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Quadruple Approximable by Test Data on a Subset of a Real Inner Product Space

The Hilbert-space analogue of approximability by test data: a point, value, gradient and Hessian that are matched, to within any prescribed accuracy, by a test function touching the given function from above or from below at a nearby point of a subset.

Statement

In the setting of Real Hilbert Spaces: Standing Notation and Background and Real Hilbert Spaces: Series, Products, Orthonormal Bases and Differential Calculus, let EE be a real inner product space, with its inner product ⟨⋅,⋅⟩\langle\cdot,\cdot\rangle, norm ∣⋅∣|\cdot| and distance dd as fixed there, and let Sym(E)\mathrm{Sym}(E) be the set of bounded symmetric bilinear forms on EE, with its norm ∥⋅∥\lVert\cdot\rVert, as fixed there. The set EE is open in (E,d)(E,d), since every open ball of (E,d)(E,d) is a subset of EE; accordingly the class C2(E)C^{2}(E) is defined, and a φ∈C2(E)\varphi\in C^{2}(E) has at each x∈Ex\in E a gradient Dφ(x)∈ED\varphi(x)\in E and a Hessian D2φ(x)∈Sym(E)D^{2}\varphi(x)\in\mathrm{Sym}(E). Local maxima and local minima relative to a subset of EE are as fixed there, and ∣s∣|s| is the absolute value of a real number ss.

Let A⊆EA\subseteq E, let w:A→Rw:A\to\mathbb{R}, let xˉ∈A\bar{x}\in A, let p∈Ep\in E and let X∈Sym(E)X\in\mathrm{Sym}(E). For φ∈C2(E)\varphi\in C^{2}(E) let w−φw-\varphi denote the function from AA to R\mathbb{R} whose value at x∈Ax\in A is w(x)−φ(x)w(x)-\varphi(x).

1. (From above) The quadruple (xˉ,w(xˉ),p,X)\bigl(\bar{x},w(\bar{x}),p,X\bigr) is approximable by test data from above for ww on AA if for every positive ε∈R\varepsilon\in\mathbb{R} there exist y∈Ay\in A and φ∈C2(E)\varphi\in C^{2}(E) such that w−φw-\varphi has a local maximum at yy relative to AA and

∣y−xˉ∣<ε,∣w(y)−w(xˉ)∣<ε,∣Dφ(y)−p∣<ε,∥D2φ(y)−X∥<ε.|y-\bar{x}|<\varepsilon,\qquad |w(y)-w(\bar{x})|<\varepsilon,\qquad |D\varphi(y)-p|<\varepsilon,\qquad \lVert D^{2}\varphi(y)-X\rVert<\varepsilon .

2. (From below) The quadruple (xˉ,w(xˉ),p,X)\bigl(\bar{x},w(\bar{x}),p,X\bigr) is approximable by test data from below for ww on AA if for every positive ε∈R\varepsilon\in\mathbb{R} there exist y∈Ay\in A and φ∈C2(E)\varphi\in C^{2}(E) such that w−φw-\varphi has a local minimum at yy relative to AA and the four displayed inequalities of clause 1 hold.

This is the counterpart on a real inner product space of Quadruple Approximable by Test-Function Data, and differs from it in two respects: the ambient space is EE rather than a Euclidean space, and the set AA carrying ww is arbitrary rather than open, the test functions being of class C2C^{2} on all of EE.

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