
then
A25:
|.(x
- a).|
>
0 by
COMPLEX1: 47;
(((f
. x1)
- (f
. a))
/ (x1
- a))
<= (((f
. x)
- (f
. a))
/ (x
- a)) by
A8,
A22,
A23;
then
A26: (
-
|.(((f
. x1)
- (f
. a))
/ (x1
- a)).|)
<= (((f
. x)
- (f
. a))
/ (x
- a)) by
A20,
XXREAL_0: 2;
now
per cases ;
suppose
|.(((f
. x1)
- (f
. a))
/ (x1
- a)).|
<=
|.(((f
. x2)
- (f
. a))
/ (x2
- a)).|;
then (
-
|.(((f
. x1)
- (f
. a))
/ (x1
- a)).|)
>= (
-
|.(((f
. x2)
- (f
. a))
/ (x2
- a)).|) by
XREAL_1: 24;
then (
-
|.(((f
. x2)
- (f
. a))
/ (x2
- a)).|)
<= (((f
. x)
- (f
. a))
/ (x
- a)) by
A26,
XXREAL_0: 2;
then
|.(((f
. x)
- (f
. a))
/ (x
- a)).|
<=
|.(((f
. x2)
- (f
. a))
/ (x2
- a)).| by
A24,
ABSVALUE: 5;
then
A27: (
|.((f
. x)
- (f
. a)).|
/
|.(x
- a).|)
<=
|.(((f
. x2)
- (f
. a))
/ (x2
- a)).| by
COMPLEX1: 67;
|.(((f
. x2)
- (f
. a))
/ (x2
- a)).|
<= M by
XXREAL_0: 25;
then (
|.((f
. x)
- (f
. a)).|
/
|.(x
- a).|)
<= M by
A27,
XXREAL_0: 2;
hence thesis by
A25,
XREAL_1: 81;
end;
suppose
|.(((f
. x1)
- (f
. a))
/ (x1
- a)).|
>=
|.(((f
. x2)
- (f
. a))
/ (x2
- a)).|;
then (((f
. x)
- (f
. a))
/ (x
- a))
<=
|.(((f
. x1)
- (f
. a))
/ (x1
- a)).| by
A24,
XXREAL_0: 2;
then
|.(((f
. x)
- (f
. a))
/ (x
- a)).|
<=
|.(((f
. x1)
- (f
. a))
/ (x1
- a)).| by
A26,
ABSVALUE: 5;
then
A28: (
|.((f
. x)
- (f
. a)).|
/
|.(x
- a).|)
<=
|.(((f
. x1)
- (f
. a))
/ (x1
- a)).| by
COMPLEX1: 67;
|.(((f
. x1)
- (f
. a))
/ (x1
- a)).|
<= M by
XXREAL_0: 25;
then (
|.((f
. x)
- (f
. a)).|
/
|.(x
- a).|)
<= M by
A28,
XXREAL_0: 2;
hence thesis by
A25,
XREAL_1: 81;
end;
end;
hence thesis;
end;
A29: (
max (
|.(((f
. x1)
- (f
. a))
/ (x1
- a)).|,
|.(((f
. x2)
- (f
. a))
/ (x2
- a)).|))
>= (
min (
|.(((f
. x1)
- (f
. a))
/ (x1
- a)).|,
|.(((f
. x2)
- (f
. a))
/ (x2
- a)).|)) by
Th1;
A30:
|.(((f
. x1)
- (f
. a))
/ (x1
- a)).|
>=
0 &
|.(((f
. x2)
- (f
. a))
/ (x2
- a)).|
>=
0 by
COMPLEX1: 46;
then
A31: (
min (
|.(((f
. x1)
- (f
. a))
/ (x1
- a)).|,
|.(((f
. x2)
- (f
. a))
/ (x2
- a)).|))
>=
0 by
XXREAL_0: 20;
then
A32: M
>=
0 by
Th1;
for r be
Real st
0
< r holds ex s be
Real st
0
< s & for x be
Real st x
in (
dom f) &
|.(x
- a).|
< s holds
|.((f
. x)
- (f
. a)).|
< r
proof
let r be
Real such that
A33:
0
< r;
reconsider r as
Real;
ex s be
Real st
0
< s & for x be
Real st x
in (
dom f) &
|.(x
- a).|
< s holds
|.((f
. x)
- (f
. a)).|
< r
proof
now
per cases by
A30,
A29,
XXREAL_0: 20;
suppose
A34: M
>
0 ;
set s = (
min ((r
/ M),(
min ((a
- x1),(x2
- a)))));
A35: for x be
Real st x
in (
dom f) &
|.(x
- a).|
< s holds
|.((f
. x)
- (f
. a)).|
< r
proof
A36: s
<= (
min ((a
- x1),(x2
- a))) by
XXREAL_0: 17;
let x be
Real such that x
in (
dom f) and
A37:
|.(x
- a).|
< s;
(
min ((a
- x1),(x2
- a)))
<= (a
- x1) by
