Support Function for Set of Points in $\mathbb{R}^2$

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SUMMARY

The support function for the set of points in $\mathbb{R}^2$ defined by the constraints $0 \leq x_1 \leq 1$ and $0 \leq x_2 \leq 1$ is given by the piecewise function $\mu_S(x_1,x_2)$. This function is explicitly defined as follows: $\mu_S(x_1,x_2) = x_1 + x_2$ if $x_1, x_2 \geq 0$, $x_1$ if $x_1 \geq 0$ and $x_2 < 0$, $x_2$ if $x_1 < 0$ and $x_2 \geq 0$, and $0$ otherwise. The solution involves maximizing the expression $p_1x_1 + p_2x_2$ under the given constraints.

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  • Understanding of support functions in convex analysis.
  • Familiarity with vector operations and dot products.
  • Knowledge of piecewise functions and their properties.
  • Basic concepts of optimization under constraints.
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Students and professionals in mathematics, particularly those focusing on convex analysis, optimization, and applied mathematics. This discussion is especially beneficial for those tackling problems involving support functions and constraints in $\mathbb{R}^2$.

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Homework Statement


Let ##\left\{(x_1,x_2) \in \mathbb{R}^2: 0 \leq x_1 \leq 1 \; \text{and} \; 0 \leq x_2 \leq 1\right\}.## Find the support function ##\mu_s## for this set.

Homework Equations


We define the support function ##\mu_s: \mathbb{R}^n \rightarrow \mathbb{R} \cup \left\{-\infty\right\}## as ##\mu_s(p) = \inf\left\{p \cdot x: x \in S\right\}##.

The Attempt at a Solution


I know this is a square with vertices at ##(0,0)##, ##(0,1)##, ##(1,0)## and ##(1,1)##. I'll take a line that goes through ##(0,1)## and take a vector ##p## that is orthogonal to this. I get stuck after this in finding the support function

Someone please help!.
 
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I think you need to find the maximum size of a vector in S, since the infimum of the dot product of p with an element x in S will be ## -|p| max_{x \in S}( |x| )##.
 
Thanks. Here we are basically trying to maximise ##p_1x_1+p_2x_2## subject to the constraint ##p_1 \geq 0## and ##p_2 \leq 1.## The support function is
$$\mu_S(x_1,x_2) = \begin{cases}
x_1+x_2, & \text{if} \; x_1, x_2 \geq 0 \\
x_1, & \text{if} \; x_1 \geq 0, x_2 < 0 \\
x_2, & \text{if} \; x_1 < 0, x_2 \geq 0 \\
0 & \text{otherwise}
\end{cases}.$$
 

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