let F be PartFunc of REAL,REAL; 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 ; for r being Real holds
( F is_convex_on X iff F - r is_convex_on X )
let r be Real; ( 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 )
( F - r is_convex_on X implies F is_convex_on X )proof
assume A2:
F is_convex_on X
;
F - r is_convex_on X
hence A3:
X c= dom (F - r)
by A1, Def13;
RFUNCT_3:def 12 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;
( 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 )
;
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;
( 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 that A5:
x in X
and A6:
y in X
and A7:
(p * x) + ((1 - p) * y) in X
;
(F - r) . ((p * x) + ((1 - p) * y)) <= (p * ((F - r) . x)) + ((1 - p) * ((F - r) . y))
F . ((p * x) + ((1 - p) * y)) <= (p * (F . x)) + ((1 - p) * (F . y))
by A2, A4, A5, A6, A7, Def13;
then A8:
(F . ((p * x) + ((1 - p) * y))) - r <= ((p * (F . x)) + ((1 - p) * (F . y))) - r
by XREAL_1:9;
((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, A6, VALUED_1:3
;
hence
(F - r) . ((p * x) + ((1 - p) * y)) <= (p * ((F - r) . x)) + ((1 - p) * ((F - r) . y))
by A1, A3, A7, A8, VALUED_1:3;
verum
end;
assume A9:
F - r is_convex_on X
; F is_convex_on X
hence A10:
X c= dom F
by A1, Def13; RFUNCT_3:def 12 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; ( 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 A11:
( 0 <= p & p <= 1 )
; 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; ( 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 that
A12:
x in X
and
A13:
y in X
and
A14:
(p * x) + ((1 - p) * y) in X
; F . ((p * x) + ((1 - p) * y)) <= (p * (F . x)) + ((1 - p) * (F . y))
(F - r) . ((p * x) + ((1 - p) * y)) <= (p * ((F - r) . x)) + ((1 - p) * ((F - r) . y))
by A9, A11, A12, A13, A14, Def13;
then A15:
(F . ((p * x) + ((1 - p) * y))) - r <= (p * ((F - r) . x)) + ((1 - p) * ((F - r) . y))
by A10, A14, VALUED_1:3;
(p * ((F - r) . x)) + ((1 - p) * ((F - r) . y)) =
(p * ((F - r) . x)) + ((1 - p) * ((F . y) - r))
by A10, A13, VALUED_1:3
.=
(p * ((F . x) - r)) + (((1 - p) * (F . y)) - ((1 - p) * r))
by A10, A12, 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 A15, XREAL_1:9; verum