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Proof of A Linear Perturbation Producing a Sequentially Strict Maximum under a Coercive Bound

corollarycor:perturbed-maximum-linear-hilbert-2026a
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· 4,424 chars · 14 deps · depth 20 Reason: Proof of the coercive linear-perturbation corollary by applying the perturbed maximum principle to the function augmented by a small multiple of the squared norm.

The coercive bound makes the function obtained by adding a small multiple of the squared norm bounded above, with a near-maximiser whose norm is bounded independently of the multiple; applying the perturbed maximum principle to it and expanding the square turns the quadratic perturbation into a linear one of small norm.

Proof

Let γR\gamma\in\mathbb{R} be positive and fix zAz\in A, which is possible because AA is nonempty.

Preliminaries. The map xxx\mapsto|x| is continuous on HH, since xxxx\bigl||x|-|x'|\bigr|\le|x-x'| by The Norm Metric of a Real Inner Product Space: Triangle Inequalities, Limits and Continuity §reverse-triangle; hence, by Continuity Between Metric Spaces is Equivalent to Sequential Continuity and claims 2 and 3 of Arithmetic of Limits of Real Sequences, for every cRc\in\mathbb{R} the map xcx2x\mapsto c\,|x|^{2} is continuous on HH.

Put B=CΦ(z)+κ2B=C-\Phi(z)+\tfrac{\kappa}{2}. From the hypothesis, κz2CΦ(z)\kappa|z|^{2}\le C-\Phi(z), and 0κz20\le\kappa|z|^{2} by claim 5 of Elementary Arithmetic in an Ordered Field, so 0CΦ(z)0\le C-\Phi(z) and hence κ2B\tfrac{\kappa}{2}\le B by claim 3 of Elementary Arithmetic in an Ordered Field; since 0<κ20<\tfrac{\kappa}{2} by claim 8 of Elementary Order Arithmetic in an Ordered Field, claim 2 of that lemma gives 0<B0<B. Let β\beta be the nonnegative real number with β2=2Bκ\beta^{2}=\tfrac{2B}{\kappa}, given by Existence and Uniqueness of the Nonnegative Square Root. Then β+4\beta+4 is positive, and we may choose a positive μR\mu\in\mathbb{R} with

μκ2and2μ(β+4)γ,\mu\le\tfrac{\kappa}{2}\qquad\text{and}\qquad 2\mu\,(\beta+4)\le\gamma,

for instance the least of κ2\tfrac{\kappa}{2} and γ2(β+4)\tfrac{\gamma}{2(\beta+4)}, which is one of them and hence positive, by claim 9 of Elementary Order Arithmetic in an Ordered Field.

The auxiliary function. Let Φμ:AR\Phi_{\mu}:A\to\mathbb{R} be given by Φμ(x)=Φ(x)+μx2\Phi_{\mu}(x)=\Phi(x)+\mu|x|^{2}. By the preliminaries the map g:HRg:H\to\mathbb{R}, g(x)=μx2g(x)=-\mu|x|^{2}, is continuous, and Φμ(x)=Φ(x)g(x)\Phi_{\mu}(x)=\Phi(x)-g(x), so Φμ\Phi_{\mu} has closed superlevel sets in HH by claim 3 of Functions with Closed Superlevel Sets: Sequential Characterisation, Semicontinuity, Perturbation and Limits. Moreover, for xAx\in A,

Φμ(x)Cκx2+μx2=C(κμ)x2C,\Phi_{\mu}(x)\le C-\kappa|x|^{2}+\mu|x|^{2}=C-(\kappa-\mu)|x|^{2}\le C,

since 0κ2κμ0\le\tfrac{\kappa}{2}\le\kappa-\mu and 0x20\le|x|^{2}, using claim 5 of Elementary Arithmetic in an Ordered Field. So Φμ\Phi_{\mu} is bounded above and supxAΦμ(x)\sup_{x\in A}\Phi_{\mu}(x) exists.

A near-maximiser of bounded norm. By claim 3 of Approximation Property of the Supremum and the Infimum in R\mathbb{R} there is x0Ax_{0}\in A with

supxAΦμ(x)Φμ(x0)+μ.\sup_{x\in A}\Phi_{\mu}(x)\le\Phi_{\mu}(x_{0})+\mu .

