let f be PartFunc of REAL,REAL; for X being set holds
( f is_strictly_convex_on X iff ( X c= dom f & ( for a, b, r being Real st a in X & b in X & r in X & a < r & r < b holds
( ((f . r) - (f . a)) / (r - a) < ((f . b) - (f . a)) / (b - a) & ((f . b) - (f . a)) / (b - a) < ((f . b) - (f . r)) / (b - r) ) ) ) )
let X be set ; ( f is_strictly_convex_on X iff ( X c= dom f & ( for a, b, r being Real st a in X & b in X & r in X & a < r & r < b holds
( ((f . r) - (f . a)) / (r - a) < ((f . b) - (f . a)) / (b - a) & ((f . b) - (f . a)) / (b - a) < ((f . b) - (f . r)) / (b - r) ) ) ) )
A1:
( X c= dom f & ( for a, b, r being Real st a in X & b in X & r in X & a < r & r < b holds
( ((f . r) - (f . a)) / (r - a) < ((f . b) - (f . a)) / (b - a) & ((f . b) - (f . a)) / (b - a) < ((f . b) - (f . r)) / (b - r) ) ) implies f is_strictly_convex_on X )
proof
assume that A2:
X c= dom f
and A3:
for
a,
b,
r being
Real st
a in X &
b in X &
r in X &
a < r &
r < b holds
(
((f . r) - (f . a)) / (r - a) < ((f . b) - (f . a)) / (b - a) &
((f . b) - (f . a)) / (b - a) < ((f . b) - (f . r)) / (b - r) )
;
f is_strictly_convex_on X
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 &
r <> s holds
f . ((p * r) + ((1 - p) * s)) < (p * (f . r)) + ((1 - p) * (f . s))
proof
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 & r <> s holds
f . ((p * r) + ((1 - p) * s)) < (p * (f . r)) + ((1 - p) * (f . s)) )
assume that A4:
0 < p
and A5:
p < 1
;
for r, s being Real st r in X & s in X & (p * r) + ((1 - p) * s) in X & r <> s holds
f . ((p * r) + ((1 - p) * s)) < (p * (f . r)) + ((1 - p) * (f . s))
A6:
1
- p > 0
by A5, XREAL_1:50;
for
s,
t being
Real st
s in X &
t in X &
(p * s) + ((1 - p) * t) in X &
s <> t holds
f . ((p * s) + ((1 - p) * t)) < (p * (f . s)) + ((1 - p) * (f . t))
proof
let s,
t be
Real;
( s in X & t in X & (p * s) + ((1 - p) * t) in X & s <> t implies f . ((p * s) + ((1 - p) * t)) < (p * (f . s)) + ((1 - p) * (f . t)) )
assume that A7:
(
s in X &
t in X &
(p * s) + ((1 - p) * t) in X )
and A8:
s <> t
;
f . ((p * s) + ((1 - p) * t)) < (p * (f . s)) + ((1 - p) * (f . t))
now f . ((p * s) + ((1 - p) * t)) < (p * (f . s)) + ((1 - p) * (f . t))per cases
( s < t or s > t )
by A8, XXREAL_0:1;
suppose
s < t
;
f . ((p * s) + ((1 - p) * t)) < (p * (f . s)) + ((1 - p) * (f . t))then A9:
t - s > 0
by XREAL_1:50;
((p * s) + ((1 - p) * t)) - s = (1 - p) * (t - s)
;
then A10:
((p * s) + ((1 - p) * t)) - s > 0
by A6, A9, XREAL_1:129;
then A11:
(p * s) + ((1 - p) * t) > s
by XREAL_1:47;
A12:
(
(((f . ((p * s) + ((1 - p) * t))) - (f . s)) * (t - s)) * p = (p * ((t - s) * (f . ((p * s) + ((1 - p) * t))))) - (p * ((t - s) * (f . s))) &
