Theory Convex_Euclidean_Space

(* Title:      HOL/Analysis/Convex_Euclidean_Space.thy
   Author:     L C Paulson, University of Cambridge
   Author:     Robert Himmelmann, TU Muenchen
   Author:     Bogdan Grechuk, University of Edinburgh
   Author:     Armin Heller, TU Muenchen
   Author:     Johannes Hoelzl, TU Muenchen
*)

section ‹Convex Sets and Functions on (Normed) Euclidean Spaces›

theory Convex_Euclidean_Space
imports
  Convex Topology_Euclidean_Space Line_Segment
begin

subsectiontag unimportant› ‹Topological Properties of Convex Sets and Functions›

lemma aff_dim_cball:
  fixes a :: "'n::euclidean_space"
  assumes "e > 0"
  shows "aff_dim (cball a e) = int (DIM('n))"
proof -
  have "(λx. a + x) ` (cball 0 e)  cball a e"
    unfolding cball_def dist_norm by auto
  then have "aff_dim (cball (0 :: 'n::euclidean_space) e)  aff_dim (cball a e)"
    using aff_dim_translation_eq[of a "cball 0 e"]
          aff_dim_subset[of "(+) a ` cball 0 e" "cball a e"]
    by auto
  moreover have "aff_dim (cball (0 :: 'n::euclidean_space) e) = int (DIM('n))"
    using hull_inc[of "(0 :: 'n::euclidean_space)" "cball 0 e"]
      centre_in_cball[of "(0 :: 'n::euclidean_space)"] assms
    by (simp add: dim_cball[of e] aff_dim_zero[of "cball 0 e"])
  ultimately show ?thesis
    using aff_dim_le_DIM[of "cball a e"] by auto
qed

lemma aff_dim_open:
  fixes S :: "'n::euclidean_space set"
  assumes "open S"
    and "S  {}"
  shows "aff_dim S = int (DIM('n))"
proof -
  obtain x where "x  S"
    using assms by auto
  then obtain e where e: "e > 0" "cball x e  S"
    using open_contains_cball[of S] assms by auto
  then have "aff_dim (cball x e)  aff_dim S"
    using aff_dim_subset by auto
  with e show ?thesis
    using aff_dim_cball[of e x] aff_dim_le_DIM[of S] by auto
qed

lemma low_dim_interior:
  fixes S :: "'n::euclidean_space set"
  assumes "¬ aff_dim S = int (DIM('n))"
  shows "interior S = {}"
proof -
  have "aff_dim(interior S)  aff_dim S"
    using interior_subset aff_dim_subset[of "interior S" S] by auto
  then show ?thesis
    using aff_dim_open[of "interior S"] aff_dim_le_DIM[of S] assms by auto
qed

corollary empty_interior_lowdim:
  fixes S :: "'n::euclidean_space set"
  shows "dim S < DIM ('n)  interior S = {}"
by (metis low_dim_interior affine_hull_UNIV dim_affine_hull less_not_refl dim_UNIV)

corollary aff_dim_nonempty_interior:
  fixes S :: "'a::euclidean_space set"
  shows "interior S  {}  aff_dim S = DIM('a)"
by (metis low_dim_interior)


subsection ‹Relative interior of a set›

definitiontag important› "rel_interior S =
  {x. T. openin (top_of_set (affine hull S)) T  x  T  T  S}"

lemma rel_interior_mono:
   "S  T; affine hull S = affine hull T
    (rel_interior S)  (rel_interior T)"
  by (auto simp: rel_interior_def)

lemma rel_interior_maximal:
   "T  S; openin(top_of_set (affine hull S)) T  T  (rel_interior S)"
  by (auto simp: rel_interior_def)

lemma rel_interior: "rel_interior S = {x  S. T. open T  x  T  T  affine hull S  S}"
       (is "?lhs = ?rhs")
proof
  show "?lhs  ?rhs"
    by (force simp add: rel_interior_def openin_open)
  { fix x T
    assume *: "x  S" "open T" "x  T" "T  affine hull S  S"
    then have **: "x  T  affine hull S"
      using hull_inc by auto
    with * have "Tb. (Ta. open Ta  Tb = affine hull S  Ta)  x  Tb  Tb  S"
      by (rule_tac x = "T  (affine hull S)" in exI) auto
  }
  then show "?rhs  ?lhs"
    by (force simp add: rel_interior_def openin_open)
qed

lemma mem_rel_interior: "x  rel_interior S  (T. open T  x  T  S  T  affine hull S  S)"
  by (auto simp: rel_interior)

lemma mem_rel_interior_ball:
  "x  rel_interior S  x  S  (e. e > 0  ball x e  affine hull S  S)"
  (is "?lhs = ?rhs")
proof
  assume ?rhs then show ?lhs
  by (simp add: rel_interior) (meson Elementary_Metric_Spaces.open_ball centre_in_ball)
qed (force simp: rel_interior open_contains_ball)

lemma rel_interior_ball:
  "rel_interior S = {x  S. e. e > 0  ball x e  affine hull S  S}"
  using mem_rel_interior_ball [of _ S] by auto

lemma mem_rel_interior_cball:
  "x  rel_interior S  x  S  (e. e > 0  cball x e  affine hull S  S)"
  (is "?lhs = ?rhs")
proof
  assume ?rhs then obtain e where "x  S" "e > 0" "cball x e  affine hull S  S"
    by (auto simp: rel_interior)
  then have "ball x e  affine hull S  S"
    by auto
  then show ?lhs
    using 0 < e x  S rel_interior_ball by auto
qed (force simp: rel_interior open_contains_cball)

lemma rel_interior_cball:
  "rel_interior S = {x  S. e. e > 0  cball x e  affine hull S  S}"
  using mem_rel_interior_cball [of _ S] by auto

lemma rel_interior_empty [simp]: "rel_interior {} = {}"
   by (auto simp: rel_interior_def)

lemma affine_hull_sing [simp]: "affine hull {a :: 'n::euclidean_space} = {a}"
  by (metis affine_hull_eq affine_sing)

lemma rel_interior_sing [simp]:
  fixes a :: "'n::euclidean_space"  shows "rel_interior {a} = {a}"
proof -
  have "x::real. 0 < x"
    using zero_less_one by blast
  then show ?thesis
    by (auto simp: rel_interior_ball)
qed

lemma subset_rel_interior:
  fixes S T :: "'n::euclidean_space set"
  assumes "S  T"
    and "affine hull S = affine hull T"
  shows "rel_interior S  rel_interior T"
  using assms by (auto simp: rel_interior_def)

lemma rel_interior_subset: "rel_interior S  S"
  by (auto simp: rel_interior_def)

lemma rel_interior_subset_closure: "rel_interior S  closure S"
  using rel_interior_subset by (auto simp: closure_def)

lemma interior_subset_rel_interior: "interior S  rel_interior S"
  by (auto simp: rel_interior interior_def)

lemma interior_rel_interior:
  fixes S :: "'n::euclidean_space set"
  assumes "aff_dim S = int(DIM('n))"
  shows "rel_interior S = interior S"
proof -
  have "affine hull S = UNIV"
    using assms affine_hull_UNIV[of S] by auto
  then show ?thesis
    unfolding rel_interior interior_def by auto
qed

lemma rel_interior_interior:
  fixes S :: "'n::euclidean_space set"
  assumes "affine hull S = UNIV"
  shows "rel_interior S = interior S"
  using assms unfolding rel_interior interior_def by auto