XXREAL_0: 17;
then s
<= (a
- x1) by
A36,
XXREAL_0: 2;
then
|.(x
- a).|
< (a
- x1) by
A37,
XXREAL_0: 2;
then (
- (a
- x1))
<= (x
- a) by
ABSVALUE: 5;
then (x1
- a)
<= (x
- a);
then
A38: x1
<= x by
XREAL_1: 9;
(
min ((a
- x1),(x2
- a)))
<= (x2
- a) by
XXREAL_0: 17;
then s
<= (x2
- a) by
A36,
XXREAL_0: 2;
then
|.(x
- a).|
< (x2
- a) by
A37,
XXREAL_0: 2;
then (x
- a)
<= (x2
- a) by
ABSVALUE: 5;
then
A39: x
<= x2 by
XREAL_1: 9;
now
per cases ;
suppose x
<> a;
then
A40:
|.((f
. x)
- (f
. a)).|
<= (M
*
|.(x
- a).|) by
A19,
A38,
A39;
now
per cases ;
suppose
A41: M
<>
0 ;
A42: (M
* s)
<= (M
* (r
/ M)) by
A31,
A29,
XREAL_1: 64,
XXREAL_0: 17;
(M
*
|.(x
- a).|)
< (M
* s) by
A32,
A37,
A41,
XREAL_1: 68;
then (M
*
|.(x
- a).|)
< (M
* (r
/ M)) by
A42,
XXREAL_0: 2;
then (M
*
|.(x
- a).|)
< ((r
* M)
/ M) by
XCMPLX_1: 74;
then (M
*
|.(x
- a).|)
< (r
* (M
/ M)) by
XCMPLX_1: 74;
then (M
*
|.(x
- a).|)
< (r
* 1) by
A41,
XCMPLX_1: 60;
hence thesis by
A40,
XXREAL_0: 2;
end;
suppose M
=
0 ;
hence thesis by
A33,
A40;
end;
end;
hence thesis;
end;
suppose x
= a;
hence thesis by
A33,
ABSVALUE: 2;
end;
end;
hence thesis;
end;
s
>
0
proof
A43: (
min ((a
- x1),(x2
- a)))
>
0
proof
now
per cases by
XXREAL_0: 15;
suppose (
min ((a
- x1),(x2
- a)))
= (a
- x1);
hence thesis by
A5,
XREAL_1: 50;
end;
suppose (
min ((a
- x1),(x2
- a)))
= (x2
- a);
hence thesis by
A6,
XREAL_1: 50;
end;
end;
hence thesis;
end;
now
per cases by
XXREAL_0: 15;
suppose s
= (r
/ M);
hence thesis by
A33,
A34,
XREAL_1: 139;
end;
suppose s
= (
min ((a
- x1),(x2
- a)));
hence thesis by
A43;
end;
end;
hence thesis;
end;
hence thesis by
A35;
end;
suppose
A44: M
=
0 ;
set s = (
min ((a
- x1),(x2
- a)));
A45: for x be
Real st x1
<= x & x
<= x2 & x
<> a holds
|.((f
. x)
- (f
. a)).|
=
0
proof
let x be
Real;
assume x1
<= x & x
<= x2 & x
<> a;
then
|.((f
. x)
- (f
. a)).|
<= (M
*
|.(x
- a).|) by
A19;
hence thesis by
A44,
COMPLEX1: 46;
end;
A46: for x be
Real st x
in (
dom f) &
|.(x
- a).|
< s holds
|.((f
. x)
- (f
. a)).|
< r
proof
let x be
Real such that x
in (
dom f) and
A47:
|.(x
- a).|
< s;
s
<= (a
- x1) by
XXREAL_0: 17;
then
|.(x
- a).|
< (a
- x1) by
A47,
XXREAL_0: 2;
then (
- (a
- x1))
<= (x
- a) by
ABSVALUE: 5;
then (x1
- a)
<= (x
- a);
then
A48: x1
<= x by
XREAL_1: 9;
s
<= (x2
- a) by
XXREAL_0: 17;
then
|.(x
- a).|
< (x2
- a) by
A47,
XXREAL_0: 2;
then (x
- a)
<= (x2
- a) by
ABSVALUE: 5;
then
A49: x
<= x2 by
XREAL_1: 9;
now
per cases ;
suppose x
<> a;
hence thesis by
A33,
A45,
A48,
A49;
end;
suppose x
= a;
hence thesis by
A33,
ABSVALUE: 2;
end;
end;
hence thesis;
end;
s
>
0
proof
now
per cases by
XXREAL_0: 15;
suppose s
= (a
- x1);
hence thesis by
A5,
XREAL_1: 50;
end;