(((f . t) - (f . ((p * s) + ((1 - p) * t)))) * (t - s)) * (1 - p) = ((1 - p) * ((t - s) * (f . t))) - ((1 - p) * ((t - s) * (f . ((p * s) + ((1 - p) * t))))) )
;
t - ((p * s) + ((1 - p) * t)) = p * (t - s)
;
then A13:
t - ((p * s) + ((1 - p) * t)) > 0
by A4, A9, XREAL_1:129;
then
(p * s) + ((1 - p) * t) < t
by XREAL_1:47;
then
(
((f . ((p * s) + ((1 - p) * t))) - (f . s)) / (((p * s) + ((1 - p) * t)) - s) < ((f . t) - (f . s)) / (t - s) &
((f . t) - (f . s)) / (t - s) < ((f . t) - (f . ((p * s) + ((1 - p) * t)))) / (t - ((p * s) + ((1 - p) * t))) )
by A3, A7, A11;
then
((f . ((p * s) + ((1 - p) * t))) - (f . s)) / (((p * s) + ((1 - p) * t)) - s) < ((f . t) - (f . ((p * s) + ((1 - p) * t)))) / (t - ((p * s) + ((1 - p) * t)))
by XXREAL_0:2;
then
((f . ((p * s) + ((1 - p) * t))) - (f . s)) * (t - ((p * s) + ((1 - p) * t))) < ((f . t) - (f . ((p * s) + ((1 - p) * t)))) * (((p * s) + ((1 - p) * t)) - s)
by A13, A10, XREAL_1:102;
then
(p * ((t - s) * (f . ((p * s) + ((1 - p) * t))))) + ((1 - p) * ((t - s) * (f . ((p * s) + ((1 - p) * t))))) < ((1 - p) * ((t - s) * (f . t))) + (p * ((t - s) * (f . s)))
by A12, XREAL_1:21;
then
f . ((p * s) + ((1 - p) * t)) < ((((1 - p) * (f . t)) * (t - s)) + ((p * (f . s)) * (t - s))) / (t - s)
by A9, XREAL_1:81;
then
f . ((p * s) + ((1 - p) * t)) < ((((1 - p) * (f . t)) * (t - s)) / (t - s)) + (((p * (f . s)) * (t - s)) / (t - s))
by XCMPLX_1:62;
then
f . ((p * s) + ((1 - p) * t)) < ((1 - p) * (f . t)) + (((p * (f . s)) * (t - s)) / (t - s))
by A9, XCMPLX_1:89;
hence
f . ((p * s) + ((1 - p) * t)) < (p * (f . s)) + ((1 - p) * (f . t))
by A9, XCMPLX_1:89;
verum end; suppose
s > t
;
f . ((p * s) + ((1 - p) * t)) < (p * (f . s)) + ((1 - p) * (f . t))then A14:
s - t > 0
by XREAL_1:50;
((p * s) + ((1 - p) * t)) - t = p * (s - t)
;
then A15:
((p * s) + ((1 - p) * t)) - t > 0
by A4, A14, XREAL_1:129;
then A16:
(p * s) + ((1 - p) * t) > t
by XREAL_1:47;
A17:
(
(((f . ((p * s) + ((1 - p) * t))) - (f . t)) * (s - t)) * (1 - p) = ((1 - p) * ((s - t) * (f . ((p * s) + ((1 - p) * t))))) - ((1 - p) * ((s - t) * (f . t))) &
(((f . s) - (f . ((p * s) + ((1 - p) * t)))) * (s - t)) * p = (p * ((s - t) * (f . s))) - (p * ((s - t) * (f . ((p * s) + ((1 - p) * t))))) )
;
s - ((p * s) + ((1 - p) * t)) = (1 - p) * (s - t)
;
then A18:
s - ((p * s) + ((1 - p) * t)) > 0
by A6, A14, XREAL_1:129;
then
(p * s) + ((1 - p) * t) < s
by XREAL_1:47;
then
(
((f . ((p * s) + ((1 - p) * t))) - (f . t)) / (((p * s) + ((1 - p) * t)) - t) < ((f . s) - (f . t)) / (s - t) &
((f . s) - (f . t)) / (s - t) < ((f . s) - (f . ((p * s) + ((1 - p) * t)))) / (s - ((p * s) + ((1 - p) * t))) )
by A3, A7, A16;
then
((f . ((p * s) + ((1 - p) * t))) - (f . t)) / (((p * s) + ((1 - p) * t)) - t) < ((f . s) - (f . ((p * s) + ((1 - p) * t)))) / (s - ((p * s) + ((1 - p) * t)))