lemma rel_interior_open:
  fixes S :: "'n::euclidean_space set"
  assumes "open S"
  shows "rel_interior S = S"
  by (metis assms interior_eq interior_subset_rel_interior rel_interior_subset set_eq_subset)

lemma interior_rel_interior_gen:
  fixes S :: "'n::euclidean_space set"
  shows "interior S = (if aff_dim S = int(DIM('n)) then rel_interior S else {})"
  by (metis interior_rel_interior low_dim_interior)

lemma rel_interior_nonempty_interior:
  fixes S :: "'n::euclidean_space set"
  shows "interior S  {}  rel_interior S = interior S"
by (metis interior_rel_interior_gen)

lemma affine_hull_nonempty_interior:
  fixes S :: "'n::euclidean_space set"
  shows "interior S  {}  affine hull S = UNIV"
by (metis affine_hull_UNIV interior_rel_interior_gen)

lemma rel_interior_affine_hull [simp]:
  fixes S :: "'n::euclidean_space set"
  shows "rel_interior (affine hull S) = affine hull S"
proof -
  have *: "rel_interior (affine hull S)  affine hull S"
    using rel_interior_subset by auto
  {
    fix x
    assume x: "x  affine hull S"
    define e :: real where "e = 1"
    then have "e > 0" "ball x e  affine hull (affine hull S)  affine hull S"
      using hull_hull[of _ S] by auto
    then have "x  rel_interior (affine hull S)"
      using x rel_interior_ball[of "affine hull S"] by auto
  }
  then show ?thesis using * by auto
qed

lemma rel_interior_UNIV [simp]: "rel_interior (UNIV :: ('n::euclidean_space) set) = UNIV"
  by (metis open_UNIV rel_interior_open)

lemma rel_interior_convex_shrink:
  fixes S :: "'a::euclidean_space set"
  assumes "convex S"
    and "c  rel_interior S"
    and "x  S"
    and "0 < e"
    and "e  1"
  shows "x - e *R (x - c)  rel_interior S"
proof -
  obtain d where "d > 0" and d: "ball c d  affine hull S  S"
    using assms(2) unfolding  mem_rel_interior_ball by auto
  {
    fix y
    assume as: "dist (x - e *R (x - c)) y < e * d" "y  affine hull S"
    have *: "y = (1 - (1 - e)) *R ((1 / e) *R y - ((1 - e) / e) *R x) + (1 - e) *R x"
      using e > 0 by (auto simp: scaleR_left_diff_distrib scaleR_right_diff_distrib)
    have "x  affine hull S"
      using assms hull_subset[of S] by auto
    moreover have "1 / e + - ((1 - e) / e) = 1"
      using e > 0 left_diff_distrib[of "1" "(1-e)" "1/e"] by auto
    ultimately have **: "(1 / e) *R y - ((1 - e) / e) *R x  affine hull S"
      using as affine_affine_hull[of S] mem_affine[of "affine hull S" y x "(1 / e)" "-((1 - e) / e)"]
      by (simp add: algebra_simps)
    have "c - ((1 / e) *R y - ((1 - e) / e) *R x) = (1 / e) *R (e *R c - y + (1 - e) *R x)"
      using e > 0
      by (auto simp: euclidean_eq_iff[where 'a='a] field_simps inner_simps)
    then have "dist c ((1 / e) *R y - ((1 - e) / e) *R x) = ¦1/e¦ * norm (e *R c - y + (1 - e) *R x)"
      unfolding dist_norm norm_scaleR[symmetric] by auto
    also have " = ¦1/e¦ * norm (x - e *R (x - c) - y)"
      by (auto intro!:arg_cong[where f=norm] simp add: algebra_simps)
    also have " < d"
      using as[unfolded dist_norm] and e > 0
      by (auto simp:pos_divide_less_eq[OF e > 0] mult.commute)
    finally have "(1 / e) *R y - ((1 - e) / e) *R x  S"
      using "**"  d by auto
    then have "y  S"
      using * convexD [OF convex S] assms(3-5)
      by (metis diff_add_cancel diff_ge_0_iff_ge le_add_same_cancel1 less_eq_real_def)
  }
  then have "ball (x - e *R (x - c)) (e*d)  affine hull S  S"
    by auto
  moreover have "e * d > 0"
    using e > 0 d > 0 by simp
  moreover have c: "c  S"
    using assms rel_interior_subset by auto
  moreover from c have "x - e *R (x - c)  S"
    using convexD_alt[of S x c e] assms
    by (metis  diff_add_eq diff_diff_eq2 less_eq_real_def scaleR_diff_left scaleR_one scale_right_diff_distrib)
  ultimately show ?thesis
    using mem_rel_interior_ball[of "x - e *R (x - c)" S] e > 0 by auto
qed

lemma interior_real_atLeast [simp]:
  fixes a :: real
  shows "interior {a..} = {a<..}"
proof -
  {
    fix y
    have "ball y (y - a)  {a..}"
      by (auto simp: dist_norm)
    moreover assume "a < y"
    ultimately have "y  interior {a..}"
      by (force simp add: mem_interior)
  }
  moreover
  {
    fix y
    assume "y  interior {a..}"
    then obtain e where e: "e > 0" "cball y e  {a..}"
      using mem_interior_cball[of y "{a..}"] by auto
    moreover from e have "y - e  cball y e"
      by (auto simp: cball_def dist_norm)
    ultimately have "a  y - e" by blast
    then have "a < y" using e by auto
  }
  ultimately show ?thesis by auto
qed

lemma continuous_ge_on_Ioo:
  assumes "continuous_on {c..d} g" "x. x  {c<..<d}  g x  a" "c < d" "x  {c..d}"
  shows "g (x::real)  (a::real)"
proof-
  from assms(3) have "{c..d} = closure {c<..<d}" by (rule closure_greaterThanLessThan[symmetric])
  also from assms(2) have "{c<..<d}  (g -` {a..}  {c..d})" by auto
  hence "closure {c<..<d}  closure (g -` {a..}  {c..d})" by (rule closure_mono)
  also from assms(1) have "closed (g -` {a..}  {c..d})"
    by (auto simp: continuous_on_closed_vimage)
  hence "closure (g -` {a..}  {c..d}) = g -` {a..}  {c..d}" by simp
  finally show ?thesis using x  {c..d} by auto
qed

lemma interior_real_atMost [simp]:
  fixes a :: real
  shows "interior {..a} = {..<a}"
proof -
  {
    fix y
    have "ball y (a - y)  {..a}"
      by (auto simp: dist_norm)
    moreover assume "a > y"
    ultimately have "y  interior {..a}"
      by (force simp add: mem_interior)
  }
  moreover
  {
    fix y
    assume "y  interior {..a}"
    then obtain e where e: "e > 0" "cball y e  {..a}"
      using mem_interior_cball[of y "{..a}"] by auto
    moreover from e have "y + e  cball y e"
      by (auto simp: cball_def dist_norm)
    ultimately have "a  y + e" by auto
    then have "a > y" using e by auto
  }
  ultimately show ?thesis by auto
qed

lemma interior_atLeastAtMost_real [simp]: "interior {a..b} = {a<..<b :: real}"
proof-
  have "{a..b} = {a..}  {..b}" by auto
  also have "interior  = {a<..}  {..<b}"
    by (simp)
  also have " = {a<..<b}" by auto
  finally show ?thesis .
qed