Since Φμ(z)supxAΦμ(x)\Phi_{\mu}(z)\le\sup_{x\in A}\Phi_{\mu}(x) and Φ(z)Φμ(z)\Phi(z)\le\Phi_{\mu}(z), we get Φ(z)μΦμ(x0)\Phi(z)-\mu\le\Phi_{\mu}(x_{0}). Combining with the displayed bound Φμ(x0)C(κμ)x02Cκ2x02\Phi_{\mu}(x_{0})\le C-(\kappa-\mu)|x_{0}|^{2}\le C-\tfrac{\kappa}{2}|x_{0}|^{2} gives

κ2x02CΦ(z)+μCΦ(z)+κ2=B,\tfrac{\kappa}{2}\,|x_{0}|^{2}\le C-\Phi(z)+\mu\le C-\Phi(z)+\tfrac{\kappa}{2}=B,

hence x022Bκ=β2|x_{0}|^{2}\le\tfrac{2B}{\kappa}=\beta^{2} and therefore x0β|x_{0}|\le\beta, both numbers being nonnegative, by claim 1 of Monotonicity of Squaring on the Nonnegative Elements of an Ordered Field and trichotomy.

Applying the perturbed maximum principle. Apply A Perturbed Maximum Principle of Borwein-Preiss Type in a Real Hilbert Space to HH, AA, Φμ\Phi_{\mu}, the positive numbers μ\mu and λ=1\lambda=1, and the point x0x_{0}, whose defining inequality is the displayed one above since μλ2=μ\mu\lambda^{2}=\mu. It yields yˉH\bar{y}\in H and xˉA\bar{x}\in A such that yˉx04|\bar{y}-x_{0}|\le4 and such that the function xΦμ(x)μxyˉ2x\mapsto\Phi_{\mu}(x)-\mu|x-\bar{y}|^{2} attains a sequentially strict maximum on AA at xˉ\bar{x}.

By The Norm Metric of a Real Inner Product Space: Triangle Inequalities, Limits and Continuity §triangle, yˉyˉx0+x0β+4|\bar{y}|\le|\bar{y}-x_{0}|+|x_{0}|\le\beta+4. Set p=2μyˉp=-2\mu\,\bar{y}. Then, by Elementary Identities in a Real Inner Product Space §homogeneity,

p=2μyˉ=2μyˉ2μ(β+4)γ.|p|=|{-2\mu}|\,|\bar{y}|=2\mu\,|\bar{y}|\le2\mu\,(\beta+4)\le\gamma .

Identifying the perturbation. By Elementary Identities in a Real Inner Product Space §expansion, xyˉ2=x22x,yˉ+yˉ2|x-\bar{y}|^{2}=|x|^{2}-2\langle x,\bar{y}\rangle+|\bar{y}|^{2}, so for xAx\in A

Φμ(x)μxyˉ2=Φ(x)+μx2μx2+2μx,yˉμyˉ2=Φ(x)p,xμyˉ2,\Phi_{\mu}(x)-\mu|x-\bar{y}|^{2}=\Phi(x)+\mu|x|^{2}-\mu|x|^{2}+2\mu\langle x,\bar{y}\rangle-\mu|\bar{y}|^{2}=\Phi(x)-\langle p,x\rangle-\mu|\bar{y}|^{2},

where the last step uses p,x=2μyˉ,x=2μyˉ,x=2μx,yˉ\langle p,x\rangle=\langle-2\mu\bar{y},x\rangle=-2\mu\langle\bar{y},x\rangle=-2\mu\langle x,\bar{y}\rangle, by conditions (a) and (c) of Real Inner Product Space §inner-product.

Thus the function xΦ(x)p,xx\mapsto\Phi(x)-\langle p,x\rangle differs from xΦμ(x)μxyˉ2x\mapsto\Phi_{\mu}(x)-\mu|x-\bar{y}|^{2} by the constant μyˉ2\mu|\bar{y}|^{2}, and therefore attains a sequentially strict maximum on AA at xˉ\bar{x} by claim 3 of Elementary Properties of Sequentially Strict Extrema. Since pγ|p|\le\gamma, this proves the corollary.

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