by XXREAL_0:2;
then
((f . ((p * s) + ((1 - p) * t))) - (f . t)) * (s - ((p * s) + ((1 - p) * t))) < ((f . s) - (f . ((p * s) + ((1 - p) * t)))) * (((p * s) + ((1 - p) * t)) - t)
by A18, A15, XREAL_1:102;
then
((1 - p) * ((s - t) * (f . ((p * s) + ((1 - p) * t))))) + (p * ((s - t) * (f . ((p * s) + ((1 - p) * t))))) < (p * ((s - t) * (f . s))) + ((1 - p) * ((s - t) * (f . t)))
by A17, XREAL_1:21;
then
f . ((p * s) + ((1 - p) * t)) < (((p * (f . s)) * (s - t)) + (((1 - p) * (f . t)) * (s - t))) / (s - t)
by A14, XREAL_1:81;
then
f . ((p * s) + ((1 - p) * t)) < (((p * (f . s)) * (s - t)) / (s - t)) + ((((1 - p) * (f . t)) * (s - t)) / (s - t))
by XCMPLX_1:62;
then
f . ((p * s) + ((1 - p) * t)) < (p * (f . s)) + ((((1 - p) * (f . t)) * (s - t)) / (s - t))
by A14, XCMPLX_1:89;
hence
f . ((p * s) + ((1 - p) * t)) < (p * (f . s)) + ((1 - p) * (f . t))
by A14, XCMPLX_1:89;
verum end; end; end;
hence
f . ((p * s) + ((1 - p) * t)) < (p * (f . s)) + ((1 - p) * (f . t))
;
verum
end;
hence
for
r,
s being
Real st
r in X &
s in X &
(p * r) + ((1 - p) * s) in X &
r <> s holds
f . ((p * r) + ((1 - p) * s)) < (p * (f . r)) + ((1 - p) * (f . s))
;
verum
end;
hence
f is_strictly_convex_on X
by A2;
verum
end;
( f is_strictly_convex_on X implies ( X c= dom f & ( for a, b, r being Real st a in X & b in X & r in X & a < r & r < b holds
( ((f . r) - (f . a)) / (r - a) < ((f . b) - (f . a)) / (b - a) & ((f . b) - (f . a)) / (b - a) < ((f . b) - (f . r)) / (b - r) ) ) ) )
proof
assume A19:
f is_strictly_convex_on X
;
( X c= dom f & ( for a, b, r being Real st a in X & b in X & r in X & a < r & r < b holds
( ((f . r) - (f . a)) / (r - a) < ((f . b) - (f . a)) / (b - a) & ((f . b) - (f . a)) / (b - a) < ((f . b) - (f . r)) / (b - r) ) ) )
for
a,
b,
r being
Real st
a in X &
b in X &
r in X &
a < r &
r < b holds
(
((f . r) - (f . a)) / (r - a) < ((f . b) - (f . a)) / (b - a) &
((f . b) - (f . a)) / (b - a) < ((f . b) - (f . r)) / (b - r) )
proof
let a,
b,
r be
Real;
( a in X & b in X & r in X & a < r & r < b implies ( ((f . r) - (f . a)) / (r - a) < ((f . b) - (f . a)) / (b - a) & ((f . b) - (f . a)) / (b - a) < ((f . b) - (f . r)) / (b - r) ) )
assume that A20:
(
a in X &
b in X &
r in X )
and A21:
a < r
and A22:
r < b
;
( ((f . r) - (f . a)) / (r - a) < ((f . b) - (f . a)) / (b - a) & ((f . b) - (f . a)) / (b - a) < ((f . b) - (f . r)) / (b - r) )
reconsider p =
(b - r) / (b - a) as
Real ;
reconsider aa =
a,
bb =
b as
Real ;
A23:
(
b - r < b - a &
0 < b - r )
by A21, A22, XREAL_1:10, XREAL_1:50;
A24:
p + ((r - a) / (b - a)) =
((b - r) + (r - a)) / (b - a)
by XCMPLX_1:62
.=
1
by A23, XCMPLX_1:60
;
then (p * a) + ((1 - p) * b) =
((a * (b - r)) / (b - a)) + (b * ((r - a) / (b - a)))
