let X be RealLinearSpace; for f being Function of the carrier of X,ExtREAL st ( for x being VECTOR of X holds f . x <> -infty ) holds
( f is convex iff for n being non zero Element of NAT
for p being FinSequence of REAL
for F being FinSequence of ExtREAL
for y, z being FinSequence of the carrier of X st len p = n & len F = n & len y = n & len z = n & Sum p = 1 & ( for i being Element of NAT st i in Seg n holds
( p . i >= 0 & z . i = (p . i) * (y /. i) & F . i = (p . i) * (f . (y /. i)) ) ) holds
f . (Sum z) <= Sum F )
let f be Function of the carrier of X,ExtREAL; ( ( for x being VECTOR of X holds f . x <> -infty ) implies ( f is convex iff for n being non zero Element of NAT
for p being FinSequence of REAL
for F being FinSequence of ExtREAL
for y, z being FinSequence of the carrier of X st len p = n & len F = n & len y = n & len z = n & Sum p = 1 & ( for i being Element of NAT st i in Seg n holds
( p . i >= 0 & z . i = (p . i) * (y /. i) & F . i = (p . i) * (f . (y /. i)) ) ) holds
f . (Sum z) <= Sum F ) )
assume A1:
for x being VECTOR of X holds f . x <> -infty
; ( f is convex iff for n being non zero Element of NAT
for p being FinSequence of REAL
for F being FinSequence of ExtREAL
for y, z being FinSequence of the carrier of X st len p = n & len F = n & len y = n & len z = n & Sum p = 1 & ( for i being Element of NAT st i in Seg n holds
( p . i >= 0 & z . i = (p . i) * (y /. i) & F . i = (p . i) * (f . (y /. i)) ) ) holds
f . (Sum z) <= Sum F )
thus
( f is convex implies for n being non zero Element of NAT
for p being FinSequence of REAL
for F being FinSequence of ExtREAL
for y, z being FinSequence of the carrier of X st len p = n & len F = n & len y = n & len z = n & Sum p = 1 & ( for i being Element of NAT st i in Seg n holds
( p . i >= 0 & z . i = (p . i) * (y /. i) & F . i = (p . i) * (f . (y /. i)) ) ) holds
f . (Sum z) <= Sum F )
( ( for n being non zero Element of NAT
for p being FinSequence of REAL
for F being FinSequence of ExtREAL
for y, z being FinSequence of the carrier of X st len p = n & len F = n & len y = n & len z = n & Sum p = 1 & ( for i being Element of NAT st i in Seg n holds
( p . i >= 0 & z . i = (p . i) * (y /. i) & F . i = (p . i) * (f . (y /. i)) ) ) holds
f . (Sum z) <= Sum F ) implies f is convex )proof
assume A2:
f is
convex
;
for n being non zero Element of NAT
for p being FinSequence of REAL
for F being FinSequence of ExtREAL
for y, z being FinSequence of the carrier of X st len p = n & len F = n & len y = n & len z = n & Sum p = 1 & ( for i being Element of NAT st i in Seg n holds
( p . i >= 0 & z . i = (p . i) * (y /. i) & F . i = (p . i) * (f . (y /. i)) ) ) holds
f . (Sum z) <= Sum F
let n be non
zero Element of
NAT ;
for p being FinSequence of REAL
for F being FinSequence of ExtREAL
for y, z being FinSequence of the carrier of X st len p = n & len F = n & len y = n & len z = n & Sum p = 1 & ( for i being Element of NAT st i in Seg n holds
( p . i >= 0 & z . i = (p . i) * (y /. i) & F . i = (p . i) * (f . (y /. i)) ) ) holds
f . (Sum z) <= Sum Flet p be
FinSequence of
REAL ;
for F being FinSequence of ExtREAL
for y, z being FinSequence of the carrier of X st len p = n & len F = n & len y = n & len z = n & Sum p = 1 & ( for i being Element of NAT st i in Seg n holds
( p . i >= 0 & z . i = (p . i) * (y /. i) & F . i = (p . i) * (f . (y /. i)) ) ) holds
