PhyslibAlpha.Mathematics.Order.PositiveDual.UpperEnvelope
Upper envelopes
i. Overview
Take finitely many elements `A₁, …, Aₙ` of a directed ordered real vector space and a positive functional `φ`. Their upper envelope at `φ` is the smallest value `φ B` over all common upper bounds `B` of the `Aᵢ`.
Split `φ` into positive pieces `φ₁ + … + φₙ` and let each piece evaluate its own element. The total `φ₁ A₁ + … + φₙ Aₙ` never exceeds the upper envelope, and by the Hahn–Banach theorem some splitting reaches it.
ii. Key results
- `PositiveLinearMap.upperEnvelope` is the upper envelope of finitely many elements. - `PositiveLinearMap.sum_apply_le_upperEnvelope` proves that splittings stay below the upper envelope. - `PositiveLinearMap.exists_sum_eq_upperEnvelope` proves that some splitting reaches it.
iii. Table of contents
- A. Upper envelopes
- B. Splittings attain the upper envelope
iv. References
- E. M. Alfsen, *Compact Convex Sets and Boundary Integrals*, Springer, 1971, ch. I.3, II.3.
A. Upper envelopes
B. Splittings attain the upper envelope
15 declarations
Upper envelope of a family at a positive functional
Given a family of elements in a directed ordered real vector space and a positive linear functional , the **upper envelope** of the family at is the infimum of the values over all common upper bounds of the family. That is, According to the Hahn-Banach theorem, for a finite family, this value is attained by some splitting of the functional .
A finite family in a directed order has an upper bound
Let be a directed ordered real vector space. For any finite family of elements in , the set of upper bounds of the range of is non-empty.
for any common upper bound
Let be a directed ordered real vector space, a non-empty index set, and a family of elements in . For any positive linear functional and any common upper bound of the family (meaning for all ), the upper envelope of the family at is less than or equal to :
for all upper bounds implies upper envelope of at
Let be a directed ordered real vector space and be a family of elements in . Let be a positive linear functional and be a real number. If for every common upper bound of the family (i.e., for every such that for all ), then is less than or equal to the upper envelope of the family at .
implies existence of an upper bound with
Let be a directed ordered real vector space and be a positive linear functional. For a family of elements in , the upper envelope at is defined as the infimum of the values over all common upper bounds of the family. If this upper envelope is strictly less than a real number , then there exists a common upper bound for the family (satisfying for all ) such that .
The sum of upper bounds is an upper bound for the sum of families
Let be an ordered vector space and be an index set. Let be families of elements in . If is an upper bound for the range of (i.e., for all ) and is an upper bound for the range of (i.e., for all ), then is an upper bound for the range of the pointwise sum family , where .
Scalar multiplication by preserves upper bounds
Let be an ordered real vector space. If is an upper bound for the range of a family of elements , then for any non-negative real number , the scalar product is an upper bound for the range of the scaled family .
Subadditivity of the Upper Envelope:
Let be a directed ordered real vector space and be a positive linear functional. Given two families of elements , let denote the pointwise sum family defined by for all . The upper envelope of the sum family at is less than or equal to the sum of the individual upper envelopes of and at :
for
Let be a directed ordered real vector space and be a positive linear functional. For any family of elements and any positive real number , the upper envelope of the scaled family at is equal to times the upper envelope of the family at . That is,
The upper envelope of a constant family is
Let be a directed ordered real vector space and be a positive linear functional. For any element , the upper envelope of the constant family (where for all ) at is less than or equal to .
The upper envelope of a family with a single element is
Let be a directed ordered real vector space and be a positive linear functional. Let be a family of elements in defined such that for a fixed index , and for all . If , then the upper envelope of this family at is less than or equal to : Here, the upper envelope of a family at a positive functional is the infimum of over all common upper bounds of the family.
A splitting of a positive linear functional is bounded by the upper envelope
Let be a directed ordered real vector space and be a finite family of elements in . Let be a positive linear functional. If is a collection of positive linear functionals such that , then the sum of the evaluations of each piece on its corresponding element is bounded by the upper envelope of the family at : where .
The -th component positive linear functional of bounded by the upper envelope
Given a directed ordered real vector space , an index set , and a positive linear functional , let be a linear map such that for every family of elements , the value is less than or equal to the upper envelope of the family at . For a specific index , the function **piece** defines a positive linear functional by evaluating on the family where the -th component is and all other components are zero. That is, , where if and otherwise.
The sum of the pieces of a linear map bounded by the upper envelope equals
Let be a directed ordered real vector space, be a finite index set, and be a positive linear functional. Let be a linear map such that for every family of elements , the value is bounded by the upper envelope of the family at : where . If is the -th component positive linear functional defined by evaluating on the family where the -th component is and all other components are zero (i.e., ), then the sum of these component functionals equals :
Existence of a splitting of attaining the upper envelope
Let be a directed ordered real vector space and be a positive linear functional. For a finite family of elements in , there exists a family of positive linear functionals such that and The value on the right-hand side is known as the **upper envelope** of the family at the functional , representing the minimum value of over all common upper bounds of the elements .