lemma interior_atLeastLessThan [simp]:
  fixes a::real shows "interior {a..<b} = {a<..<b}"
  by (metis atLeastLessThan_def greaterThanLessThan_def interior_atLeastAtMost_real interior_Int interior_interior interior_real_atLeast)

lemma interior_lessThanAtMost [simp]:
  fixes a::real shows "interior {a<..b} = {a<..<b}"
  by (metis atLeastAtMost_def greaterThanAtMost_def interior_atLeastAtMost_real interior_Int
            interior_interior interior_real_atLeast)

lemma interior_greaterThanLessThan_real [simp]: "interior {a<..<b} = {a<..<b :: real}"
  by (metis interior_atLeastAtMost_real interior_interior)

lemma frontier_real_atMost [simp]:
  fixes a :: real
  shows "frontier {..a} = {a}"
  unfolding frontier_def by auto

lemma frontier_real_atLeast [simp]: "frontier {a..} = {a::real}"
  by (auto simp: frontier_def)

lemma frontier_real_greaterThan [simp]: "frontier {a<..} = {a::real}"
  by (auto simp: interior_open frontier_def)

lemma frontier_real_lessThan [simp]: "frontier {..<a} = {a::real}"
  by (auto simp: interior_open frontier_def)

lemma rel_interior_real_box [simp]:
  fixes a b :: real
  assumes "a < b"
  shows "rel_interior {a .. b} = {a <..< b}"
proof -
  have "box a b  {}"
    using assms
    unfolding set_eq_iff
    by (auto intro!: exI[of _ "(a + b) / 2"] simp: box_def)
  then show ?thesis
    using interior_rel_interior_gen[of "cbox a b", symmetric]
    by (simp split: if_split_asm del: box_real add: box_real[symmetric])
qed

lemma rel_interior_real_semiline [simp]:
  fixes a :: real
  shows "rel_interior {a..} = {a<..}"
proof -
  have *: "{a<..}  {}"
    unfolding set_eq_iff by (auto intro!: exI[of _ "a + 1"])
  then show ?thesis using interior_real_atLeast interior_rel_interior_gen[of "{a..}"]
    by (auto split: if_split_asm)
qed

subsubsection ‹Relative open sets›

definitiontag important› "rel_open S  rel_interior S = S"

lemma rel_open: "rel_open S  openin (top_of_set (affine hull S)) S" (is "?lhs = ?rhs")
proof
  assume ?lhs
  then show ?rhs
    unfolding rel_open_def rel_interior_def
    using openin_subopen[of "top_of_set (affine hull S)" S] by auto
qed (auto simp:  rel_open_def rel_interior_def)

lemma openin_rel_interior: "openin (top_of_set (affine hull S)) (rel_interior S)"
  using openin_subopen by (fastforce simp add: rel_interior_def)

lemma openin_set_rel_interior:
   "openin (top_of_set S) (rel_interior S)"
by (rule openin_subset_trans [OF openin_rel_interior rel_interior_subset hull_subset])

lemma affine_rel_open:
  fixes S :: "'n::euclidean_space set"
  assumes "affine S"
  shows "rel_open S"
  unfolding rel_open_def
  using assms rel_interior_affine_hull[of S] affine_hull_eq[of S]
  by metis

lemma affine_closed:
  fixes S :: "'n::euclidean_space set"
  assumes "affine S"
  shows "closed S"
proof -
  {
    assume "S  {}"
    then obtain L where L: "subspace L" "affine_parallel S L"
      using assms affine_parallel_subspace[of S] by auto
    then obtain a where a: "S = ((+) a ` L)"
      using affine_parallel_def[of L S] affine_parallel_commute by auto
    from L have "closed L" using closed_subspace by auto
    then have "closed S"
      using closed_translation a by auto
  }
  then show ?thesis by auto
qed

lemma closure_affine_hull:
  fixes S :: "'n::euclidean_space set"
  shows "closure S  affine hull S"
  by (intro closure_minimal hull_subset affine_closed affine_affine_hull)

lemma closed_affine_hull [iff]:
  fixes S :: "'n::euclidean_space set"
  shows "closed (affine hull S)"
  by (metis affine_affine_hull affine_closed)

lemma closure_same_affine_hull [simp]:
  fixes S :: "'n::euclidean_space set"
  shows "affine hull (closure S) = affine hull S"
proof -
  have "affine hull (closure S)  affine hull S"
    using hull_mono[of "closure S" "affine hull S" "affine"]
      closure_affine_hull[of S] hull_hull[of "affine" S]
    by auto
  moreover have "affine hull (closure S)  affine hull S"
    using hull_mono[of "S" "closure S" "affine"] closure_subset by auto
  ultimately show ?thesis by auto
qed

lemma closure_aff_dim [simp]:
  fixes S :: "'n::euclidean_space set"
  shows "aff_dim (closure S) = aff_dim S"
proof -
  have "aff_dim S  aff_dim (closure S)"
    using aff_dim_subset closure_subset by auto
  moreover have "aff_dim (closure S)  aff_dim (affine hull S)"
    using aff_dim_subset closure_affine_hull by blast
  moreover have "aff_dim (affine hull S) = aff_dim S"
    using aff_dim_affine_hull by auto
  ultimately show ?thesis by auto
qed

lemma rel_interior_closure_convex_shrink:
  fixes S :: "_::euclidean_space set"
  assumes "convex S"
    and "c  rel_interior S"
    and "x  closure S"
    and "e > 0"
    and "e  1"
  shows "x - e *R (x - c)  rel_interior S"
proof -
  obtain d where "d > 0" and d: "ball c d  affine hull S  S"
    using assms(2) unfolding mem_rel_interior_ball by auto
  have "y  S. norm (y - x) * (1 - e) < e * d"
  proof (cases "x  S")
    case True
    then show ?thesis using e > 0 d > 0 by force
  next
    case False
    then have x: "x islimpt S"
      using assms(3)[unfolded closure_def] by auto
    show ?thesis
    proof (cases "e = 1")
      case True
      obtain y where "y  S" "y  x" "dist y x < 1"
        using x[unfolded islimpt_approachable,THEN spec[where x=1]] by auto
      then show ?thesis
        unfolding True using d > 0 by (force simp add: )
    next
      case False
      then have "0 < e * d / (1 - e)" and *: "1 - e > 0"
        using e  1 e > 0 d > 0 by auto
      then obtain y where "y  S" "y  x" "dist y x < e * d / (1 - e)"
        using x[unfolded islimpt_approachable,THEN spec[where x="e*d / (1 - e)"]] by auto
      then show ?thesis
        unfolding dist_norm using pos_less_divide_eq[OF *] by force
    qed
  qed
  then obtain y where "y  S" and y: "norm (y - x) * (1 - e) < e * d"
    by auto
  define z where "z = c + ((1 - e) / e) *R (x - y)"
  have *: "x - e *R (x - c) = y - e *R (y - z)"
    unfolding z_def using e > 0
    by (auto simp: scaleR_right_diff_distrib scaleR_right_distrib scaleR_left_diff_distrib)
  have zball: "z  ball c d"
    using mem_ball z_def dist_norm[of c]
    using y and assms(4,5)
    by (simp add: norm_minus_commute) (simp add: field_simps)
  have "x  affine hull S"
    using closure_affine_hull assms by auto
  moreover have "y  affine hull S"
    using y  S hull_subset[of S] by auto
  moreover have "c  affine hull S"
    using assms rel_interior_subset hull_subset[of S] by auto
  ultimately have "z  affine hull S"
    using z_def affine_affine_hull[of S]
      mem_affine_3_minus [of "affine hull S" c x y "(1 - e) / e"]
      assms
    by simp
  then have "z  S" using d zball by auto
  obtain d1 where "d1 > 0" and d1: "ball z d1  ball c d"
    using zball open_ball[of c d] openE[of "ball c d" z] by auto
  then have "ball z d1  affine hull S  ball c d  affine hull S"
    by auto
  then have "ball z d1  affine hull S  S"
    using d by auto
  then have "z  rel_interior S"
    using mem_rel_interior_ball using d1 > 0 z  S by auto
  then have "y - e *R (y - z)  rel_interior S"
    using rel_interior_convex_shrink[of S z y e] assms y  S by auto
  then show ?thesis using * by auto
qed