f . (Sum z) <= Sum Flet F be
FinSequence of
ExtREAL ;
for y, z being FinSequence of the carrier of X st len p = n & len F = n & len y = n & len z = n & Sum p = 1 & ( for i being Element of NAT st i in Seg n holds
( p . i >= 0 & z . i = (p . i) * (y /. i) & F . i = (p . i) * (f . (y /. i)) ) ) holds
f . (Sum z) <= Sum Flet y,
z be
FinSequence of the
carrier of
X;
( len p = n & len F = n & len y = n & len z = n & Sum p = 1 & ( for i being Element of NAT st i in Seg n holds
( p . i >= 0 & z . i = (p . i) * (y /. i) & F . i = (p . i) * (f . (y /. i)) ) ) implies f . (Sum z) <= Sum F )
assume that A3:
len p = n
and A4:
len F = n
and A5:
len y = n
and A6:
len z = n
and A7:
Sum p = 1
and A8:
for
i being
Element of
NAT st
i in Seg n holds
(
p . i >= 0 &
z . i = (p . i) * (y /. i) &
F . i = (p . i) * (f . (y /. i)) )
;
f . (Sum z) <= Sum F
consider s being
Permutation of
(dom p),
k being
Element of
NAT such that A9:
for
i being
Element of
NAT st
i in dom p holds
(
i in Seg k iff
p . (s . i) <> 0 )
by Lm14;
A10:
dom p = Seg n
by A3, FINSEQ_1:def 3;
then reconsider s1 =
s as
FinSequence of
Seg n by FINSEQ_2:25;
A11:
dom F = Seg n
by A4, FINSEQ_1:def 3;
then A12:
F is
Function of
(Seg n),
ExtREAL
by FINSEQ_2:26;
then reconsider F9 =
F * s1 as
FinSequence of
ExtREAL by FINSEQ_2:32;
A13:
F9 = (F9 | k) ^ (F9 /^ k)
by RFINSEQ:8;
A14:
for
i being
Element of
NAT st 1
<= i &
i <= n - k holds
(
i + k in Seg n &
p . (s . (i + k)) = 0 )
A20:
dom z = Seg n
by A6, FINSEQ_1:def 3;
then A21:
z is
Function of
(Seg n), the
carrier of
X
by FINSEQ_2:26;
then reconsider z9 =
z * s1 as
FinSequence of the
carrier of
X by FINSEQ_2:32;
dom s = Seg n
by A10, FUNCT_2:def 1;
then A22:
len s1 = n
by FINSEQ_1:def 3;
then A23:
len z9 = n
by A21, FINSEQ_2:33;
A24:
Sum (z9 /^ k) = 0. X
proof
per cases
( k >= n or k < n )
;
suppose A25:
k < n
;
Sum (z9 /^ k) = 0. X
for
w being
object st
w in rng (z9 /^ k) holds
w in {(0. X)}
proof
reconsider k1 =
n - k as
Element of
NAT by A25, INT_1:5;
let w be
object ;
( w in rng (z9 /^ k) implies w in {(0. X)} )
assume
w in rng (z9 /^ k)
;
w in {(0. X)}
then consider i being
object such that A26:
i in dom (z9 /^ k)
and A27:
(z9 /^ k) . i = w
by FUNCT_1:def 3;
reconsider i =
i as
Element of
NAT by A26;
len (z9 /^ k) = k1
by A23, A25, RFINSEQ:def 1;
then A28:
i in Seg k1
by A26, FINSEQ_1:def 3;
then A29:
1
<= i
by FINSEQ_1:1;
A30:
i <= n - k
by A28, FINSEQ_1:1;
then
s . (i + k) in Seg n
by A10, A14, A29, FUNCT_2:5;
then
z . (s . (i + k)) = (p . (s . (i + k))) * (y /. (s . (i + k)))
by A8;
then A31:
z . (s . (i + k)) = 0. X
by A14, A29, A30, RLVECT_1:10;
i + k in Seg n
by A14, A29, A30;
then
i + k in dom z9
by A23, FINSEQ_1:def 3;
then
z9 . (i + k) = 0. X
by A31, FUNCT_1:12;
then
w = 0. X
by A23, A25, A26, A27, RFINSEQ:def 1;
hence
w in {(0. X)}
by TARSKI:def 1;
verum
end; then
rng (z9 /^ k) c= {(0. X)}
by TARSKI:def 3;
hence
Sum (z9 /^ k) = 0. X
by Lm11;
verum end; end;
end;
A32:
p is
Function of
(Seg n),
REAL
by A10, FINSEQ_2:26;
then reconsider p9 =
p * s1 as
FinSequence of
REAL by FINSEQ_2:32;
set k9 =
min (
k,
n);
reconsider k9 =
min (
k,
n) as
Element of
NAT ;
p9 = (p9 | k) ^ (p9 /^ k)
by RFINSEQ:8;
then A33:
Sum p9 = (Sum (p9 | k)) + (Sum (p9 /^ k))
by RVSUM_1:75;
A34:
len F9 = n
by A22, A12, FINSEQ_2:33;
A35:
Sum (F9 /^ k) = 0.
