TheoremBase

Nearest-Point Projection onto a Nonempty Closed Convex Subset of the Lebesgue Space of Square-Integrable Vector-Valued Functions

Statement

Let T>0T>0 and dd be as in the definition of the Lebesgue space L2([0,T];Rd)L^{2}([0,T];\mathbb{R}^{d}), write H=L2([0,T];Rd)H=L^{2}([0,T];\mathbb{R}^{d}), and adopt the pairing ⟨⋅,⋅⟩L2\langle\cdot,\cdot\rangle_{L^{2}}, the norm ∥⋅∥L2\lVert\cdot\rVert_{L^{2}} and the metric dL2d_{L^{2}} of that definition.

Let CC be a nonempty subset of HH that is convex and closed for the topology of open subsets determined by dL2d_{L^{2}}. Then the following hold.

1. (Existence and uniqueness.) For every u∈Hu\in H there is exactly one element of CC, written πC(u)\pi_{C}(u), such that

∥u−πC(u)∥L2≤∥u−v∥L2for every v∈C.\lVert u-\pi_{C}(u)\rVert_{L^{2}}\le\lVert u-v\rVert_{L^{2}}\qquad\text{for every }v\in C .

The map πC:H→C\pi_{C}:H\to C so defined is called the nearest-point projection onto CC.

2. (Variational inequality.) For u∈Hu\in H and p∈Cp\in C, the equality p=πC(u)p=\pi_{C}(u) holds if and only if

⟨u−p,  v−p⟩L2≤0for every v∈C.\langle u-p,\;v-p\rangle_{L^{2}}\le0\qquad\text{for every }v\in C .

3. (Points of CC are fixed.) πC(u)=u\pi_{C}(u)=u for every u∈Cu\in C; in particular πC\pi_{C} maps HH onto CC.

4. (Nonexpansiveness.) For all u,u′∈Hu,u'\in H one has ∥πC(u)−πC(u′)∥L2≤∥u−u′∥L2\lVert\pi_{C}(u)-\pi_{C}(u')\rVert_{L^{2}}\le\lVert u-u'\rVert_{L^{2}}; that is, πC\pi_{C} is Lipschitz with constant 11.

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