lemma rel_interior_eq:
   "rel_interior s = s  openin(top_of_set (affine hull s)) s"
using rel_open rel_open_def by blast

lemma rel_interior_openin:
   "openin(top_of_set (affine hull s)) s  rel_interior s = s"
by (simp add: rel_interior_eq)

lemma rel_interior_affine:
  fixes S :: "'n::euclidean_space set"
  shows  "affine S  rel_interior S = S"
using affine_rel_open rel_open_def by auto

lemma rel_interior_eq_closure:
  fixes S :: "'n::euclidean_space set"
  shows "rel_interior S = closure S  affine S"
proof (cases "S = {}")
  case True
 then show ?thesis
    by auto
next
  case False show ?thesis
  proof
    assume eq: "rel_interior S = closure S"
    have "openin (top_of_set (affine hull S)) S"
      by (metis eq closure_subset openin_rel_interior rel_interior_subset subset_antisym)
    moreover have "closedin (top_of_set (affine hull S)) S"
      by (metis closed_subset closure_subset_eq eq hull_subset rel_interior_subset)
    ultimately have "S = {}  S = affine hull S"
      using convex_connected connected_clopen convex_affine_hull by metis
    with False have "affine hull S = S"
      by auto
    then show "affine S"
      by (metis affine_hull_eq)
  next
    assume "affine S"
    then show "rel_interior S = closure S"
      by (simp add: rel_interior_affine affine_closed)
  qed
qed


subsubsectiontag unimportant›‹Relative interior preserves under linear transformations›

lemma rel_interior_translation_aux:
  fixes a :: "'n::euclidean_space"
  shows "((λx. a + x) ` rel_interior S)  rel_interior ((λx. a + x) ` S)"
proof -
  {
    fix x
    assume x: "x  rel_interior S"
    then obtain T where "open T" "x  T  S" "T  affine hull S  S"
      using mem_rel_interior[of x S] by auto
    then have "open ((λx. a + x) ` T)"
      and "a + x  ((λx. a + x) ` T)  ((λx. a + x) ` S)"
      and "((λx. a + x) ` T)  affine hull ((λx. a + x) ` S)  (λx. a + x) ` S"
      using affine_hull_translation[of a S] open_translation[of T a] x by auto
    then have "a + x  rel_interior ((λx. a + x) ` S)"
      using mem_rel_interior[of "a+x" "((λx. a + x) ` S)"] by auto
  }
  then show ?thesis by auto
qed

lemma rel_interior_translation:
  fixes a :: "'n::euclidean_space"
  shows "rel_interior ((λx. a + x) ` S) = (λx. a + x) ` rel_interior S"
proof -
  have "(λx. (-a) + x) ` rel_interior ((λx. a + x) ` S)  rel_interior S"
    using rel_interior_translation_aux[of "-a" "(λx. a + x) ` S"]
      translation_assoc[of "-a" "a"]
    by auto
  then have "((λx. a + x) ` rel_interior S)  rel_interior ((λx. a + x) ` S)"
    using translation_inverse_subset[of a "rel_interior ((+) a ` S)" "rel_interior S"]
    by auto
  then show ?thesis
    using rel_interior_translation_aux[of a S] by auto
qed


lemma affine_hull_linear_image:
  assumes "bounded_linear f"
  shows "f ` (affine hull s) = affine hull f ` s"
proof -
  interpret f: bounded_linear f by fact
  have "affine {x. f x  affine hull f ` s}"
    unfolding affine_def
    by (auto simp: f.scaleR f.add affine_affine_hull[unfolded affine_def, rule_format])
  moreover have "affine {x. x  f ` (affine hull s)}"
    using affine_affine_hull[unfolded affine_def, of s]
    unfolding affine_def by (auto simp: f.scaleR [symmetric] f.add [symmetric])
  ultimately show ?thesis
    by (auto simp: hull_inc elim!: hull_induct)
qed 


lemma rel_interior_injective_on_span_linear_image:
  fixes f :: "'m::euclidean_space  'n::euclidean_space"
    and S :: "'m::euclidean_space set"
  assumes "bounded_linear f"
    and "inj_on f (span S)"
  shows "rel_interior (f ` S) = f ` (rel_interior S)"
proof -
  {
    fix z
    assume z: "z  rel_interior (f ` S)"
    then have "z  f ` S"
      using rel_interior_subset[of "f ` S"] by auto
    then obtain x where x: "x  S" "f x = z" by auto
    obtain e2 where e2: "e2 > 0" "cball z e2  affine hull (f ` S)  (f ` S)"
      using z rel_interior_cball[of "f ` S"] by auto
    obtain K where K: "K > 0" "x. norm (f x)  norm x * K"
     using assms Real_Vector_Spaces.bounded_linear.pos_bounded[of f] by auto
    define e1 where "e1 = 1 / K"
    then have e1: "e1 > 0" "x. e1 * norm (f x)  norm x"
      using K pos_le_divide_eq[of e1] by auto
    define e where "e = e1 * e2"
    then have "e > 0" using e1 e2 by auto
    {
      fix y
      assume y: "y  cball x e  affine hull S"
      then have h1: "f y  affine hull (f ` S)"
        using affine_hull_linear_image[of f S] assms by auto
      from y have "norm (x-y)  e1 * e2"
        using cball_def[of x e] dist_norm[of x y] e_def by auto
      moreover have "f x - f y = f (x - y)"
        using assms linear_diff[of f x y] linear_conv_bounded_linear[of f] by auto
      moreover have "e1 * norm (f (x-y))  norm (x - y)"
        using e1 by auto
      ultimately have "e1 * norm ((f x)-(f y))  e1 * e2"
        by auto
      then have "f y  cball z e2"
        using cball_def[of "f x" e2] dist_norm[of "f x" "f y"] e1 x by auto
      then have "f y  f ` S"
        using y e2 h1 by auto
      then have "y  S"
        using assms y hull_subset[of S] affine_hull_subset_span
          inj_on_image_mem_iff [OF inj_on f (span S)]
        by (metis Int_iff span_superset subsetCE)
    }
    then have "z  f ` (rel_interior S)"
      using mem_rel_interior_cball[of x S] e > 0 x by auto
  }
  moreover
  {
    fix x
    assume x: "x  rel_interior S"
    then obtain e2 where e2: "e2 > 0" "cball x e2  affine hull S  S"
      using rel_interior_cball[of S] by auto
    have "x  S" using x rel_interior_subset by auto
    then have *: "f x  f ` S" by auto
    have "xspan S. f x = 0  x = 0"
      using assms subspace_span linear_conv_bounded_linear[of f]
        linear_injective_on_subspace_0[of f "span S"]
      by auto
    then obtain e1 where e1: "e1 > 0" "x  span S. e1 * norm x  norm (f x)"
      using assms injective_imp_isometric[of "span S" f]
        subspace_span[of S] closed_subspace[of "span S"]
      by auto
    define e where "e = e1 * e2"
    hence "e > 0" using e1 e2 by auto
    {
      fix y
      assume y: "y  cball (f x) e  affine hull (f ` S)"
      then have "y  f ` (affine hull S)"
        using affine_hull_linear_image[of f S] assms by auto
      then obtain xy where xy: "xy  affine hull S" "f xy = y" by auto
      with y have "norm (f x - f xy)  e1 * e2"
        using cball_def[of "f x" e] dist_norm[of "f x" y] e_def by auto
      moreover have "f x - f xy = f (x - xy)"
        using assms linear_diff[of f x xy] linear_conv_bounded_linear[of f] by auto
      moreover have *: "x - xy  span S"
        using subspace_diff[of "span S" x xy] subspace_span x  S xy
          affine_hull_subset_span[of S] span_superset
        by auto
      moreover from * have "e1 * norm (x - xy)  norm (f (x - xy))"
        using e1 by auto
      ultimately have "e1 * norm (x - xy)  e1 * e2"
        by auto
      then have "xy  cball x e2"
        using cball_def[of x e2] dist_norm[of x xy] e1 by auto
      then have "y  f ` S"
        using xy e2 by auto
    }
    then have "f x  rel_interior (f ` S)"
      using mem_rel_interior_cball[of "(f x)" "(f ` S)"] * e > 0 by auto
  }
  ultimately show ?thesis by auto
qed

