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[Merged by Bors] - feat(analysis/convex/cone): lemmas about inner_dual_cone of unions #15836

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38 changes: 29 additions & 9 deletions src/analysis/convex/cone.lean
Original file line number Diff line number Diff line change
Expand Up @@ -620,17 +620,37 @@ lemma inner_dual_cone_le_inner_dual_cone (h : t ⊆ s) :
lemma pointed_inner_dual_cone : s.inner_dual_cone.pointed :=
λ x hx, by rw inner_zero_right

lemma inner_dual_cone_singleton (x : H) :
({x} : set H).inner_dual_cone = (convex_cone.positive_cone ℝ ℝ).comap (innerₛₗ x) :=
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convex_cone.ext $ λ i, forall_eq

lemma inner_dual_cone_union (s t : set H) :
(s ∪ t).inner_dual_cone = s.inner_dual_cone ⊓ t.inner_dual_cone :=
le_antisymm
(le_inf (λ x hx y hy, hx _ $ or.inl hy) (λ x hx y hy, hx _ $ or.inr hy))
(λ x hx y, or.rec (hx.1 _) (hx.2 _))

lemma inner_dual_cone_insert (x : H) (s : set H) :
(insert x s).inner_dual_cone = set.inner_dual_cone {x} ⊓ s.inner_dual_cone :=
by rw [insert_eq, inner_dual_cone_union]

lemma inner_dual_cone_Union {ι : Sort*} (f : ι → set H) :
(⋃ i, f i).inner_dual_cone = ⨅ i, (f i).inner_dual_cone :=
begin
refine le_antisymm (le_infi $ λ i x hx y hy, hx _ $ mem_Union_of_mem _ hy) _,
intros x hx y hy,
rw [convex_cone.mem_infi] at hx,
obtain ⟨j, hj⟩ := mem_Union.mp hy,
exact hx _ _ hj,
end

lemma inner_dual_cone_sUnion (S : set (set H)) :
(⋃₀ S).inner_dual_cone = Inf (set.inner_dual_cone '' S) :=
by simp_rw [Inf_image, sUnion_eq_bUnion, inner_dual_cone_Union]

/-- The dual cone of `s` equals the intersection of dual cones of the points in `s`. -/
lemma inner_dual_cone_eq_Inter_inner_dual_cone_singleton :
(s.inner_dual_cone : set H) = ⋂ i : s, (({i} : set H).inner_dual_cone : set H) :=
begin
simp_rw [set.Inter_coe_set, subtype.coe_mk],
refine set.ext (λ x, iff.intro (λ hx, _) _),
{ refine set.mem_Inter.2 (λ i, set.mem_Inter.2 (λ hi _, _)),
rintro ⟨ ⟩,
exact hx i hi },
{ simp only [set.mem_Inter, set_like.mem_coe, mem_inner_dual_cone,
set.mem_singleton_iff, forall_eq, imp_self] }
end
by rw [←convex_cone.coe_infi, ←inner_dual_cone_Union, Union_of_singleton_coe]

end dual