suppose s
= (x2
- a);
hence thesis by
A6,
XREAL_1: 50;
end;
end;
hence thesis;
end;
hence thesis by
A46;
end;
end;
hence thesis;
end;
hence thesis;
end;
hence thesis by
FCONT_1: 3;
end;
begin
definition
let f, X;
::
RFUNCT_4:def2
pred f
is_quasiconvex_on X means X
c= (
dom f) & for p be
Real st
0
< p & p
< 1 holds for r,s be
Real st r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X holds (f
. ((p
* r)
+ ((1
- p)
* s)))
<= (
max ((f
. r),(f
. s)));
end
definition
let f, X;
::
RFUNCT_4:def3
pred f
is_strictly_quasiconvex_on X means X
c= (
dom f) & for p be
Real st
0
< p & p
< 1 holds for r,s be
Real st r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X & (f
. r)
<> (f
. s) holds (f
. ((p
* r)
+ ((1
- p)
* s)))
< (
max ((f
. r),(f
. s)));
end
definition
let f, X;
::
RFUNCT_4:def4
pred f
is_strongly_quasiconvex_on X means X
c= (
dom f) & for p be
Real st
0
< p & p
< 1 holds for r,s be
Real st r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X & r
<> s holds (f
. ((p
* r)
+ ((1
- p)
* s)))
< (
max ((f
. r),(f
. s)));
end
definition
let f;
let x0 be
Real;
::
RFUNCT_4:def5
pred f
is_upper_semicontinuous_in x0 means x0
in (
dom f) & for r st
0
< r holds ex s st
0
< s & for x st x
in (
dom f) &
|.(x
- x0).|
< s holds ((f
. x0)
- (f
. x))
< r;
end
definition
let f, X;
::
RFUNCT_4:def6
pred f
is_upper_semicontinuous_on X means X
c= (
dom f) & for x0 st x0
in X holds (f
| X)
is_upper_semicontinuous_in x0;
end
definition
let f;
let x0 be
Real;
::
RFUNCT_4:def7
pred f
is_lower_semicontinuous_in x0 means x0
in (
dom f) & for r st
0
< r holds ex s st
0
< s & for x st x
in (
dom f) &
|.(x
- x0).|
< s holds ((f
. x)
- (f
. x0))
< r;
end
definition
let f, X;
::
RFUNCT_4:def8
pred f
is_lower_semicontinuous_on X means X
c= (
dom f) & for x0 st x0
in X holds (f
| X)
is_lower_semicontinuous_in x0;
end
theorem ::
RFUNCT_4:21
Th21: for x0 be
Real, f st x0
in (
dom f) holds f
is_upper_semicontinuous_in x0 & f
is_lower_semicontinuous_in x0 iff f
is_continuous_in x0
proof
let x0 be
Real, f such that
A1: x0
in (
dom f);
A2: f
is_continuous_in x0 implies f
is_upper_semicontinuous_in x0 & f
is_lower_semicontinuous_in x0
proof
assume
A3: f
is_continuous_in x0;
A4: for r st
0
< r holds ex s st
0
< s & for x st x
in (
dom f) &
|.(x
- x0).|
< s holds ((f
. x0)
- (f
. x))
< r
proof
let r;
assume
0
< r;
then
consider s be
Real such that
A5:
0
< s and
A6: for x be
Real st x
in (
dom f) &
|.(x
- x0).|
< s holds
|.((f
. x)
- (f
. x0)).|
< r by
A3,
FCONT_1: 3;
take s;
for x st x
in (
dom f) &
|.(x
- x0).|
< s holds ((f
. x0)
- (f
. x))
< r
proof
let x;
assume x
in (
dom f) &
|.(x
- x0).|
< s;
then
A7:
|.((f
. x)
- (f
. x0)).|
< r by
A6;
