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Supporting functional

In convex analysis and mathematical optimization, the supporting functional is a generalization of the supporting hyperplane of a set.

01Mathematical definition

Let X be a locally convex topological space, and C\subset X be a convex set, then the continuous linear functional \phi :X\to \mathbb {R} is a supporting functional of C at the point x_{0} if \phi \not =0 and \phi (x)\leq \phi (x_{0}) for every x\in C.

02Relation to support function

If h_{C}:X^{*}\to \mathbb {R} (where X^{*} is the dual space of X) is a support function of the set C, then if h_{C}\left(x^{*}\right)=x^{*}\left(x_{0}\right), it follows that h_{C} defines a supporting functional \phi :X\to \mathbb {R} of C at the point x_{0} such that \phi (x)=x^{*}(x) for any x\in X.

03Relation to supporting hyperplane

If \phi is a supporting functional of the convex set C at the point x_{0}\in C such that

\phi \left(x_{0}\right)=\sigma =\sup _{x\in C}\phi (x)>\inf _{x\in C}\phi (x)

then H=\phi ^{-1}(\sigma ) defines a supporting hyperplane to C at x_{0}.

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Sources and credits

This article is adapted from the Wikipedia article Supporting functional, written by its contributors and licensed under CC BY-SA 4.0. Fathomly has changed the layout, removed citation markers, navigation and maintenance notices, and adjusted punctuation. This adapted version is shared under the same license. For references, see the original article.

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