Documentation

Mathlib.Geometry.Convex.Cone.Basic

Convex cones #

In a R-module M, we define a convex cone as a set s such that a • x + b • y ∈ s whenever x, y ∈ s and a, b > 0. We prove that convex cones form a CompleteLattice, and define their images (ConvexCone.map) and preimages (ConvexCone.comap) under linear maps.

We define pointed, blunt, flat and salient cones, and prove the correspondence between convex cones and ordered modules.

We define Convex.toCone to be the minimal cone that includes a given convex set.

Main statements #

In Mathlib/Analysis/Convex/Cone/Extension.lean we prove the M. Riesz extension theorem and a form of the Hahn-Banach theorem.

In Mathlib/Analysis/Convex/Cone/Dual.lean we prove a variant of the hyperplane separation theorem.

Implementation notes #

While Convex R is a predicate on sets, ConvexCone R M is a bundled convex cone.

References #

Definition of ConvexCone and basic properties #

structure ConvexCone (R : Type u_2) (M : Type u_3) [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] :
Type u_3

A convex cone is a subset s of a R-module such that a • x + b • y ∈ s whenever a, b > 0 and x, y ∈ s.

  • carrier : Set M

    The carrier set underlying this cone: the set of points contained in it

  • smul_mem' c : R : 0 < c∀ ⦃x : M⦄, x self.carrierc x self.carrier
  • add_mem' x : M : x self.carrier∀ ⦃y : M⦄, y self.carrierx + y self.carrier
Instances For
    instance ConvexCone.instSetLike {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] :
    Equations
    @[simp]
    theorem ConvexCone.coe_mk {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] {s : Set M} {h₁ : ∀ ⦃c : R⦄, 0 < c∀ ⦃x : M⦄, x sc x s} {h₂ : ∀ ⦃x : M⦄, x s∀ ⦃y : M⦄, y sx + y s} :
    { carrier := s, smul_mem' := h₁, add_mem' := h₂ } = s
    @[simp]
    theorem ConvexCone.mem_mk {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] {s : Set M} {h₁ : ∀ ⦃c : R⦄, 0 < c∀ ⦃x : M⦄, x sc x s} {h₂ : ∀ ⦃x : M⦄, x s∀ ⦃y : M⦄, y sx + y s} {x : M} :
    x { carrier := s, smul_mem' := h₁, add_mem' := h₂ } x s
    theorem ConvexCone.ext {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] {S T : ConvexCone R M} (h : ∀ (x : M), x S x T) :
    S = T

    Two ConvexCones are equal if they have the same elements.

    theorem ConvexCone.ext_iff {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] {S T : ConvexCone R M} :
    S = T ∀ (x : M), x S x T
    theorem ConvexCone.smul_mem {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] (S : ConvexCone R M) {c : R} {x : M} (hc : 0 < c) (hx : x S) :
    c x S
    theorem ConvexCone.add_mem {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] (S : ConvexCone R M) x : M (hx : x S) y : M (hy : y S) :
    x + y S
    instance ConvexCone.instMin {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] :
    Equations
    @[simp]
    theorem ConvexCone.coe_inf {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] (S T : ConvexCone R M) :
    (ST) = S T
    theorem ConvexCone.mem_inf {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] (S T : ConvexCone R M) {x : M} :
    x ST x S x T
    instance ConvexCone.instInfSet {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] :
    Equations
    @[simp]
    theorem ConvexCone.coe_sInf {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] (S : Set (ConvexCone R M)) :
    (sInf S) = sS, s
    theorem ConvexCone.mem_sInf {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] {x : M} {S : Set (ConvexCone R M)} :
    x sInf S sS, x s
    @[simp]
    theorem ConvexCone.coe_iInf {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] {ι : Sort u_6} (f : ιConvexCone R M) :
    (iInf f) = ⋂ (i : ι), (f i)
    theorem ConvexCone.mem_iInf {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] {ι : Sort u_6} {x : M} {f : ιConvexCone R M} :
    x iInf f ∀ (i : ι), x f i
    instance ConvexCone.instBot (R : Type u_2) {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] :
    Equations
    theorem ConvexCone.mem_bot (R : Type u_2) {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] (x : M) :
    @[simp]
    theorem ConvexCone.coe_bot (R : Type u_2) {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] :
    =
    instance ConvexCone.instTop (R : Type u_2) {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] :
    Equations
    theorem ConvexCone.mem_top (R : Type u_2) {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] (x : M) :
    @[simp]
    theorem ConvexCone.coe_top (R : Type u_2) {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] :
    Equations
    • One or more equations did not get rendered due to their size.
    Equations
    theorem ConvexCone.convex {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [Module R M] (S : ConvexCone R M) :
    Convex R S
    def ConvexCone.map {R : Type u_2} {M : Type u_3} {N : Type u_4} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [AddCommMonoid N] [Module R M] [Module R N] (f : M →ₗ[R] N) (S : ConvexCone R M) :