((f
. x)
- (f
. x0))
>= (
-
|.((f
. x)
- (f
. x0)).|) by
ABSVALUE: 4;
then (
- ((f
. x)
- (f
. x0)))
<=
|.((f
. x)
- (f
. x0)).| by
XREAL_1: 26;
hence thesis by
A7,
XXREAL_0: 2;
end;
hence thesis by
A5;
end;
for r st
0
< r holds ex s st
0
< s & for x st x
in (
dom f) &
|.(x
- x0).|
< s holds ((f
. x)
- (f
. x0))
< r
proof
let r;
assume
0
< r;
then
consider s be
Real such that
A8:
0
< s and
A9: for x be
Real st x
in (
dom f) &
|.(x
- x0).|
< s holds
|.((f
. x)
- (f
. x0)).|
< r by
A3,
FCONT_1: 3;
take s;
for x st x
in (
dom f) &
|.(x
- x0).|
< s holds ((f
. x)
- (f
. x0))
< r
proof
let x;
assume x
in (
dom f) &
|.(x
- x0).|
< s;
then
A10:
|.((f
. x)
- (f
. x0)).|
< r by
A9;
((f
. x)
- (f
. x0))
<=
|.((f
. x)
- (f
. x0)).| by
ABSVALUE: 4;
hence thesis by
A10,
XXREAL_0: 2;
end;
hence thesis by
A8;
end;
hence thesis by
A1,
A4;
end;
f
is_upper_semicontinuous_in x0 & f
is_lower_semicontinuous_in x0 implies f
is_continuous_in x0
proof
assume that
A11: f
is_upper_semicontinuous_in x0 and
A12: f
is_lower_semicontinuous_in x0;
for r be
Real st
0
< r holds ex s be
Real st
0
< s & for x be
Real st x
in (
dom f) &
|.(x
- x0).|
< s holds
|.((f
. x)
- (f
. x0)).|
< r
proof
let r be
Real such that
A13:
0
< r;
consider s1 such that
A14:
0
< s1 and
A15: for x st x
in (
dom f) &
|.(x
- x0).|
< s1 holds ((f
. x)
- (f
. x0))
< r by
A12,
A13;
consider s2 such that
A16:
0
< s2 and
A17: for x st x
in (
dom f) &
|.(x
- x0).|
< s2 holds ((f
. x0)
- (f
. x))
< r by
A11,
A13;
set s = (
min (s1,s2));
A18: for x be
Real st x
in (
dom f) &
|.(x
- x0).|
< s holds
|.((f
. x)
- (f
. x0)).|
< r
proof
let x be
Real such that
A19: x
in (
dom f) and
A20:
|.(x
- x0).|
< s;
s
<= s2 by
XXREAL_0: 17;
then
|.(x
- x0).|
< s2 by
A20,
XXREAL_0: 2;
then
A21: ((f
. x0)
- (f
. x))
< r by
A17,
A19;
s
<= s1 by
XXREAL_0: 17;
then
|.(x
- x0).|
< s1 by
A20,
XXREAL_0: 2;
then
A22: ((f
. x)
- (f
. x0))
< r by
A15,
A19;
A23:
|.((f
. x)
- (f
. x0)).|
<> r
proof
assume
A24:
|.((f
. x)
- (f
. x0)).|
= r;
now
per cases ;
suppose ((f
. x)
- (f
. x0))
>=
0 ;
hence contradiction by
A22,
A24,
ABSVALUE:def 1;
end;
suppose not ((f
. x)
- (f
. x0))
>=
0 ;
then
|.((f
. x)
- (f
. x0)).|
= (
- ((f
. x)
- (f
. x0))) by
ABSVALUE:def 1;
hence contradiction by
A21,
A24;
end;
end;
hence thesis;
end;
(
- ((f
. x0)
- (f
. x)))
> (
- r) by
A21,
XREAL_1: 24;
then
|.((f
. x)
- (f
. x0)).|
<= r by
A22,
ABSVALUE: 5;
hence thesis by
A23,
XXREAL_0: 1;
end;
take s;
s
>
0
proof
now
per cases ;
suppose s1
<= s2;
hence thesis by
A14,
XXREAL_0:def 9;
end;
suppose not s1
<= s2;
hence thesis by
A16,
XXREAL_0:def 9;
end;
end;
hence thesis;
end;
hence thesis by
A18;
end;
hence thesis by
FCONT_1: 3;
