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 be a convex set, then the continuous linear functional
is a supporting functional of C at the point
if
and
for every
.
02Relation to support function
If (where
is the dual space of
) is a support function of the set C, then if
, it follows that
defines a supporting functional
of C at the point
such that
for any
.
03Relation to supporting hyperplane
If is a supporting functional of the convex set C at the point
such that
then defines a supporting hyperplane to C at
.
Sources and credits
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