    The image of a convex cone under a R-linear map is a convex cone.

    Equations
    Instances For
      @[simp]
      theorem ConvexCone.coe_map {R : Type u_2} {M : Type u_3} {N : Type u_4} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [AddCommMonoid N] [Module R M] [Module R N] (S : ConvexCone R M) (f : M →ₗ[R] N) :
      (map f S) = f '' S
      @[simp]
      theorem ConvexCone.mem_map {R : Type u_2} {M : Type u_3} {N : Type u_4} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [AddCommMonoid N] [Module R M] [Module R N] {f : M →ₗ[R] N} {S : ConvexCone R M} {y : N} :
      y map f S xS, f x = y
      theorem ConvexCone.map_map {R : Type u_2} {M : Type u_3} {N : Type u_4} {O : Type u_5} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [AddCommMonoid N] [AddCommMonoid O] [Module R M] [Module R N] [Module R O] (g : N →ₗ[R] O) (f : M →ₗ[R] N) (S : ConvexCone R M) :
      map g (map f S) = map (g ∘ₗ f) S
      @[simp]
      theorem ConvexCone.map_id {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [Module R M] (S : ConvexCone R M) :
      def ConvexCone.comap {R : Type u_2} {M : Type u_3} {N : Type u_4} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [AddCommMonoid N] [Module R M] [Module R N] (f : M →ₗ[R] N) (S : ConvexCone R N) :

      The preimage of a convex cone under a R-linear map is a convex cone.

      Equations
      Instances For
        @[simp]
        theorem ConvexCone.coe_comap {R : Type u_2} {M : Type u_3} {N : Type u_4} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [AddCommMonoid N] [Module R M] [Module R N] (f : M →ₗ[R] N) (S : ConvexCone R N) :
        (comap f S) = f ⁻¹' S
        @[simp]
        theorem ConvexCone.comap_id {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [Module R M] (S : ConvexCone R M) :
        theorem ConvexCone.comap_comap {R : Type u_2} {M : Type u_3} {N : Type u_4} {O : Type u_5} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [AddCommMonoid N] [AddCommMonoid O] [Module R M] [Module R N] [Module R O] (g : N →ₗ[R] O) (f : M →ₗ[R] N) (S : ConvexCone R O) :
        comap f (comap g S) = comap (g ∘ₗ f) S
        @[simp]
        theorem ConvexCone.mem_comap {R : Type u_2} {M : Type u_3} {N : Type u_4} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [AddCommMonoid N] [Module R M] [Module R N] {f : M →ₗ[R] N} {S : ConvexCone R N} {x : M} :
        x comap f S f x S
        theorem ConvexCone.smul_mem_iff {𝕜 : Type u_1} {M : Type u_3} [Field 𝕜] [LinearOrder 𝕜] [IsStrictOrderedRing 𝕜] [AddCommMonoid M] [MulAction 𝕜 M] (S : ConvexCone 𝕜 M) {c : 𝕜} (hc : 0 < c) {x : M} :
        c x S x S
        theorem ConvexCone.to_orderedSMul {𝕜 : Type u_1} {M : Type u_3} [Field 𝕜] [LinearOrder 𝕜] [IsStrictOrderedRing 𝕜] [AddCommGroup M] [PartialOrder M] [Module 𝕜 M] (S : ConvexCone 𝕜 M) (h : ∀ (x y : M), x y y - x S) :

        Constructs an ordered module given an OrderedAddCommGroup, a cone, and a proof that the order relation is the one defined by the cone.