end;
hence thesis by
A2;
end;
theorem ::
RFUNCT_4:22
for X, f st X
c= (
dom f) holds f
is_upper_semicontinuous_on X & f
is_lower_semicontinuous_on X iff (f
| X) is
continuous
proof
let X, f such that
A1: X
c= (
dom f);
A2: (f
| X) is
continuous implies f
is_upper_semicontinuous_on X & f
is_lower_semicontinuous_on X
proof
assume
A3: (f
| X) is
continuous;
A4: for x0 st x0
in X holds (f
| X)
is_lower_semicontinuous_in x0
proof
let x0;
assume x0
in X;
then
A5: x0
in (
dom (f
| X)) by
A1,
RELAT_1: 57;
then (f
| X)
is_continuous_in x0 by
A3,
FCONT_1:def 2;
hence thesis by
A5,
Th21;
end;
for x0 st x0
in X holds (f
| X)
is_upper_semicontinuous_in x0
proof
let x0;
assume x0
in X;
then
A6: x0
in (
dom (f
| X)) by
A1,
RELAT_1: 57;
then (f
| X)
is_continuous_in x0 by
A3,
FCONT_1:def 2;
hence thesis by
A6,
Th21;
end;
hence thesis by
A1,
A4;
end;
f
is_upper_semicontinuous_on X & f
is_lower_semicontinuous_on X implies (f
| X) is
continuous
proof
assume that
A7: f
is_upper_semicontinuous_on X and
A8: f
is_lower_semicontinuous_on X;
X
c= (
dom f) & for x0 be
Real st x0
in (
dom (f
| X)) holds (f
| X)
is_continuous_in x0
proof
thus X
c= (
dom f) by
A7;
let x0 be
Real such that
A9: x0
in (
dom (f
| X));
x0
in X by
A9,
RELAT_1: 57;
then (f
| X)
is_upper_semicontinuous_in x0 & (f
| X)
is_lower_semicontinuous_in x0 by
A7,
A8;
hence thesis by
Th21;
end;
hence thesis by
FCONT_1:def 2;
end;
hence thesis by
A2;
end;
theorem ::
RFUNCT_4:23
for X, f st f
is_strictly_convex_on X holds f
is_strongly_quasiconvex_on X
proof
let X, f such that
A1: f
is_strictly_convex_on X;
A2: for p be
Real st
0
< p & p
< 1 holds for r,s be
Real st r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X & r
<> s holds (f
. ((p
* r)
+ ((1
- p)
* s)))
< (
max ((f
. r),(f
. s)))
proof
let p be
Real;
assume that
A3:
0
< p and
A4: p
< 1;
for r,s be
Real st r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X & r
<> s holds (f
. ((p
* r)
+ ((1
- p)
* s)))
< (
max ((f
. r),(f
. s)))
proof
let r,s be
Real;
(1
- p)
>
0 by
A4,
XREAL_1: 50;
then
A5: ((1
- p)
* (f
. s))
<= ((1
- p)
* (
max ((f
. r),(f
. s)))) by
XREAL_1: 64,
XXREAL_0: 25;
assume r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X & r
<> s;
then
A6: (f
. ((p
* r)
+ ((1
- p)
* s)))
< ((p
* (f
. r))
+ ((1
- p)
* (f
. s))) by
A1,
A3,
A4;
(p
* (f
. r))
<= (p
* (
max ((f
. r),(f
. s)))) by
A3,
XREAL_1: 64,
XXREAL_0: 25;
then ((p
* (f
. r))
+ ((1
- p)
* (f
. s)))
<= ((p
* (
max ((f
. r),(f
. s))))
+ ((1
- p)
* (
max ((f
. r),(f
. s))))) by
A5,
XREAL_1: 7;
hence thesis by
A6,
XXREAL_0: 2;
end;
hence thesis;
end;
X
c= (
dom f) by
A1;
hence thesis by
A2;
end;
theorem ::
RFUNCT_4:24
for X, f st f
