How to Prove Inequality for Convex Sets in R^n?

In summary, we have shown that if ##x \in \mathbb{R}^n## and ##\overline{x} \in C## are points that satisfy ##|x-\overline{x}|=d(x,C)##, then for all ##y \in C##, we have ##\langle x-\overline{x}, y-\overline{x} \rangle \leq 0##. This is proven by assuming the contrary and showing that it leads to a contradiction. This result is important in the study of convex sets and can be applied in various areas of mathematics and other fields.
  • #1
Onezimo Cardoso
11
2

Homework Statement


Let ##C \subset \mathbb{R}^n## a convex set. If ##x \in \mathbb{R}^n## and ##\overline{x} \in C## are points that satisfy ##|x-\overline{x}|=d(x,C)##, proves that ##\langle x-\overline{x},y-\overline{x} \rangle \leq 0## for all ##y \in C##.

Homework Equations



By definition we have ##d(x,C) = inf \{ |x-z| ; z \in C \}##.
And if ##C## is a convex set, then for any two points ##v,w \in C## we have ##(1-t)v+tw \in C##.

The Attempt at a Solution



Due the fact that ##|x-\overline{x}|=d(x,C)## , I know that ##|x-\overline{x}|^2 \leq |x-z|^2## for all ##z \in C##.
I tried to sketch a prove by contraction. So I supposed that there is an ##y \in C## that ##\langle x-\overline{x},y-\overline{x} \rangle > 0##.
Then I used the fact that ##C## is a convex set, so ##z=(1-t)y+t\overline{x} \in C##, where ##t \in [0,1]##.
Then I intend to conclude something like ##|x-z|^2 < |x-\overline{x}|^2##, what would be an absurd:
upload_2018-9-5_14-1-30.png


But the fact is I came nowhere with my attempt... =(
 

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  • #2
If I draw a picture, then the law of cosine and the triangle inequality will come to mind, especially as such an inner product is part of the law of cosine.
 
  • #3
Onezimo Cardoso said:

Homework Statement


Let ##C \subset \mathbb{R}^n## a convex set. If ##x \in \mathbb{R}^n## and ##\overline{x} \in C## are points that satisfy ##|x-\overline{x}|=d(x,C)##, proves that ##\langle x-\overline{x},y-\overline{x} \rangle \leq 0## for all ##y \in C##.

Homework Equations



By definition we have ##d(x,C) = inf \{ |x-z| ; z \in C \}##.
And if ##C## is a convex set, then for any two points ##v,w \in C## we have ##(1-t)v+tw \in C##.

The Attempt at a Solution



Due the fact that ##|x-\overline{x}|=d(x,C)## , I know that ##|x-\overline{x}|^2 \leq |x-z|^2## for all ##z \in C##.
I tried to sketch a prove by contraction. So I supposed that there is an ##y \in C## that ##\langle x-\overline{x},y-\overline{x} \rangle > 0##.
Then I used the fact that ##C## is a convex set, so ##z=(1-t)y+t\overline{x} \in C##, where ##t \in [0,1]##.
Then I intend to conclude something like ##|x-z|^2 < |x-\overline{x}|^2##, what would be an absurd:
View attachment 230255

But the fact is I came nowhere with my attempt... =(
I think you are close here. I suggest writing the convexity condition as ##z=(1-t)\overline{x}+ty \in C##, that is, swapping ##t## and ##(1-t)##. This gives you points close to ##\overline{x}## when ##t## is small, and that is where you are likely to find a point ##z## that violates the condition ##|x-\overline{x}|=inf \{ |x-z| ; z \in C \}##. Then, if you work through your derivation with this change, you get ##\langle x-\overline{x},y-\overline{x} \rangle## showing up explicitly and you can find a condition on ##t## that gives you what you need.
 
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  • #4
Onezimo Cardoso said:

Homework Statement


Let ##C \subset \mathbb{R}^n## a convex set. If ##x \in \mathbb{R}^n## and ##\overline{x} \in C## are points that satisfy ##|x-\overline{x}|=d(x,C)##, proves that ##\langle x-\overline{x},y-\overline{x} \rangle \leq 0## for all ##y \in C##.

Homework Equations



By definition we have ##d(x,C) = inf \{ |x-z| ; z \in C \}##.
And if ##C## is a convex set, then for any two points ##v,w \in C## we have ##(1-t)v+tw \in C##.

The Attempt at a Solution



Due the fact that ##|x-\overline{x}|=d(x,C)## , I know that ##|x-\overline{x}|^2 \leq |x-z|^2## for all ##z \in C##.
I tried to sketch a prove by contraction. So I supposed that there is an ##y \in C## that ##\langle x-\overline{x},y-\overline{x} \rangle > 0##.
Then I used the fact that ##C## is a convex set, so ##z=(1-t)y+t\overline{x} \in C##, where ##t \in [0,1]##.
Then I intend to conclude something like ##|x-z|^2 < |x-\overline{x}|^2##, what would be an absurd:
View attachment 230255

But the fact is I came nowhere with my attempt... =(

What theorems about convex sets have already been proved in your course and so are available for you to use? For example, have you seen the "separating hyperplane" theorem?
 
