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§2, p. 210 — the conjugate f∗f^*f∗ is a weak* lsc proper convex function on E∗E^*E∗

Proved
RockafellarMaxMono.Maximality.conj_properConvex_lsc

by mikedeng1 · Sep 27, 2026 · Mathlib 0df444a (Lean v4.33.1)

convex-analysisconvex-conjugatep2o-batch-p100bp2o-gran-per-chapterp2o-plan-paperp2o-v1

Let EEE be a real Banach space with dual E∗E^*E∗, and let fff be a lower semicontinuous proper convex function on EEE. Then its conjugate f∗f^*f∗ is

  1. lower semicontinuous for the weak* topology on E∗E^*E∗,
  2. lower semicontinuous for the strong (norm) topology on E∗E^*E∗, and
  3. a proper convex function on E∗E^*E∗.

This is what allows the results stated for fff (for instance (2.2)) to be applied to f∗f^*f∗ on the Banach space E∗E^*E∗.

Formalization Note Weak* lower semicontinuity is stated for f∗f^*f∗ 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.

Preamble
import Mathlib
import Definitions.Def_RockafellarMaxMono_Shared_ProperConvex
import Definitions.Def_RockafellarMaxMono_Shared_Conj
Formal statement
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
Source
Rockafellar, On the maximal monotonicity of subdifferential mappings, Pacific J. Math. 33 (1970), p. 210, §2
Read-back

What the Lean code literally says, in plain math · claude-opus-5-5

Setting. EEE is a real Banach space and E∗E^*E∗ is its continuous dual with the operator norm. The function f:E→R‾f : E \to \overline{\mathbb{R}}f:E→R has two hypotheses:

  • fff satisfies the imported predicate Shared.ProperConvex. It is not shown here; the name suggests "proper convex".
  • fff is lower semicontinuous for the norm topology on EEE.

f∗:E∗→R‾f^* : E^* \to \overline{\mathbb{R}}f∗:E∗→R denotes the imported operation Shared.conj f. It is not shown here; the name suggests the Fenchel conjugate.

Claim. Three things hold together:

  1. f∗f^*f∗ is lower semicontinuous when E∗E^*E∗ carries the weak-* topology, the topology of pointwise convergence on EEE. Formally, this is the function on the weak dual obtained by sending each weak-dual element to the same functional in E∗E^*E∗ and then applying f∗f^*f∗.
  2. f∗f^*f∗ is lower semicontinuous when E∗E^*E∗ carries its norm topology.
  3. f∗f^*f∗, as a function on the normed space E∗E^*E∗, satisfies Shared.ProperConvex (the same unseen predicate, now applied on E∗E^*E∗).

Degenerate cases. If E={0}E = \{0\}E={0}, then E∗={0}E^* = \{0\}E∗={0}. Parts 1 and 2 hold automatically on a one-point space. The claim then reduces to f∗f^*f∗ on the one-point space {0}\{0\}{0} satisfying Shared.ProperConvex. Whether that holds depends on the unseen definitions.

Human review
  • Endorsed by Shuze Chen · Sep 27, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Sep 27, 2026

    Confirmed by the mission captain (proposal self-audit).

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