proof
per cases
( k >= n or k < n )
;
suppose A36:
k < n
;
Sum (F9 /^ k) = 0.
for
w being
object st
w in rng (F9 /^ k) holds
w in {0.}
proof
reconsider k1 =
n - k as
Element of
NAT by A36, INT_1:5;
let w be
object ;
( w in rng (F9 /^ k) implies w in {0.} )
assume
w in rng (F9 /^ k)
;
w in {0.}
then consider i being
object such that A37:
i in dom (F9 /^ k)
and A38:
(F9 /^ k) . i = w
by FUNCT_1:def 3;
reconsider i =
i as
Element of
NAT by A37;
len (F9 /^ k) = k1
by A34, A36, RFINSEQ:def 1;
then A39:
i in Seg k1
by A37, FINSEQ_1:def 3;
then A40:
1
<= i
by FINSEQ_1:1;
A41:
i <= n - k
by A39, FINSEQ_1:1;
then A42:
p . (s . (i + k)) = 0
by A14, A40;
i + k in Seg n
by A14, A40, A41;
then A43:
i + k in dom F9
by A34, FINSEQ_1:def 3;
s . (i + k) in Seg n
by A10, A14, A40, A41, FUNCT_2:5;
then
F . (s . (i + k)) = 0 * (f . (y /. (s . (i + k))))
by A8, A42;
then
F9 . (i + k) = 0.
by A43, FUNCT_1:12;
then
w = 0.
by A34, A36, A37, A38, RFINSEQ:def 1;
hence
w in {0.}
by TARSKI:def 1;
verum
end; then
rng (F9 /^ k) c= {0.}
by TARSKI:def 3;
hence
Sum (F9 /^ k) = 0.
