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 #

https://en.wikipedia.org/wiki/Convex_cone
[Stephen P. Boyd and Lieven Vandenberghe, Convex Optimization][boydVandenberghe2004]
[Emo Welzl and Bernd Gärtner, Cone Programming][welzl_garter]

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.carrier → c • x ∈ self.carrier
add_mem' ⦃x : M⦄ : x ∈ self.carrier → ∀ ⦃y : M⦄, y ∈ self.carrier → x + 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] :

SetLike (ConvexCone R M) M

Equations

ConvexCone.instSetLike = { coe := ConvexCone.carrier, coe_injective' := ⋯ }

@[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 ∈ s → c • x ∈ s} {h₂ : ∀ ⦃x : M⦄, x ∈ s → ∀ ⦃y : M⦄, y ∈ s → x + 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 ∈ s → c • x ∈ s} {h₂ : ∀ ⦃x : M⦄, x ∈ s → ∀ ⦃y : M⦄, y ∈ s → x + 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.instAddMemClass {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] :

AddMemClass (ConvexCone R M) M

instance ConvexCone.instMin {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] :

Min (ConvexCone R M)

Equations

ConvexCone.instMin = { min := fun (S T : ConvexCone R M) => { carrier := ↑S ∩ ↑T, smul_mem' := ⋯, add_mem' := ⋯ } }

@[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) :

↑(S ⊓ T) = ↑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 ∈ S ⊓ T ↔ 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] :

InfSet (ConvexCone R M)

Equations

ConvexCone.instInfSet = { sInf := fun (S : Set (ConvexCone R M)) => { carrier := ⋂ s ∈ S, ↑s, smul_mem' := ⋯, add_mem' := ⋯ } }

@[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) = ⋂ s ∈ S, ↑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 ↔ ∀ s ∈ S, 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 : ι → ConvexCone 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 : ι → ConvexCone 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] :

Bot (ConvexCone R M)

Equations

ConvexCone.instBot R = { bot := { carrier := ∅, smul_mem' := ⋯, add_mem' := ⋯ } }

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) :

(x ∈ ⊥) = False

@[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] :

Top (ConvexCone R M)

Equations

ConvexCone.instTop R = { top := { carrier := Set.univ, smul_mem' := ⋯, add_mem' := ⋯ } }

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] :

↑⊤ = Set.univ

instance ConvexCone.instCompleteLattice (R : Type u_2) {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] :

CompleteLattice (ConvexCone R M)

Equations

One or more equations did not get rendered due to their size.

instance ConvexCone.instInhabited (R : Type u_2) {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [SMul R M] :

Inhabited (ConvexCone R M)

Equations

ConvexCone.instInhabited R = { default := ⊥ }

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

ConvexCone.map f S = { carrier := ⇑f '' ↑S, smul_mem' := ⋯, add_mem' := ⋯ }

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 ↔ ∃ x ∈ S, 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) :

map LinearMap.id S = S

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

ConvexCone.comap f S = { carrier := ⇑f ⁻¹' ↑S, smul_mem' := ⋯, add_mem' := ⋯ }

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) :

comap LinearMap.id S = S

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) :

OrderedSMul 𝕜 M

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

S.Pointed = (0 ∈ S)

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

S.Blunt = (0 ∉ S)

Instances For

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

S.Pointed ↔ ¬S.Blunt

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

S.Blunt ↔ ¬S.Pointed

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) :

S.Pointed → T.Pointed

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.Blunt → T.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

S.Flat = ∃ x ∈ S, x ≠ 0 ∧ -x ∈ S

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

S.Salient = ∀ x ∈ S, x ≠ 0 → -x ∉ S

Instances For

theorem ConvexCone.salient_iff_not_flat {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommGroup M] [SMul R M] (S : ConvexCone R M) :

S.Salient ↔ ¬S.Flat

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.Flat → T.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) :

S.Salient → T.Salient

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.Blunt → S.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

S.toPartialOrder h₁ h₂ = { toPreorder := S.toPreorder h₁, le_antisymm := ⋯ }

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] :

Zero (ConvexCone R M)

Equations

ConvexCone.instZero = { zero := { carrier := 0, smul_mem' := ⋯, add_mem' := ⋯ } }

@[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

theorem ConvexCone.pointed_zero {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [Module R M] :

instance ConvexCone.instAdd {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [Module R M] :

Add (ConvexCone R M)

Equations

ConvexCone.instAdd = { add := fun (K₁ K₂ : ConvexCone R M) => { carrier := {z : M | ∃ x ∈ K₁, ∃ y ∈ K₂, x + y = z}, smul_mem' := ⋯, add_mem' := ⋯ } }

@[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 ↔ ∃ x ∈ K₁, ∃ y ∈ K₂, x + y = a

instance ConvexCone.instAddZeroClass {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [Module R M] :

AddZeroClass (ConvexCone R M)

Equations

ConvexCone.instAddZeroClass = { toZero := ConvexCone.instZero, toAdd := ConvexCone.instAdd, zero_add := ⋯, add_zero := ⋯ }

instance ConvexCone.instAddCommSemigroup {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [Module R M] :

AddCommSemigroup (ConvexCone R M)

Equations

ConvexCone.instAddCommSemigroup = { toAdd := ConvexCone.instAdd, add_assoc := ⋯, add_comm := ⋯ }

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

S.toConvexCone = { carrier := ↑S, smul_mem' := ⋯, add_mem' := ⋯ }

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} :

x ∈ S.toConvexCone ↔ x ∈ S

@[simp]

theorem Submodule.toConvexCone_le_iff {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [Module R M] {S T : Submodule R M} :

S.toConvexCone ≤ T.toConvexCone ↔ S ≤ T

@[simp]

theorem Submodule.toConvexCone_bot {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [Module R M] :

⊥.toConvexCone = 0

@[simp]

theorem Submodule.toConvexCone_top {R : Type u_2} {M : Type u_3} [Semiring R] [PartialOrder R] [IsOrderedRing R] [AddCommMonoid M] [Module R M] :

⊤.toConvexCone = ⊤

@[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) :

(S ⊓ T).toConvexCone = S.toConvexCone ⊓ T.toConvexCone

@[simp]

theorem Submodule.pointed_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.Pointed

Positive cone of an ordered module #

def ConvexCone.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] :

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

Equations

ConvexCone.positive R M = { carrier := Set.Ici 0, smul_mem' := ⋯, add_mem' := ⋯ }

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]

theorem ConvexCone.coe_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] :

↑(positive R M) = Set.Ici 0

theorem ConvexCone.salient_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] :

(positive R M).Salient

The positive cone of an ordered module is always salient.

theorem ConvexCone.pointed_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] :

(positive R M).Pointed

The positive cone of an ordered module is always pointed.

def ConvexCone.strictlyPositive (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] :

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

ConvexCone.strictlyPositive R M = { carrier := Set.Ioi 0, smul_mem' := ⋯, add_mem' := ⋯ }

Instances For

@[simp]

theorem ConvexCone.mem_strictlyPositive (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 ∈ strictlyPositive R M ↔ 0 < x

@[simp]

theorem ConvexCone.coe_strictlyPositive (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] :

↑(strictlyPositive R M) = Set.Ioi 0

theorem ConvexCone.positive_le_strictlyPositive (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] :

strictlyPositive R M ≤ positive R M

theorem ConvexCone.salient_strictlyPositive (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] :

(strictlyPositive R M).Salient

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

theorem ConvexCone.blunt_strictlyPositive (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] :

(strictlyPositive R M).Blunt

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 ∧ ∃ y ∈ s, 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}