TheoremBase

Localisation at a Sequentially Strict Maximum of a Quadratically Penalised Difference

If a quadratically penalised difference attains a sequentially strict maximum, then near-maximising pairs are close to the maximum point and their values are close to the values there.

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 norm ∣⋅∣|\cdot| and distance dd as fixed there, and let E×EE\times E be the product of EE with itself, a real inner product space by Properties of the Product of Two Real Inner Product Spaces (i), whose distance is written d×d_{\times}. Let ∣s∣|s| be the absolute value of a real number ss.

Let A⊆EA\subseteq E be nonempty and let u,v:A→Ru,v:A\to\mathbb{R}; let −v:A→R-v:A\to\mathbb{R} be the function whose value at y∈Ay\in A is the additive inverse of v(y)v(y). Assume that uu and −v-v have closed superlevel sets in EE. Let α∈R\alpha\in\mathbb{R}, let α2\tfrac{\alpha}{2} be the quotient of α\alpha by 2=1+12=1+1, and let Φ:A×A→R\Phi:A\times A\to\mathbb{R} be given by

Φ(x,y)=u(x)−v(y)−α2 ∣x−y∣2,\Phi(x,y)=u(x)-v(y)-\tfrac{\alpha}{2}\,|x-y|^{2},

where ∣x−y∣2=∣x−y∣ ∣x−y∣|x-y|^{2}=|x-y|\,|x-y|. Suppose Φ\Phi attains a sequentially strict maximum on A×AA\times A at a point (xˉ,yˉ)(\bar{x},\bar{y}), the ambient metric space being (E×E,d×)(E\times E,d_{\times}).

Then for every positive ε∈R\varepsilon\in\mathbb{R} there is a positive η∈R\eta\in\mathbb{R} such that every (x,y)∈A×A(x,y)\in A\times A satisfying

Φ(xˉ,yˉ)−η<Φ(x,y)\Phi(\bar{x},\bar{y})-\eta<\Phi(x,y)

satisfies also

∣x−xˉ∣<ε,∣y−yˉ∣<ε,∣u(x)−u(xˉ)∣<ε,∣v(y)−v(yˉ)∣<ε.|x-\bar{x}|<\varepsilon,\qquad |y-\bar{y}|<\varepsilon,\qquad |u(x)-u(\bar{x})|<\varepsilon,\qquad |v(y)-v(\bar{y})|<\varepsilon .

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