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MATH 4010 Tutorial 4

The document defines a positively homogeneous sub-additive function and a convex set within a vector space. It introduces the Minkowski functional and establishes that for a convex subset containing the origin, this functional is a positive homogeneous sub-additive function. The proof outlines the properties of the Minkowski functional, demonstrating its well-defined nature and sub-additivity through the use of convex combinations.

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6 views

MATH 4010 Tutorial 4

The document defines a positively homogeneous sub-additive function and a convex set within a vector space. It introduces the Minkowski functional and establishes that for a convex subset containing the origin, this functional is a positive homogeneous sub-additive function. The proof outlines the properties of the Minkowski functional, demonstrating its well-defined nature and sub-additivity through the use of convex combinations.

Uploaded by

roger.chemoul86
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Definition (positively homogeneous sub-additive

A real valued function p : X-1 on a vector space X

is called positively homogeneous sub-additive if


plax) apcx for all xEX
(i) =
and 230
;

(ii) pixty) >


-
pex +
p(y) for all x
, yeX
sub-additive function
Runk :
A norm is a
positively homogeneous .

Definition (Convex set


A subset D of a rector space X is called convex if
tx + 11-tyeD for all x
,
yeD and te(o 1) . ,

x
%
↑
+

X ,
y (D =
the segment connecting non-convex

x ,
y c D
Definition (Minkowski functional)
Let X be a normed space and DCX a convex subset.

Suppose OED : Define M


: =
MD : X >
-

[0 0)
,
by
M(x) =
inf 9t >0 : xetD) .

Rank : (i) u is well-defined ,


i e .

.,
for
any x+X ,
Eto such
that xetD .
This is due to otD" .
If : Since OED" I So such that Byl) CD.
,

Thus
Bygrol = Bglo) CtD
.

For XEX take too such that to > 11/1.


my ,

Hence ,
x & B+glo) CtD
.

(ii) If ofDo ,
Sto XetD) :
may
be empty.
X

tD is
always on the upper half
plane
D the tower half plane
=> A
point on

is not in to for any >o .


>
Proposition
For convex subset D of X whose interior containing 0
any
M
: =
Mp is a
positive homogeneous sub-additive function .

Proof : (i) M is
positive homogeneous .

Pick XEX and 2 so .


any
M1xx) =
inf (tso axetD) :

=
it \t0 : xt *P)
=
Gm[0 xEED) :

= dinf <So xESD) :

=
[M(X)
(ii)
M is sub-additive.
Pick X,
yeX. Fix 30 .
any

By definition ,
there exists s< Mexits and sys +

that and
such XtSD yes D .
,
i .
e
., ED and EED.
We want to find telo , 1) such that

+ + (1 - t) =
G(x + y) ,
i . e
., -=
Take t= Since
. D is convex
and ED ,

then t + 11-ttD ,
i . e
., ED .

This is
equivalent to X+
ye(sitS2)D.
By definition,
m (x
+
y) =
mf( + > 0 : x+
y + +D)

- S, +Sz

<
M(x) + 3 +M(y) + E

=
M(x) +M(y) + 23 .

Letting +o
gives M(x + y) [ M(X) + M(y) .

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