Physlib

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

definition

Mixture tx+(1−t)yt x + (1 - t) y of two points in a convex set SS

For a convex set SS in a real vector space VV, and for any two points x,y∈Sx, y \in S and a parameter t∈[0,1]t \in [0, 1], the mixture is the point tx+(1−t)yt x + (1 - t) y. Since SS is convex, this point is also an element of SS.

theorem

The mixture mix(x,y,t)\text{mix}(x, y, t) equals tx+(1−t)yt x + (1 - t) y

Let SS be a convex set in a real vector space VV. For any points x,y∈Sx, y \in S and any parameter tt in the unit interval [0,1][0, 1], the mixture mix(x,y,t)\text{mix}(x, y, t) is equal to the vector tx+(1−t)yt x + (1 - t) y.

definition

Weight 12\frac{1}{2}

The constant representing the value 12\frac{1}{2} as an element of the unit interval [0,1][0, 1].

theorem

half=1/2\text{half} = 1/2

The constant half\text{half}, defined as an element of the unit interval [0,1][0, 1], is equal to 1/21/2 when coerced to a real number in R\mathbb{R}.

definition

Midpoint 12x+12y\frac{1}{2}x + \frac{1}{2}y of a pair of points in SS

For a convex set SS in a real vector space and a pair of points p=(x,y)∈S×Sp = (x, y) \in S \times S, this function returns their midpoint, defined as 12x+12y\frac{1}{2}x + \frac{1}{2}y. Since SS is convex, the resulting midpoint is also an element of SS.

theorem

The Midpoint Function on a Convex Set is Continuous

Let VV be a topological vector space over R\mathbb{R} (specifically, a topological additive group with continuous scalar multiplication). Let S⊆VS \subseteq V be a convex set. The function mixHalf:S×S→S\text{mixHalf}: S \times S \to S, which maps a pair of points (x,y)(x, y) to their midpoint 12x+12y\frac{1}{2}x + \frac{1}{2}y, is continuous.

definition

Convexity of a function f:S→Rf: S \to \mathbb{R}

For a function f:S→Rf: S \to \mathbb{R} defined on a convex set SS of a real vector space, the property of being a convex function means that for any two points x,y∈Sx, y \in S and any parameter t∈[0,1]t \in [0, 1], the value of the function at the mixture tx+(1−t)yt x + (1 - t) y is at most the mixture of the function's values at xx and yy. That is, the inequality f(tx+(1−t)y)≤tf(x)+(1−t)f(y)f(t x + (1 - t) y) \le t f(x) + (1 - t) f(y) holds, indicating that the function lies below the chord connecting (x,f(x))(x, f(x)) and (y,f(y))(y, f(y)).

theorem

Continuous linear functionals are convex functions on SS

Let VV be a real topological vector space and S⊆VS \subseteq V be a convex set. For any continuous linear functional ℓ:V→R\ell: V \to \mathbb{R}, the function f:S→Rf: S \to \mathbb{R} defined by f(y)=ℓ(y)f(y) = \ell(y) is a convex function on SS. That is, for any points x,y∈Sx, y \in S and any t∈[0,1]t \in [0, 1], the inequality ℓ(tx+(1−t)y)≤tℓ(x)+(1−t)ℓ(y)\ell(tx + (1 - t)y) \le t\ell(x) + (1 - t)\ell(y) holds.

theorem

The midpoint of two distinct points is not an extreme point

For any two distinct points pp and qq in a convex set SS, their midpoint 12p+12q\frac{1}{2}p + \frac{1}{2}q is not an extreme point of SS.

theorem

((a+r)x1+(b−r)x2)−((a−r)x1+(b+r)x2)=2r(x1−x2)((a + r)x_1 + (b - r)x_2) - ((a - r)x_1 + (b + r)x_2) = 2r(x_1 - x_2)

For any vectors x1,x2x_1, x_2 and real scalars a,b,ra, b, r, the difference between the linear combinations (a+r)x1+(b−r)x2(a + r)x_1 + (b - r)x_2 and (a−r)x1+(b+r)x2(a - r)x_1 + (b + r)x_2 is equal to 2r(x1−x2)2r(x_1 - x_2). This identity characterizes the distance between two points positioned at a weight distance rr on either side of the point ax1+bx2ax_1 + bx_2.

theorem

A non-extreme point is the midpoint of two distinct points

Let SS be a convex set in a real vector space VV. If a point x∈Sx \in S is not an extreme point of SS, then there exist two distinct points p,q∈Sp, q \in S such that xx is their midpoint, i.e., x=12p+12qx = \frac{1}{2}p + \frac{1}{2}q.