by Lm9;
verum end; end;
end;
A44:
F9 | k = F9 | (Seg k)
by FINSEQ_1:def 16;
then A45:
len (F9 | k) = k9
by A34, FINSEQ_2:21;
for
i being
Element of
NAT st
i in Seg n holds
(
p . i >= 0 &
F . i = (p . i) * (f . (y /. i)) )
by A8;
then A46:
not
-infty in rng F
by A1, A4, Lm13;
then
not
-infty in rng F9
by FUNCT_1:14;
then A47:
not
-infty in (rng (F9 | k)) \/ (rng (F9 /^ k))
by A13, FINSEQ_1:31;
then A48:
not
-infty in rng (F9 /^ k)
by XBOOLE_0:def 3;
A49:
z9 | k = z9 | (Seg k)
by FINSEQ_1:def 16;
then A50:
len (z9 | k) = k9
by A23, FINSEQ_2:21;
A51:
len p9 = n
by A22, A32, FINSEQ_2:33;
A52:
Sum (p9 /^ k) = 0
proof
per cases
( k >= n or k < n )
;
suppose A53:
k < n
;
Sum (p9 /^ k) = 0
for
w being
object st
w in rng (p9 /^ k) holds
w in {0}
proof
reconsider k1 =
n - k as
Element of
NAT by A53, INT_1:5;
let w be
object ;
( w in rng (p9 /^ k) implies w in {0} )
assume
w in rng (p9 /^ k)
;
w in {0}
then consider i being
object such that A54:
i in dom (p9 /^ k)
and A55:
(p9 /^ k) . i = w
by FUNCT_1:def 3;
reconsider i =
i as
Element of
NAT by A54;
len (p9 /^ k) = k1
by A51, A53, RFINSEQ:def 1;
then A56:
i in Seg k1
by A54, FINSEQ_1:def 3;
then A57:
1
<= i
by FINSEQ_1:1;
A58:
i <= n - k
by A56, FINSEQ_1:1;
then
i + k in Seg n
by A14, A57;
then A59:
i + k in dom p9
by A51, FINSEQ_1:def 3;
p . (s . (i + k)) = 0
by A14, A57, A58;
then
p9 . (i + k) = 0
by A59, FUNCT_1:12;
then
w = 0
by A51, A53, A54, A55, RFINSEQ:def 1;
hence
w in {0}
by TARSKI:def 1;
verum
end; then
rng (p9 /^ k) c= {0}
by TARSKI:def 3;
hence
Sum (p9 /^ k) = 0
by Lm10;
verum end; end;
end;
A60:
p9 | k = p9 | (Seg k)
by FINSEQ_1:def 16;
then A61:
len (p9 | k) = k9
by A51, FINSEQ_2:21;
not
-infty in rng (F9 | k)
by A47, XBOOLE_0:def 3;
then A62:
Sum F9 = (Sum (F9 | k)) + (Sum (F9 /^ k))
by A13, A48, EXTREAL1:10;
Sum F9 = Sum F
by A10, A11, A46, EXTREAL1:11;
then A63:
Sum (F9 | k) = Sum F
by A62, A35, XXREAL_3:4;
z9 = (z9 | k) ^ (z9 /^ k)
by RFINSEQ:8;
then A64:
Sum z9 = (Sum (z9 | k)) + (Sum (z9 /^ k))
by RLVECT_1:41;
Sum z9 = Sum z
by A10, A20, RLVECT_2:7;
then A65:
Sum (z9 | k) = Sum z
by A64, A24;
A66:
dom y = Seg n
by A5, FINSEQ_1:def 3;
then A67:
y is
Function of
(Seg n), the
carrier of
X
by FINSEQ_2:26;
then reconsider y9 =
y * s1 as
FinSequence of the
carrier of
X by FINSEQ_2:32;
A68:
y9 | k = y9 | (Seg k)
by FINSEQ_1:def 16;
len y9 = n
by A22, A67, FINSEQ_2:33;
then A69:
len (y9 | k) = k9
by A68, FINSEQ_2:21;
A70:
p9,
p are_fiberwise_equipotent
by RFINSEQ:4;
then
p9 | k <> {}
by A7, A33, A52, RFINSEQ:9, RVSUM_1:72;
then reconsider k9 =
k9 as non
zero Element of
NAT by A61;
A71:
for
i being
Element of
NAT st
i in Seg k9 holds
(
(p9 | k) . i > 0 &
(z9 | k) . i = ((p9 | k) . i) * ((y9 | k) /. i) &
(F9 | k) . i = ((p9 | k) . i) * (f . ((y9 | k) /. i)) )
