let F be PartFunc of REAL ,REAL ; :: thesis: for X being set
for r being Real holds
( F is_convex_on X iff F - r is_convex_on X )
let X be set ; :: thesis: for r being Real holds
( F is_convex_on X iff F - r is_convex_on X )
let r be Real; :: thesis: ( F is_convex_on X iff F - r is_convex_on X )
A1:
dom F = dom (F - r)
by VALUED_1:3;
thus
( F is_convex_on X implies F - r is_convex_on X )
:: thesis: ( F - r is_convex_on X implies F is_convex_on X )proof
assume A2:
F is_convex_on X
;
:: thesis: F - r is_convex_on X
hence A3:
X c= dom (F - r)
by A1, Def13;
:: according to RFUNCT_3:def 13 :: thesis: for p being Real st 0 <= p & p <= 1 holds
for r, s being Real st r in X & s in X & (p * r) + ((1 - p) * s) in X holds
(F - r) . ((p * r) + ((1 - p) * s)) <= (p * ((F - r) . r)) + ((1 - p) * ((F - r) . s))
let p be
Real;
:: thesis: ( 0 <= p & p <= 1 implies for r, s being Real st r in X & s in X & (p * r) + ((1 - p) * s) in X holds
(F - r) . ((p * r) + ((1 - p) * s)) <= (p * ((F - r) . r)) + ((1 - p) * ((F - r) . s)) )
assume A4:
(
0 <= p &
p <= 1 )
;
:: thesis: for r, s being Real st r in X & s in X & (p * r) + ((1 - p) * s) in X holds
(F - r) . ((p * r) + ((1 - p) * s)) <= (p * ((F - r) . r)) + ((1 - p) * ((F - r) . s))
let x,
y be
Real;
:: thesis: ( x in X & y in X & (p * x) + ((1 - p) * y) in X implies (F - r) . ((p * x) + ((1 - p) * y)) <= (p * ((F - r) . x)) + ((1 - p) * ((F - r) . y)) )
assume A5:
(
x in X &
y in X &
(p * x) + ((1 - p) * y) in X )
;
:: thesis: (F - r) . ((p * x) + ((1 - p) * y)) <= (p * ((F - r) . x)) + ((1 - p) * ((F - r) . y))
then
F . ((p * x) + ((1 - p) * y)) <= (p * (F . x)) + ((1 - p) * (F . y))
by A2, A4, Def13;
then A6:
(F . ((p * x) + ((1 - p) * y))) - r <= ((p * (F . x)) + ((1 - p) * (F . y))) - r
by XREAL_1:11;
((p * (F . x)) + ((1 - p) * (F . y))) - r =
(p * ((F . x) - r)) + ((1 - p) * ((F . y) - r))
.=
(p * ((F - r) . x)) + ((1 - p) * ((F . y) - r))
by A1, A3, A5, VALUED_1:3
.=
(p * ((F - r) . x)) + ((1 - p) * ((F - r) . y))
by A1, A3, A5, VALUED_1:3
;
hence
(F - r) . ((p * x) + ((1 - p) * y)) <= (p * ((F - r) . x)) + ((1 - p) * ((F - r) . y))
by A1, A3, A5, A6, VALUED_1:3;
:: thesis: verum
end;
assume A7:
F - r is_convex_on X
; :: thesis: F is_convex_on X
hence A8:
X c= dom F
by A1, Def13; :: according to RFUNCT_3:def 13 :: thesis: for p being Real st 0 <= p & p <= 1 holds
for r, s being 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))
let p be Real; :: thesis: ( 0 <= p & p <= 1 implies for r, s being 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)) )
assume A9:
( 0 <= p & p <= 1 )
; :: thesis: for r, s being 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))
let x, y be Real; :: thesis: ( x in X & y in X & (p * x) + ((1 - p) * y) in X implies F . ((p * x) + ((1 - p) * y)) <= (p * (F . x)) + ((1 - p) * (F . y)) )
assume A10:
( x in X & y in X & (p * x) + ((1 - p) * y) in X )
; :: thesis: F . ((p * x) + ((1 - p) * y)) <= (p * (F . x)) + ((1 - p) * (F . y))
then
(F - r) . ((p * x) + ((1 - p) * y)) <= (p * ((F - r) . x)) + ((1 - p) * ((F - r) . y))
by A7, A9, Def13;
then A11:
(F . ((p * x) + ((1 - p) * y))) - r <= (p * ((F - r) . x)) + ((1 - p) * ((F - r) . y))
by A8, A10, VALUED_1:3;
(p * ((F - r) . x)) + ((1 - p) * ((F - r) . y)) =
(p * ((F - r) . x)) + ((1 - p) * ((F . y) - r))
by A8, A10, VALUED_1:3
.=
(p * ((F . x) - r)) + (((1 - p) * (F . y)) - ((1 - p) * r))
by A8, A10, VALUED_1:3
.=
((p * (F . x)) + ((1 - p) * (F . y))) - r
;
hence
F . ((p * x) + ((1 - p) * y)) <= (p * (F . x)) + ((1 - p) * (F . y))
by A11, XREAL_1:11; :: thesis: verum