lemma rel_interior_injective_linear_image:
  fixes f :: "'m::euclidean_space  'n::euclidean_space"
  assumes "bounded_linear f"
    and "inj f"
  shows "rel_interior (f ` S) = f ` (rel_interior S)"
  using assms rel_interior_injective_on_span_linear_image[of f S]
    subset_inj_on[of f "UNIV" "span S"]
  by auto


subsectiontag unimportant› ‹Openness and compactness are preserved by convex hull operation›

lemma open_convex_hull[intro]:
  fixes S :: "'a::real_normed_vector set"
  assumes "open S"
  shows "open (convex hull S)"
proof (clarsimp simp: open_contains_cball convex_hull_explicit)
  fix T and u :: "'areal"
  assume obt: "finite T" "TS" "xT. 0  u x" "sum u T = 1" 

  from assms[unfolded open_contains_cball] obtain b
    where b: "x. xS  0 < b x  cball x (b x)  S" by metis
  have "b ` T  {}"
    using obt by auto
  define i where "i = b ` T"
  let  = "λy. F. finite F  F  S  (u. (xF. 0  u x)  sum u F = 1  (vF. u v *R v) = y)"
  let ?a = "vT. u v *R v"
  show "e > 0. cball ?a e  {y.  y}"
  proof (intro exI subsetI conjI)
    show "0 < Min i"
      unfolding i_def and Min_gr_iff[OF finite_imageI[OF obt(1)] b ` T{}]
      using b TS by auto
  next
    fix y
    assume "y  cball ?a (Min i)"
    then have y: "norm (?a - y)  Min i"
      unfolding dist_norm[symmetric] by auto
    { fix x
      assume "x  T"
      then have "Min i  b x"
        by (simp add: i_def obt(1))
      then have "x + (y - ?a)  cball x (b x)"
        using y unfolding mem_cball dist_norm by auto
      moreover have "x  S"
        using xT TS by auto
      ultimately have "x + (y - ?a)  S"
        using y b by blast
    }
    moreover
    have *: "inj_on (λv. v + (y - ?a)) T"
      unfolding inj_on_def by auto
    have "(v(λv. v + (y - ?a)) ` T. u (v - (y - ?a)) *R v) = y"
      unfolding sum.reindex[OF *] o_def using obt(4)
      by (simp add: sum.distrib sum_subtractf scaleR_left.sum[symmetric] scaleR_right_distrib)
    ultimately show "y  {y.  y}"
    proof (intro CollectI exI conjI)
      show "finite ((λv. v + (y - ?a)) ` T)"
        by (simp add: obt(1))
      show "sum (λv. u (v - (y - ?a))) ((λv. v + (y - ?a)) ` T) = 1"
        unfolding sum.reindex[OF *] o_def using obt(4) by auto
    qed (use obt(1, 3) in auto)
  qed
qed

lemma compact_convex_combinations:
  fixes S T :: "'a::real_normed_vector set"
  assumes "compact S" "compact T"
  shows "compact { (1 - u) *R x + u *R y | x y u. 0  u  u  1  x  S  y  T}"
proof -
  let ?X = "{0..1} × S × T"
  let ?h = "(λz. (1 - fst z) *R fst (snd z) + fst z *R snd (snd z))"
  have *: "{ (1 - u) *R x + u *R y | x y u. 0  u  u  1  x  S  y  T} = ?h ` ?X"
    by force
  have "continuous_on ?X (λz. (1 - fst z) *R fst (snd z) + fst z *R snd (snd z))"
    unfolding continuous_on by (rule ballI) (intro tendsto_intros)
  with assms show ?thesis
    by (simp add: * compact_Times compact_continuous_image)
qed

lemma finite_imp_compact_convex_hull:
  fixes S :: "'a::real_normed_vector set"
  assumes "finite S"
  shows "compact (convex hull S)"
proof (cases "S = {}")
  case True
  then show ?thesis by simp
next
  case False
  with assms show ?thesis
  proof (induct rule: finite_ne_induct)
    case (singleton x)
    show ?case by simp
  next
    case (insert x A)
    let ?f = "λ(u, y::'a). u *R x + (1 - u) *R y"
    let ?T = "{0..1::real} × (convex hull A)"
    have "continuous_on ?T ?f"
      unfolding split_def continuous_on by (intro ballI tendsto_intros)
    moreover have "compact ?T"
      by (intro compact_Times compact_Icc insert)
    ultimately have "compact (?f ` ?T)"
      by (rule compact_continuous_image)
    also have "?f ` ?T = convex hull (insert x A)"
      unfolding convex_hull_insert [OF A  {}]
      apply safe
      apply (rule_tac x=a in exI, simp)
      apply (rule_tac x="1 - a" in exI, simp, fast)
      apply (rule_tac x="(u, b)" in image_eqI, simp_all)
      done
    finally show "compact (convex hull (insert x A))" .
  qed
qed