  • #5
Finally I done this question!
Thanks for all the help. I could do it following the tip tnich gave to me.
Soon I'll organize the solution and I'll post here as well.
 
  • #6
As I promisse, follow a solution for this question.

Let us suppose, by contraction, there is ##y \in C## such that ##\langle x-\overline{x}, y - \overline{x} \rangle > 0##.

Let ##z=ty+(1-t)\overline{x}##, where ##t \in (0,1)##.

By hypothesis, ##C## is convex. Therefore, ##z \in C##.

We have:
upload_2018-9-7_13-20-18.png


Then,
upload_2018-9-7_13-20-50.png


By the other hand, we have:
upload_2018-9-7_13-21-19.png


By hypothesis, ##\langle x-\overline{x} , y - \overline{x} \rangle > 0##. Therefore, ##| \langle x-\overline{x} , y - \overline{x} \rangle | = \langle x-\overline{x} , y - \overline{x} \rangle##. Then we have:
upload_2018-9-7_13-24-44.png


Thus,
upload_2018-9-7_13-25-14.png


Taking ##t \in I^{*}##, we have:
upload_2018-9-7_13-26-12.png


Applying ##(II)## in ##(I)##, we have:

upload_2018-9-7_13-27-14.png


Absurd!

Therefore,
upload_2018-9-7_13-27-55.png
 

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  • #7
Another pretty good exercise it to use the exercise above to solve the following one:Exercise: Let ##C \subset \mathbb{R}^n## be a convex and closed set. Let ##f : \mathbb{R}^n \to C## be a function defined as ##f(x)=\overline{x}##, where ##\overline{x}## is the unique point of ##C## such that ##|x-\overline{x}|=d(x,C)##. Prove that ##|f(x)-f(y)|\leq |x-y|## for any ##x,y \in \mathbb{R}^n##, i.e., ##f## is uniformly continuous.

I could solve this one as well. I'll let it as an exercise, but if someone tries to solve it and cannot find a way I can post my solution here. Thanks guys!
 
  • #8
Onezimo Cardoso said:
Another pretty good exercise it to use the exercise above to solve the following one:Exercise: Let ##C \subset \mathbb{R}^n## be a convex and closed set. Let ##f : \mathbb{R}^n \to C## be a function defined as ##f(x)=\overline{x}##, where ##\overline{x}## is the unique point of ##C## such that ##|x-\overline{x}|=d(x,C)##. Prove that ##|f(x)-f(y)|\leq |x-y|## for any ##x,y \in \mathbb{R}^n##, i.e., ##f## is uniformly continuous.

I could solve this one as well. I'll let it as an exercise, but if someone tries to solve it and cannot find a way I can post my solution here. Thanks guys!
Looks good except for some minor errors (Cauchy - Schwartz inequality would require a ##\leq## sign, ##|y-\overline x|^2## in the denominator). But there are a couple of major ones as well.
1) you have only completed the proof for ##x \notin C##. When ##x\in C##, ##\langle x-\overline{x},y-\overline{x} \rangle = 0## and the chain of inequalities fails. Fortunately, it is easy to prove this special case.
2) Since ##\overline x \in C##, ##y## can be as close to ##\overline x## as you like, meaning that ##|x- \overline x| \leq |y - \overline x|## is not true in general. The proof is still salvageable, though.
 
Last edited:
  • #9
tnich said:
Looks good except for some minor errors (Cauchy - Schwartz inequality would require a ##\leq## sign, ##|y-\overline x|^2## in the denominator). But there are a couple of major ones as well.
1) you have only completed the proof for ##x \notin C##. When ##x\in C##, ##\langle x-\overline{x},y-\overline{x} \rangle = 0## and the chain of inequalities fails. Fortunately, it is easy to prove this special case.
2) Since ##\overline x \in C##, ##y## can be as close to ##\overline x## as you like, meaning that ##|x- \overline x| \leq |y - \overline x|## is not true in general. The proof is still salvageable, though.
Try solving this inequality directly for ##t##:
##-2t\langle x-\overline{x} , y - \overline{x} \rangle + t^2|y-\overline x|^2 <0##
 

1. What is a convex set in R^n?

A convex set in R^n is a set of points in n-dimensional space where any two points in the set can be connected by a straight line that lies entirely within the set. In simpler terms, a convex set is a set that is "curved outwards" and has no "dents" or "holes" in it.

2. How is a convex set different from a concave set?

A convex set is different from a concave set in that a convex set is "curved outwards" while a concave set is "curved inwards". In other words, a convex set is always "bulging" while a concave set is always "curved inwards".

3. What are some examples of convex sets in R^n?

Some examples of convex sets in R^n include a circle, an ellipse, a sphere, and a cube. These sets have no "dents" or "holes" in them and any two points within these sets can be connected by a straight line that lies entirely within the set.

4. How are convex sets used in optimization problems?

Convex sets are commonly used in optimization problems because they have well-defined boundaries and are easy to work with mathematically. In optimization, convex sets are used to find the maximum or minimum value of a function within a given set of constraints.

5. What are some real-world applications of convex sets in R^n?

Convex sets in R^n have many real-world applications, including in economics, engineering, and computer science. They are used in areas such as portfolio optimization, circuit design, and machine learning algorithms. Convex sets are also used in transportation and logistics to optimize routes and schedules.

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