proof
let i be
Element of
NAT ;
( i in Seg k9 implies ( (p9 | k) . i > 0 & (z9 | k) . i = ((p9 | k) . i) * ((y9 | k) /. i) & (F9 | k) . i = ((p9 | k) . i) * (f . ((y9 | k) /. i)) ) )
assume A72:
i in Seg k9
;
( (p9 | k) . i > 0 & (z9 | k) . i = ((p9 | k) . i) * ((y9 | k) /. i) & (F9 | k) . i = ((p9 | k) . i) * (f . ((y9 | k) /. i)) )
then A73:
i in dom (p9 | k)
by A61, FINSEQ_1:def 3;
then A74:
(p9 | k) /. i = p9 /. i
by FINSEQ_4:70;
dom (p9 | k) = (dom p9) /\ (Seg k)
by A60, RELAT_1:61;
then A75:
i in dom p9
by A73, XBOOLE_0:def 4;
then A76:
p9 . i = p . (s . i)
by FUNCT_1:12;
p9 /. i = p9 . i
by A75, PARTFUN1:def 6;
then A77:
(p9 | k) . i = p . (s . i)
by A73, A74, A76, PARTFUN1:def 6;
A78:
i in dom (y9 | k)
by A69, A72, FINSEQ_1:def 3;
then A79:
(y9 | k) /. i = y9 /. i
by FINSEQ_4:70;
dom (y9 | k) = (dom y9) /\ (Seg k)
by A68, RELAT_1:61;
then A80:
i in dom y9
by A78, XBOOLE_0:def 4;
then A81:
y9 . i = y . (s . i)
by FUNCT_1:12;
A82:
i in dom (F9 | k)
by A45, A72, FINSEQ_1:def 3;
then A83:
(F9 | k) /. i = F9 /. i
by FINSEQ_4:70;
dom (F9 | k) = (dom F9) /\ (Seg k)
by A44, RELAT_1:61;
then A84:
i in dom F9
by A82, XBOOLE_0:def 4;
then A85:
F9 . i = F . (s . i)
by FUNCT_1:12;
F9 /. i = F9 . i
by A84, PARTFUN1:def 6;
then A86:
(F9 | k) . i = F . (s . i)
by A82, A83, A85, PARTFUN1:def 6;
A87:
i in dom (z9 | k)
by A50, A72, FINSEQ_1:def 3;
then A88:
(z9 | k) /. i = z9 /. i
by FINSEQ_4:70;
dom (z9 | k) = (dom z9) /\ (Seg k)
by A49, RELAT_1:61;
then A89:
i in dom z9
by A87, XBOOLE_0:def 4;
then A90:
z9 . i = z . (s . i)
by FUNCT_1:12;
z9 /. i = z9 . i
by A89, PARTFUN1:def 6;
then A91:
(z9 | k) . i = z . (s . i)
by A87, A88, A90, PARTFUN1:def 6;
A92:
i in Seg n
by A51, A75, FINSEQ_1:def 3;
k9 <= k
by XXREAL_0:17;
then
Seg k9 c= Seg k
by FINSEQ_1:5;
then A93:
p . (s . i) <> 0
by A9, A10, A72, A92;
y9 /. i = y9 . i
by A80, PARTFUN1:def 6;
then A94:
(y9 | k) /. i = y /. (s . i)
by A10, A66, A79, A81, A92, FUNCT_2:5, PARTFUN1:def 6;
s . i in Seg n
by A10, A92, FUNCT_2:5;
hence
(
(p9 | k) . i > 0 &
(z9 | k) . i = ((p9 | k) . i) * ((y9 | k) /. i) &
(F9 | k) . i = ((p9 | k) . i) * (f . ((y9 | k) /. i)) )
by A8, A77, A94, A91, A86, A93;
verum
end;
Sum (p9 | k) = 1
by A7, A33, A52, A70, RFINSEQ:9;
hence
f . (Sum z) <= Sum F
by A1, A2, A65, A63, A61, A69, A50, A45, A71, Th8;
verum
end;
thus
( ( for n being non zero Element of NAT
for p being FinSequence of REAL
for F being FinSequence of ExtREAL
for y, z being FinSequence of the carrier of X st len p = n & len F = n & len y = n & len z = n & Sum p = 1 & ( for i being Element of NAT st i in Seg n holds
( p . i >= 0 & z . i = (p . i) * (y /. i) & F . i = (p . i) * (f . (y /. i)) ) ) holds
f . (Sum z) <= Sum F ) implies f is convex )
verum