ConcaveClosureR
DefinitionDiscreteConvex_EconomicEquilibriumB_ConcaveClosureRconvex-optimizationdiscrete-convex-analysis
The concave closure of a utility-type function .
(Murota, Discrete Convex Analysis, SIAM 2003, DOI 10.1137/1.9780898718508, p.93, Eq. (3.56), redeclared, dualized.)
Definition code
import Mathlib
import Definitions.Def_DiscreteConvex_EconomicEquilibriumB_ToERealOfBot
namespace DiscreteConvex.EconomicEquilibriumB
open Classical
open scoped Pointwise
variable {K : Type*} [Fintype K] [DecidableEq K]
/-- The concave closure `Û` of a utility-type function `U`. -/
noncomputable def ConcaveClosureR (U : (K → ℤ) → WithBot ℝ) (x : K → ℝ) : EReal :=
sInf {v : EReal | ∃ (p : K → ℝ) (alpha : ℝ),
(∀ y : K → ℤ, ToERealOfBot (U y) ≤ ((alpha + ∑ k, p k * (y k : ℝ) : ℝ) : EReal)) ∧
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, dualized