        Convex cones with extra properties #

        def ConvexCone.Pointed {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] (S : ConvexCone R M) :

        A convex cone is pointed if it includes 0.

        Equations
        Instances For
          def ConvexCone.Blunt {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] (S : ConvexCone R M) :

          A convex cone is blunt if it doesn't include 0.

          Equations
          Instances For
            theorem ConvexCone.Pointed.mono {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] {S T : ConvexCone R M} (h : S T) :
            theorem ConvexCone.Blunt.anti {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] {S T : ConvexCone R M} (h : T S) :
            S.BluntT.Blunt
            def ConvexCone.Flat {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommGroup M] [SMul R M] (S : ConvexCone R M) :

            A convex cone is flat if it contains some nonzero vector x and its opposite -x.

            Equations
            Instances For
              def ConvexCone.Salient {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommGroup M] [SMul R M] (S : ConvexCone R M) :

              A convex cone is salient if it doesn't include x and -x for any nonzero x.

              Equations
              Instances For
                theorem ConvexCone.Flat.mono {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommGroup M] [SMul R M] {S T : ConvexCone R M} (h : S T) :
                S.FlatT.Flat
                theorem ConvexCone.Salient.anti {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommGroup M] [SMul R M] {S T : ConvexCone R M} (h : T S) :
                theorem ConvexCone.Flat.pointed {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommGroup M] [SMul R M] {S : ConvexCone R M} (hS : S.Flat) :

                A flat cone is always pointed (contains 0).

                theorem ConvexCone.Blunt.salient {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommGroup M] [SMul R M] {S : ConvexCone R M} :
                S.BluntS.Salient

                A blunt cone (one not containing 0) is always salient.

                def ConvexCone.toPreorder {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommGroup M] [SMul R M] (S : ConvexCone R M) (h₁ : S.Pointed) :

                A pointed convex cone defines a preorder.

                Equations
                • S.toPreorder h₁ = { le := fun (x y : M) => y - x S, le_refl := , le_trans := , lt_iff_le_not_le := }
                Instances For
                  def ConvexCone.toPartialOrder {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommGroup M] [SMul R M] (S : ConvexCone R M) (h₁ : S.Pointed) (h₂ : S.Salient) :

                  A pointed and salient cone defines a partial order.

                  Equations
                  Instances For
                    theorem ConvexCone.toIsOrderedAddMonoid {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommGroup M] [SMul R M] (S : ConvexCone R M) (h₁ : S.Pointed) (h₂ : S.Salient) :
                    let x := S.toPartialOrder h₁ h₂; IsOrderedAddMonoid M

                    A pointed and salient cone defines an IsOrderedAddMonoid.

                    instance ConvexCone.instZero {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [Module R M] :
                    Equations
                    @[simp]
                    theorem ConvexCone.mem_zero {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [Module R M] (x : M) :
                    x 0 x = 0
                    @[simp]
                    theorem ConvexCone.coe_zero {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [Module R M] :
                    0 = 0
                    instance ConvexCone.instAdd {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [Module R M] :
                    Equations
                    @[simp]
                    theorem ConvexCone.mem_add {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [Module R M] {K₁ K₂ : ConvexCone R M} {a : M} :
                    a K₁ + K₂ xK₁, yK₂, x + y = a
                    Equations
                    Equations

                    Submodules are cones #

                    def Submodule.toConvexCone {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [Module R M] (S : Submodule R M) :

                    Every submodule is trivially a convex cone.

                    Equations
                    Instances For
                      @[simp]
                      theorem Submodule.coe_toConvexCone {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [Module R M] (S : Submodule R M) :
                      S.toConvexCone = S
                      @[simp]
                      theorem Submodule.mem_toConvexCone {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [Module R M] {x : M} {S : Submodule R M} :
                      @[simp]
                      @[simp]
                      theorem Submodule.toConvexCone_inf {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [Module R M] (S T : Submodule R M) :

                      Positive cone of an ordered module #

                      The positive cone is the convex cone formed by the set of nonnegative elements in an ordered module.

