PhyslibAlpha.Mathematics.Convex.Choquet.Mixture
Mixtures in a convex set
i. Overview
In a convex set `S` any two points can be mixed: `t x + (1 - t) y` lies in `S` for `0 ≤ t ≤ 1`. For states this means preparing `x` with probability `t` and `y` otherwise. A function on `S` is convex when its value at a mixture is at most the mixture of its values.
A point of `S` is extreme when it is not a mixture of other points. For states, the extreme points are the pure states. A point that is not extreme is the midpoint of two different points of `S`.
ii. Key results
- `Choquet.mix` is the mixture of two points of a convex set. - `Choquet.IsConvexFunction` states that a function on `S` lies below its chords. - `Choquet.exists_mixHalf_eq_of_notMem_extremePoints` proves that a point that is not extreme is the midpoint of two different points.
iii. Table of contents
- A. Mixtures
- B. Convex functions
- C. Extreme points as non-midpoints
A. Mixtures
B. Convex functions
C. Extreme points as non-midpoints
11 declarations
Mixture of two points in a convex set
For a convex set in a real vector space , and for any two points and a parameter , the mixture is the point . Since is convex, this point is also an element of .
The mixture equals
Let be a convex set in a real vector space . For any points and any parameter in the unit interval , the mixture is equal to the vector .
Weight
The constant representing the value as an element of the unit interval .
The constant , defined as an element of the unit interval , is equal to when coerced to a real number in .
Midpoint of a pair of points in
For a convex set in a real vector space and a pair of points , this function returns their midpoint, defined as . Since is convex, the resulting midpoint is also an element of .
The Midpoint Function on a Convex Set is Continuous
Let be a topological vector space over (specifically, a topological additive group with continuous scalar multiplication). Let be a convex set. The function , which maps a pair of points to their midpoint , is continuous.
Convexity of a function
For a function defined on a convex set of a real vector space, the property of being a convex function means that for any two points and any parameter , the value of the function at the mixture is at most the mixture of the function's values at and . That is, the inequality holds, indicating that the function lies below the chord connecting and .
Continuous linear functionals are convex functions on
Let be a real topological vector space and be a convex set. For any continuous linear functional , the function defined by is a convex function on . That is, for any points and any , the inequality holds.
The midpoint of two distinct points is not an extreme point
For any two distinct points and in a convex set , their midpoint is not an extreme point of .
For any vectors and real scalars , the difference between the linear combinations and is equal to . This identity characterizes the distance between two points positioned at a weight distance on either side of the point .
A non-extreme point is the midpoint of two distinct points
Let be a convex set in a real vector space . If a point is not an extreme point of , then there exist two distinct points such that is their midpoint, i.e., .