lemma compact_convex_hull:
  fixes S :: "'a::euclidean_space set"
  assumes "compact S"
  shows "compact (convex hull S)"
proof (cases "S = {}")
  case True
  then show ?thesis using compact_empty by simp
next
  case False
  then obtain w where "w  S" by auto
  show ?thesis
    unfolding caratheodory[of S]
  proof (induct ("DIM('a) + 1"))
    case 0
    have *: "{x.sa. finite sa  sa  S  card sa  0  x  convex hull sa} = {}"
      using compact_empty by auto
    from 0 show ?case unfolding * by simp
  next
    case (Suc n)
    show ?case
    proof (cases "n = 0")
      case True
      have "{x. T. finite T  T  S  card T  Suc n  x  convex hull T} = S"
        unfolding set_eq_iff and mem_Collect_eq
      proof (rule, rule)
        fix x
        assume "T. finite T  T  S  card T  Suc n  x  convex hull T"
        then obtain T where T: "finite T" "T  S" "card T  Suc n" "x  convex hull T"
          by auto
        show "x  S"
        proof (cases "card T = 0")
          case True
          then show ?thesis
            using T(4) unfolding card_0_eq[OF T(1)] by simp
        next
          case False
          then have "card T = Suc 0" using T(3) n=0 by auto
          then obtain a where "T = {a}" unfolding card_Suc_eq by auto
          then show ?thesis using T(2,4) by simp
        qed
      next
        fix x assume "xS"
        then show "T. finite T  T  S  card T  Suc n  x  convex hull T"
          by (rule_tac x="{x}" in exI) (use convex_hull_singleton in auto)
      qed
      then show ?thesis using assms by simp
    next
      case False
      have "{x. T. finite T  T  S  card T  Suc n  x  convex hull T} =
        {(1 - u) *R x + u *R y | x y u.
          0  u  u  1  x  S  y  {x. T. finite T  T  S  card T  n  x  convex hull T}}"
        unfolding set_eq_iff and mem_Collect_eq
      proof (rule, rule)
        fix x
        assume "u v c. x = (1 - c) *R u + c *R v 
          0  c  c  1  u  S  (T. finite T  T  S  card T  n  v  convex hull T)"
        then obtain u v c T where obt: "x = (1 - c) *R u + c *R v"
          "0  c  c  1" "u  S" "finite T" "T  S" "card T  n"  "v  convex hull T"
          by auto
        moreover have "(1 - c) *R u + c *R v  convex hull insert u T"
          by (meson convexD_alt convex_convex_hull hull_inc hull_mono in_mono insertCI obt(2) obt(7) subset_insertI)
        ultimately show "T. finite T  T  S  card T  Suc n  x  convex hull T"
          by (rule_tac x="insert u T" in exI) (auto simp: card_insert_if)
      next
        fix x
        assume "T. finite T  T  S  card T  Suc n  x  convex hull T"
        then obtain T where T: "finite T" "T  S" "card T  Suc n" "x  convex hull T"
          by auto
        show "u v c. x = (1 - c) *R u + c *R v 
          0  c  c  1  u  S  (T. finite T  T  S  card T  n  v  convex hull T)"
        proof (cases "card T = Suc n")
          case False
          then have "card T  n" using T(3) by auto
          then show ?thesis
            using wS and T
            by (rule_tac x=w in exI, rule_tac x=x in exI, rule_tac x=1 in exI) auto
        next
          case True
          then obtain a u where au: "T = insert a u" "au"
            by (metis card_le_Suc_iff order_refl)
          show ?thesis
          proof (cases "u = {}")
            case True
            then have "x = a" using T(4)[unfolded au] by auto
            show ?thesis unfolding x = a
              using T n  0 unfolding au              
              by (rule_tac x=a in exI, rule_tac x=a in exI, rule_tac x=1 in exI) force
          next
            case False
            obtain ux vx b where obt: "ux0" "vx0" "ux + vx = 1"
              "b  convex hull u" "x = ux *R a + vx *R b"
              using T(4)[unfolded au convex_hull_insert[OF False]]
              by auto
            have *: "1 - vx = ux" using obt(3) by auto
            show ?thesis
              using obt T(1-3) card_insert_disjoint[OF _ au(2)] unfolding au *  
              by (rule_tac x=a in exI, rule_tac x=b in exI, rule_tac x=vx in exI) force
          qed
        qed
      qed
      then show ?thesis
        using compact_convex_combinations[OF assms Suc] by simp
    qed
  qed
qed


subsectiontag unimportant› ‹Extremal points of a simplex are some vertices›

lemma dist_increases_online:
  fixes a b d :: "'a::real_inner"
  assumes "d  0"
  shows "dist a (b + d) > dist a b  dist a (b - d) > dist a b"
proof (cases "inner a d - inner b d > 0")
  case True
  then have "0 < inner d d + (inner a d * 2 - inner b d * 2)"
    using assms
    by (intro add_pos_pos) auto
  then show ?thesis
    unfolding dist_norm and norm_eq_sqrt_inner and real_sqrt_less_iff
    by (simp add: algebra_simps inner_commute)
next
  case False
  then have "0 < inner d d + (inner b d * 2 - inner a d * 2)"
    using assms
    by (intro add_pos_nonneg) auto
  then show ?thesis
    unfolding dist_norm and norm_eq_sqrt_inner and real_sqrt_less_iff
    by (simp add: algebra_simps inner_commute)
qed

lemma norm_increases_online:
  fixes d :: "'a::real_inner"
  shows "d  0  norm (a + d) > norm a  norm(a - d) > norm a"
  using dist_increases_online[of d a 0] unfolding dist_norm by auto

lemma simplex_furthest_lt:
  fixes S :: "'a::real_inner set"
  assumes "finite S"
  shows "x  convex hull S.  x  S  (y  convex hull S. norm (x - a) < norm(y - a))"
  using assms
proof induct
  fix x S
  assume as: "finite S" "xS" "xconvex hull S. x  S  (yconvex hull S. norm (x - a) < norm (y - a))"
  show "xaconvex hull insert x S. xa  insert x S 
    (yconvex hull insert x S. norm (xa - a) < norm (y - a))"
  proof (intro impI ballI, cases "S = {}")
    case False
    fix y
    assume y: "y  convex hull insert x S" "y  insert x S"
    obtain u v b where obt: "u0" "v0" "u + v = 1" "b  convex hull S" "y = u *R x + v *R b"
      using y(1)[unfolded convex_hull_insert[OF False]] by auto
    show "zconvex hull insert x S. norm (y - a) < norm (z - a)"
    proof (cases "y  convex hull S")
      case True
      then obtain z where "z  convex hull S" "norm (y - a) < norm (z - a)"
        using as(3)[THEN bspec[where x=y]] and y(2) by auto
      then show ?thesis
        by (meson hull_mono subsetD subset_insertI)
    next
      case False
      show ?thesis
      proof (cases "u = 0  v = 0")
        case True
        with False show ?thesis
          using obt y by auto
      next
        case False
        then obtain w where w: "w>0" "w<u" "w<v"
          using field_lbound_gt_zero[of u v] and obt(1,2) by auto
        have "x  b"
        proof
          assume "x = b"
          then have "y = b" unfolding obt(5)
            using obt(3) by (auto simp: scaleR_left_distrib[symmetric])
          then show False using obt(4) and False
            using x = b y(2) by blast
        qed
        then have *: "w *R (x - b)  0" using w(1) by auto
        show ?thesis
          using dist_increases_online[OF *, of a y]
        proof (elim disjE)
          assume "dist a y < dist a (y + w *R (x - b))"
          then have "norm (y - a) < norm ((u + w) *R x + (v - w) *R b - a)"
            unfolding dist_commute[of a]
            unfolding dist_norm obt(5)
            by (simp add: algebra_simps)
          moreover have "(u + w) *R x + (v - w) *R b  convex hull insert x S"
            unfolding convex_hull_insert[OF S{}]
          proof (intro CollectI conjI exI)
            show "u + w  0" "v - w  0"
              using obt(1) w by auto
          qed (use obt in auto)
          ultimately show ?thesis by auto
        next
          assume "dist a y < dist a (y - w *R (x - b))"
          then have "norm (y - a) < norm ((u - w) *R x + (v + w) *R b - a)"
            unfolding dist_commute[of a]
            unfolding dist_norm obt(5)
            by (simp add: algebra_simps)
          moreover have "(u - w) *R x + (v + w) *R b  convex hull insert x S"
            unfolding convex_hull_insert[OF S{}]
          proof (intro CollectI conjI exI)
            show "u - w  0" "v + w  0"
              using obt(1) w by auto
          qed (use obt in auto)
          ultimately show ?thesis by auto
        qed
      qed
    qed
  qed auto
qed (auto simp: assms)

