§2, p. 210 — the conjugate is a weak* lsc proper convex function on
ProvedRockafellarMaxMono.Maximality.conj_properConvex_lscLet be a real Banach space with dual , and let be a lower semicontinuous proper convex function on . Then its conjugate is
- lower semicontinuous for the weak* topology on ,
- lower semicontinuous for the strong (norm) topology on , and
- a proper convex function on .
This is what allows the results stated for (for instance (2.2)) to be applied to on the Banach space .
Formalization Note Weak* lower semicontinuity is stated for viewed as a function on Mathlib's WeakDual ℝ E (the dual with the weak* topology), via the identity map StrongDual.toWeakDual. The paper says "(and hence strongly lower semicontinuous)"; both lower semicontinuity claims are part of the statement.
import Mathlib import Definitions.Def_RockafellarMaxMono_Shared_ProperConvex import Definitions.Def_RockafellarMaxMono_Shared_Conj
namespace RockafellarMaxMono.Maximality
theorem conj_properConvex_lsc {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E]
[CompleteSpace E] (f : E → EReal) (hf : Shared.ProperConvex f) (hlsc : LowerSemicontinuous f) :
LowerSemicontinuous (fun w : WeakDual ℝ E => Shared.conj f (StrongDual.toWeakDual.symm w)) ∧
LowerSemicontinuous (Shared.conj f) ∧ Shared.ProperConvex (Shared.conj f) := by sorry
end RockafellarMaxMono.Maximality
Read-back
What the Lean code literally says, in plain math · claude-opus-5-5
Setting. is a real Banach space and is its continuous dual with the operator norm. The function has two hypotheses:
- satisfies the imported predicate
Shared.ProperConvex. It is not shown here; the name suggests "proper convex". - is lower semicontinuous for the norm topology on .
denotes the imported operation Shared.conj f. It is not shown here; the name suggests the Fenchel conjugate.
Claim. Three things hold together:
- is lower semicontinuous when carries the weak-* topology, the topology of pointwise convergence on . Formally, this is the function on the weak dual obtained by sending each weak-dual element to the same functional in and then applying .
- is lower semicontinuous when carries its norm topology.
- , as a function on the normed space , satisfies
Shared.ProperConvex(the same unseen predicate, now applied on ).
Degenerate cases. If , then . Parts 1 and 2 hold automatically on a one-point space. The claim then reduces to on the one-point space satisfying Shared.ProperConvex. Whether that holds depends on the unseen definitions.
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.