is_strongly_quasiconvex_on X holds f
is_quasiconvex_on X
proof
let X, f such that
A1: f
is_strongly_quasiconvex_on X;
A2: for p be
Real st
0
< p & p
< 1 holds for r,s be
Real st r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X holds (f
. ((p
* r)
+ ((1
- p)
* s)))
<= (
max ((f
. r),(f
. s)))
proof
let p be
Real such that
A3:
0
< p & p
< 1;
for r,s be
Real st r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X holds (f
. ((p
* r)
+ ((1
- p)
* s)))
<= (
max ((f
. r),(f
. s)))
proof
let r,s be
Real such that
A4: r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X;
now
per cases ;
suppose r
<> s;
hence thesis by
A1,
A3,
A4;
end;
suppose r
= s;
hence thesis;
end;
end;
hence thesis;
end;
hence thesis;
end;
X
c= (
dom f) by
A1;
hence thesis by
A2;
end;
theorem ::
RFUNCT_4:25
for X, f st f
is_convex_on X holds f
is_strictly_quasiconvex_on X
proof
let X, f such that
A1: f
is_convex_on X;
A2: for p be
Real st
0
< p & p
< 1 holds for r,s be
Real st r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X & (f
. r)
<> (f
. s) holds (f
. ((p
* r)
+ ((1
- p)
* s)))
< (
max ((f
. r),(f
. s)))
proof
let p be
Real such that
A3:
0
< p and
A4: p
< 1;
for r,s be
Real st r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X & (f
. r)
<> (f
. s) holds (f
. ((p
* r)
+ ((1
- p)
* s)))
< (
max ((f
. r),(f
. s)))
proof
let r,s be
Real such that
A5: r
in X & s
in X & ((p
* r)
+ ((1
- p)
* s))
in X and
A6: (f
. r)
<> (f
. s);
A7: (f
. ((p
* r)
+ ((1
- p)
* s)))
<= ((p
* (f
. r))
+ ((1
- p)
* (f
. s))) by
A1,
A3,
A4,
A5,
RFUNCT_3:def 12;
A8: (1
- p)
>
0 by
A4,
XREAL_1: 50;
now
per cases by
A6,
XXREAL_0: 1;
suppose (f
. r)
< (f
. s);
then (p
* (f
. r))
< (p
* (f
. s)) by
A3,
XREAL_1: 68;
then ((p
* (f
. r))
+ ((1
- p)
* (f
. s)))
< ((p
* (f
. s))
+ ((1
- p)
* (f
. s))) by
XREAL_1: 6;
then
A9: (f
. ((p
* r)
+ ((1
- p)
* s)))
< (f
. s) by
A7,
XXREAL_0: 2;
(f
. s)
<= (
max ((f
. r),(f
. s))) by
XXREAL_0: 25;
hence thesis by
A9,
XXREAL_0: 2;
end;
suppose (f
. r)
> (f
. s);
then ((1
- p)
* (f
. r))
> ((1
- p)
* (f
. s)) by
A8,
XREAL_1: 68;
then ((p
* (f
. r))
+ ((1
- p)
* (f
. s)))
< ((p
* (f
. r))
+ ((1
- p)
* (f
. r))) by
XREAL_1: 6;
then
A10: (f
. ((p
* r)
+ ((1
- p)
* s)))
< (f
. r) by
A7,
XXREAL_0: 2;
(f
. r)
<= (
max ((f
. r),(f
. s))) by
XXREAL_0: 25;
hence thesis by
A10,
XXREAL_0: 2;
end;
end;
hence thesis;
end;
hence thesis;
end;
X
c= (
dom f) by
A1,
RFUNCT_3:def 12;
hence thesis by
A2;
end;
theorem ::
RFUNCT_4:26
for X, f st f
is_strongly_quasiconvex_on X holds f
is_strictly_quasiconvex_on X;
theorem ::
RFUNCT_4:27
for X, f st f
is_strictly_quasiconvex_on X & f is
one-to-one holds f
is_strongly_quasiconvex_on X by
FUNCT_1:def 4;