                      Equations
                      Instances For
                        @[simp]
                        theorem ConvexCone.mem_positive (R : Type u_2) (M : Type u_3) [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommGroup M] [PartialOrder M] [IsOrderedAddMonoid M] [Module R M] [OrderedSMul R M] {x : M} :
                        x positive R M 0 x
                        @[simp]

                        The positive cone of an ordered module is always salient.

                        The positive cone of an ordered module is always pointed.

                        The cone of strictly positive elements.

                        Note that this naming diverges from the mathlib convention of pos and nonneg due to "positive cone" (ConvexCone.positive) being established terminology for the non-negative elements.

                        Equations
                        Instances For

                          The strictly positive cone of an ordered module is always salient.

                          The strictly positive cone of an ordered module is always blunt.

                          Cone over a convex set #

                          def Convex.toCone {𝕜 : Type u_1} {M : Type u_3} [Field 𝕜] [LinearOrder 𝕜] [IsStrictOrderedRing 𝕜] [AddCommGroup M] [Module 𝕜 M] (s : Set M) (hs : Convex 𝕜 s) :
                          ConvexCone 𝕜 M

                          The set of vectors proportional to those in a convex set forms a convex cone.

                          Equations
                          • Convex.toCone s hs = { carrier := ⋃ (c : 𝕜), ⋃ (_ : 0 < c), c s, smul_mem' := , add_mem' := }
                          Instances For
                            theorem Convex.mem_toCone {𝕜 : Type u_1} {M : Type u_3} [Field 𝕜] [LinearOrder 𝕜] [IsStrictOrderedRing 𝕜] [AddCommGroup M] [Module 𝕜 M] {s : Set M} (hs : Convex 𝕜 s) {x : M} :
                            x toCone s hs ∃ (c : 𝕜), 0 < c ys, c y = x
                            theorem Convex.mem_toCone' {𝕜 : Type u_1} {M : Type u_3} [Field 𝕜] [LinearOrder 𝕜] [IsStrictOrderedRing 𝕜] [AddCommGroup M] [Module 𝕜 M] {s : Set M} (hs : Convex 𝕜 s) {x : M} :
                            x toCone s hs ∃ (c : 𝕜), 0 < c c x s
                            theorem Convex.subset_toCone {𝕜 : Type u_1} {M : Type u_3} [Field 𝕜] [LinearOrder 𝕜] [IsStrictOrderedRing 𝕜] [AddCommGroup M] [Module 𝕜 M] {s : Set M} (hs : Convex 𝕜 s) :
                            s (toCone s hs)
                            theorem Convex.toCone_isLeast {𝕜 : Type u_1} {M : Type u_3} [Field 𝕜] [LinearOrder 𝕜] [IsStrictOrderedRing 𝕜] [AddCommGroup M] [Module 𝕜 M] {s : Set M} (hs : Convex 𝕜 s) :
                            IsLeast {t : ConvexCone 𝕜 M | s t} (toCone s hs)

                            hs.toCone s is the least cone that includes s.

                            theorem Convex.toCone_eq_sInf {𝕜 : Type u_1} {M : Type u_3} [Field 𝕜] [LinearOrder 𝕜] [IsStrictOrderedRing 𝕜] [AddCommGroup M] [Module 𝕜 M] {s : Set M} (hs : Convex 𝕜 s) :
                            toCone s hs = sInf {t : ConvexCone 𝕜 M | s t}
                            theorem convexHull_toCone_isLeast {𝕜 : Type u_1} {M : Type u_3} [Field 𝕜] [LinearOrder 𝕜] [IsStrictOrderedRing 𝕜] [AddCommGroup M] [Module 𝕜 M] (s : Set M) :
                            IsLeast {t : ConvexCone 𝕜 M | s t} (Convex.toCone ((convexHull 𝕜) s) )
                            theorem convexHull_toCone_eq_sInf {𝕜 : Type u_1} {M : Type u_3} [Field 𝕜] [LinearOrder 𝕜] [IsStrictOrderedRing 𝕜] [AddCommGroup M] [Module 𝕜 M] (s : Set M) :
                            Convex.toCone ((convexHull 𝕜) s) = sInf {t : ConvexCone 𝕜 M | s t}