lemma simplex_furthest_le:
  fixes S :: "'a::real_inner set"
  assumes "finite S"
    and "S  {}"
  shows "yS. x convex hull S. norm (x - a)  norm (y - a)"
proof -
  have "convex hull S  {}"
    using hull_subset[of S convex] and assms(2) by auto
  then obtain x where x: "x  convex hull S" "yconvex hull S. norm (y - a)  norm (x - a)"
    using distance_attains_sup[OF finite_imp_compact_convex_hull[OF finite S], of a]
    unfolding dist_commute[of a]
    unfolding dist_norm
    by auto
  show ?thesis
  proof (cases "x  S")
    case False
    then obtain y where "y  convex hull S" "norm (x - a) < norm (y - a)"
      using simplex_furthest_lt[OF assms(1), THEN bspec[where x=x]] and x(1)
      by auto
    then show ?thesis
      using x(2)[THEN bspec[where x=y]] by auto
  next
    case True
    with x show ?thesis by auto
  qed
qed

lemma simplex_furthest_le_exists:
  fixes S :: "('a::real_inner) set"
  shows "finite S  x(convex hull S). yS. norm (x - a)  norm (y - a)"
  using simplex_furthest_le[of S] by (cases "S = {}") auto

lemma simplex_extremal_le:
  fixes S :: "'a::real_inner set"
  assumes "finite S"
    and "S  {}"
  shows "uS. vS. xconvex hull S. y  convex hull S. norm (x - y)  norm (u - v)"
proof -
  have "convex hull S  {}"
    using hull_subset[of S convex] and assms(2) by auto
  then obtain u v where obt: "u  convex hull S" "v  convex hull S"
    "xconvex hull S. yconvex hull S. norm (x - y)  norm (u - v)"
    using compact_sup_maxdistance[OF finite_imp_compact_convex_hull[OF assms(1)]]
    by (auto simp: dist_norm)
  then show ?thesis
  proof (cases "uS  vS", elim disjE)
    assume "u  S"
    then obtain y where "y  convex hull S" "norm (u - v) < norm (y - v)"
      using simplex_furthest_lt[OF assms(1), THEN bspec[where x=u]] and obt(1)
      by auto
    then show ?thesis
      using obt(3)[THEN bspec[where x=y], THEN bspec[where x=v]] and obt(2)
      by auto
  next
    assume "v  S"
    then obtain y where "y  convex hull S" "norm (v - u) < norm (y - u)"
      using simplex_furthest_lt[OF assms(1), THEN bspec[where x=v]] and obt(2)
      by auto
    then show ?thesis
      using obt(3)[THEN bspec[where x=u], THEN bspec[where x=y]] and obt(1)
      by (auto simp: norm_minus_commute)
  qed auto
qed

lemma simplex_extremal_le_exists:
  fixes S :: "'a::real_inner set"
  shows "finite S  x  convex hull S  y  convex hull S 
    uS. vS. norm (x - y)  norm (u - v)"
  using convex_hull_empty simplex_extremal_le[of S]
  by(cases "S = {}") auto


subsection ‹Closest point of a convex set is unique, with a continuous projection›

definitiontag important› closest_point :: "'a::{real_inner,heine_borel} set  'a  'a"
  where "closest_point S a = (SOME x. x  S  (yS. dist a x  dist a y))"

lemma closest_point_exists:
  assumes "closed S"
    and "S  {}"
  shows closest_point_in_set: "closest_point S a  S"
    and "yS. dist a (closest_point S a)  dist a y"
  unfolding closest_point_def
  by (rule_tac someI2_ex, auto intro: distance_attains_inf[OF assms(1,2), of a])+

lemma closest_point_le: "closed S  x  S  dist a (closest_point S a)  dist a x"
  using closest_point_exists[of S] by auto

lemma closest_point_self:
  assumes "x  S"
  shows "closest_point S x = x"
  unfolding closest_point_def
  by (rule some1_equality, rule ex1I[of _ x]) (use assms in auto)

lemma closest_point_refl: "closed S  S  {}  closest_point S x = x  x  S"
  using closest_point_in_set[of S x] closest_point_self[of x S]
  by auto

lemma closer_points_lemma:
  assumes "inner y z > 0"
  shows "u>0. v>0. v  u  norm(v *R z - y) < norm y"
proof -
  have z: "inner z z > 0"
    unfolding inner_gt_zero_iff using assms by auto
  have "norm (v *R z - y) < norm y"
    if "0 < v" and "v  inner y z / inner z z" for v
    unfolding norm_lt using z assms that
    by (simp add: field_simps inner_diff inner_commute mult_strict_left_mono[OF _ 0<v])
  then show ?thesis
    using assms z
    by (rule_tac x = "inner y z / inner z z" in exI) auto
qed

lemma closer_point_lemma:
  assumes "inner (y - x) (z - x) > 0"
  shows "u>0. u  1  dist (x + u *R (z - x)) y < dist x y"
proof -
  obtain u where "u > 0"
    and u: "v. 0<v; v  u  norm (v *R (z - x) - (y - x)) < norm (y - x)"
    using closer_points_lemma[OF assms] by auto
  show ?thesis
    using u[of "min u 1"] and u > 0
    by (metis diff_diff_add dist_commute dist_norm less_eq_real_def not_less u zero_less_one)
qed

lemma any_closest_point_dot:
  assumes "convex S" "closed S" "x  S" "y  S" "zS. dist a x  dist a z"
  shows "inner (a - x) (y - x)  0"
proof (rule ccontr)
  assume "¬ ?thesis"
  then obtain u where u: "u>0" "u1" "dist (x + u *R (y - x)) a < dist x a"
    using closer_point_lemma[of a x y] by auto
  let ?z = "(1 - u) *R x + u *R y"
  have "?z  S"
    using convexD_alt[OF assms(1,3,4), of u] using u by auto
  then show False
    using assms(5)[THEN bspec[where x="?z"]] and u(3)
    by (auto simp: dist_commute algebra_simps)
qed

lemma any_closest_point_unique:
  fixes x :: "'a::real_inner"
  assumes "convex S" "closed S" "x  S" "y  S"
    "zS. dist a x  dist a z" "zS. dist a y  dist a z"
  shows "x = y"
  using any_closest_point_dot[OF assms(1-4,5)] and any_closest_point_dot[OF assms(1-2,4,3,6)]
  unfolding norm_pths(1) and norm_le_square
  by (auto simp: algebra_simps)