by XCMPLX_1:74
.=
((a * (b - r)) / (b - a)) + ((b * (r - a)) / (b - a))
by XCMPLX_1:74
.=
(((b * a) - (r * a)) + ((r - a) * b)) / (b - a)
by XCMPLX_1:62
.=
(r * (b - a)) / (b - a)
;
then A25:
(p * a) + ((1 - p) * b) = r
by A23, XCMPLX_1:89;
(
0 < (b - r) / (b - a) &
(bb - r) / (bb - aa) < 1 )
by A23, XREAL_1:139, XREAL_1:189;
then A26:
f . r < (p * (f . a)) + ((1 - p) * (f . b))
by A19, A20, A21, A22, A25;
A27:
0 < r - a
by A21, XREAL_1:50;
A28:
((p * (f . a)) + ((1 - p) * (f . b))) * (b - a) =
(((b - a) * p) * (f . a)) + ((b - a) * ((1 - p) * (f . b)))
.=
((((b - a) * (b - r)) / (b - a)) * (f . a)) + (((b - a) * ((r - a) / (b - a))) * (f . b))
by A24, XCMPLX_1:74
.=
((((b - r) * (b - a)) / (b - a)) * (f . a)) + ((((b - a) * (r - a)) / (b - a)) * (f . b))
by XCMPLX_1:74
.=
(((b - r) * ((b - a) / (b - a))) * (f . a)) + ((((b - a) * (r - a)) / (b - a)) * (f . b))
by XCMPLX_1:74
.=
(((b - r) * 1) * (f . a)) + ((((r - a) * (b - a)) / (b - a)) * (f . b))
by A23, XCMPLX_1:60
.=
((b - r) * (f . a)) + (((r - a) * ((b - a) / (b - a))) * (f . b))
by XCMPLX_1:74
.=
((b - r) * (f . a)) + (((r - a) * 1) * (f . b))
by A23, XCMPLX_1:60
;
then
(f . r) * (b - a) < ((b - a) * (f . a)) + (((r - a) * (f . b)) - ((r - a) * (f . a)))
by A23, A26, XREAL_1:68;
then
((f . r) * (b - a)) - ((b - a) * (f . a)) < ((r - a) * (f . b)) - ((r - a) * (f . a))
by XREAL_1:19;
then
(b - a) * ((f . r) - (f . a)) < (r - a) * ((f . b) - (f . a))
;
hence
((f . r) - (f . a)) / (r - a) < ((f . b) - (f . a)) / (b - a)
by A23, A27, XREAL_1:106;
((f . b) - (f . a)) / (b - a) < ((f . b) - (f . r)) / (b - r)
(f . r) * (b - a) < (((r - b) * (f . b)) + ((b - r) * (f . a))) + ((b - a) * (f . b))
by A23, A26, A28, XREAL_1:68;
then
((f . r) * (b - a)) - (((r - b) * (f . b)) + ((b - r) * (f . a))) < (b - a) * (f . b)
by XREAL_1:19;
then
((f . r) * (b - a)) + (- (((r - b) * (f . b)) + ((b - r) * (f . a)))) < (b - a) * (f . b)
;
then
(- ((r - b) * (f . b))) - ((b - r) * (f . a)) < ((b - a) * (f . b)) - ((b - a) * (f . r))
by XREAL_1:20;
then
(b - r) * ((f . b) - (f . a)) < (b - a) * ((f . b) - (f . r))
;
hence
((f . b) - (f . a)) / (b - a) < ((f . b) - (f . r)) / (b - r)
by A23, XREAL_1:106;
verum
end;
hence
(
X c= dom f & ( for
a,
b,
r being
Real st
a in X &
b in X &
r in X &
a < r &
r < b holds
(
((f . r) - (f . a)) / (r - a) < ((f . b) - (f . a)) / (b - a) &
((f . b) - (f . a)) / (b - a) < ((f . b) - (f . r)) / (b - r) ) ) )
by A19;
verum
end;
hence
( f is_strictly_convex_on X iff ( X c= dom f & ( for a, b, r being Real st a in X & b in X & r in X & a < r & r < b holds
( ((f . r) - (f . a)) / (r - a) < ((f . b) - (f . a)) / (b - a) & ((f . b) - (f . a)) / (b - a) < ((f . b) - (f . r)) / (b - r) ) ) ) )
by A1; verum