ConvexClosureR
DefinitionDiscreteConvex_EconomicEquilibriumB_ConvexClosureRconvex-optimizationdiscrete-convex-analysis
The convex closure of a cost-type function .
(Murota, Discrete Convex Analysis, SIAM 2003, DOI 10.1137/1.9780898718508, p.93, Eq. (3.56), redeclared.)
Definition code
import Mathlib
import Definitions.Def_DiscreteConvex_EconomicEquilibriumB_ToEReal
namespace DiscreteConvex.EconomicEquilibriumB
open Classical
open scoped Pointwise
variable {K : Type*} [Fintype K] [DecidableEq K]
/-- The convex closure `Ĉ` of a cost-type function `C`. -/
noncomputable def ConvexClosureR (C : (K → ℤ) → WithTop ℝ) (x : K → ℝ) : EReal :=
sSup {v : EReal | ∃ (p : K → ℝ) (alpha : ℝ),
(∀ y : K → ℤ, ((alpha + ∑ k, p k * (y k : ℝ) : ℝ) : EReal) ≤ ToEReal (C y)) ∧
v = ((alpha + ∑ k, p k * x k : ℝ) : EReal)}
end DiscreteConvex.EconomicEquilibriumB
Source
Murota, Discrete Convex Analysis, SIAM 2003, DOI 10.1137/1.9780898718508, p.93, Eq. (3.56), redeclared