lemma closest_point_unique:
  assumes "convex S" "closed S" "x  S" "zS. dist a x  dist a z"
  shows "x = closest_point S a"
  using any_closest_point_unique[OF assms(1-3) _ assms(4), of "closest_point S a"]
  using closest_point_exists[OF assms(2)] and assms(3) by auto

lemma closest_point_dot:
  assumes "convex S" "closed S" "x  S"
  shows "inner (a - closest_point S a) (x - closest_point S a)  0"
  using any_closest_point_dot[OF assms(1,2) _ assms(3)]
  by (metis assms(2) assms(3) closest_point_in_set closest_point_le empty_iff)

lemma closest_point_lt:
  assumes "convex S" "closed S" "x  S" "x  closest_point S a"
  shows "dist a (closest_point S a) < dist a x"
  using closest_point_unique[where a=a] closest_point_le[where a=a] assms by fastforce

lemma setdist_closest_point:
    "closed S; S  {}  setdist {a} S = dist a (closest_point S a)"
  by (metis closest_point_exists(2) closest_point_in_set emptyE insert_iff setdist_unique)

lemma closest_point_lipschitz:
  assumes "convex S"
    and "closed S" "S  {}"
  shows "dist (closest_point S x) (closest_point S y)  dist x y"
proof -
  have "inner (x - closest_point S x) (closest_point S y - closest_point S x)  0"
    and "inner (y - closest_point S y) (closest_point S x - closest_point S y)  0"
    by (simp_all add: assms closest_point_dot closest_point_in_set)
  then show ?thesis unfolding dist_norm and norm_le
    using inner_ge_zero[of "(x - closest_point S x) - (y - closest_point S y)"]
    by (simp add: inner_add inner_diff inner_commute)
qed

lemma continuous_at_closest_point:
  assumes "convex S"
    and "closed S"
    and "S  {}"
  shows "continuous (at x) (closest_point S)"
  unfolding continuous_at_eps_delta
  using le_less_trans[OF closest_point_lipschitz[OF assms]] by auto

lemma continuous_on_closest_point:
  assumes "convex S"
    and "closed S"
    and "S  {}"
  shows "continuous_on t (closest_point S)"
  by (metis continuous_at_imp_continuous_on continuous_at_closest_point[OF assms])

proposition closest_point_in_rel_interior:
  assumes "closed S" "S  {}" and x: "x  affine hull S"
    shows "closest_point S x  rel_interior S  x  rel_interior S"
proof (cases "x  S")
  case True
  then show ?thesis
    by (simp add: closest_point_self)
next
  case False
  then have "False" if asm: "closest_point S x  rel_interior S"
  proof -
    obtain e where "e > 0" and clox: "closest_point S x  S"
               and e: "cball (closest_point S x) e  affine hull S  S"
      using asm mem_rel_interior_cball by blast
    then have clo_notx: "closest_point S x  x"
      using x  S by auto
    define y where "y  closest_point S x -
                        (min 1 (e / norm(closest_point S x - x))) *R (closest_point S x - x)"
    have "x - y = (1 - min 1 (e / norm (closest_point S x - x))) *R (x - closest_point S x)"
      by (simp add: y_def algebra_simps)
    then have "norm (x - y) = abs ((1 - min 1 (e / norm (closest_point S x - x)))) * norm(x - closest_point S x)"
      by simp
    also have " < norm(x - closest_point S x)"
      using clo_notx e > 0
      by (auto simp: mult_less_cancel_right2 field_split_simps)
    finally have no_less: "norm (x - y) < norm (x - closest_point S x)" .
    have "y  affine hull S"
      unfolding y_def
      by (meson affine_affine_hull clox hull_subset mem_affine_3_minus2 subsetD x)
    moreover have "dist (closest_point S x) y  e"
      using e > 0 by (auto simp: y_def min_mult_distrib_right)
    ultimately have "y  S"
      using subsetD [OF e] by simp
    then have "dist x (closest_point S x)  dist x y"
      by (simp add: closest_point_le closed S)
    with no_less show False
      by (simp add: dist_norm)
  qed
  moreover have "x  rel_interior S"
    using rel_interior_subset False by blast
  ultimately show ?thesis by blast
qed


subsubsectiontag unimportant› ‹Various point-to-set separating/supporting hyperplane theorems›

lemma supporting_hyperplane_closed_point:
  fixes z :: "'a::{real_inner,heine_borel}"
  assumes "convex S"
    and "closed S"
    and "S  {}"
    and "z  S"
  shows "a b. yS. inner a z < b  inner a y = b  (xS. inner a x  b)"
proof -
  obtain y where "y  S" and y: "xS. dist z y  dist z x"
    by (metis distance_attains_inf[OF assms(2-3)])
  show ?thesis
  proof (intro exI bexI conjI ballI)
    show "(y - z)  z < (y - z)  y"
      by (metis y  S assms(4) diff_gt_0_iff_gt inner_commute inner_diff_left inner_gt_zero_iff right_minus_eq)
    show "(y - z)  y  (y - z)  x" if "x  S" for x
    proof (rule ccontr)
      have *: "u. 0  u  u  1  dist z y  dist z ((1 - u) *R y + u *R x)"
        using assms(1)[unfolded convex_alt] and y and xS and yS by auto
      assume "¬ (y - z)  y  (y - z)  x"
      then obtain v where "v > 0" "v  1" "dist (y + v *R (x - y)) z < dist y z"
        using closer_point_lemma[of z y x] by (auto simp: inner_diff)
      then show False
        using *[of v] by (auto simp: dist_commute algebra_simps)
    qed
  qed (use y  S in auto)
qed

lemma separating_hyperplane_closed_point:
  fixes z :: "'a::{real_inner,heine_borel}"
  assumes "convex S"
    and "closed S"
    and "z  S"
  shows "a b. inner a z < b  (xS. inner a x > b)"
proof (cases "S = {}")
  case True
  then show ?thesis
    by (simp add: gt_ex)
next
  case False
  obtain y where "y  S" and y: "x. x  S  dist z y  dist z x"
    by (metis distance_attains_inf[OF assms(2) False])
  show ?thesis
  proof (intro exI conjI ballI)
    show "(y - z)  z < inner (y - z) z + (norm (y - z))2 / 2"
      using yS zS by auto
  next
    fix x
    assume "x  S"
    have "False" if *: "0 < inner (z - y) (x - y)"
    proof -
      obtain u where "u > 0" "u  1" "dist (y + u *R (x - y)) z < dist y z"
        using * closer_point_lemma by blast
      then show False using y[of "y + u *R (x - y)"] convexD_alt [OF convex S]
        using xS yS by (auto simp: dist_commute algebra_simps)
    qed
    moreover have "0 < (norm (y - z))2"
      using yS zS by auto
    then have "0 < inner (y - z) (y - z)"
      unfolding power2_norm_eq_inner by simp
    ultimately show "(y - z)  z + (norm (y - z))2 / 2 < (y - z)  x"
      by (force simp: field_simps power2_norm_eq_inner inner_commute inner_diff)
  qed 
qed

lemma separating_hyperplane_closed_0:
  assumes "convex (S::('a::euclidean_space) set)"
    and "closed S"
    and "0  S"
  shows "a b. a  0  0 < b  (xS. inner a x > b)"
proof (cases "S = {}")
  case True
  have