Lemma 13.1.23 (Nearest-Point Projection).label Let $\vec{0}\nin E\neq\emp\suf\R^{n}$ be closed convex then $\exists! z\in E$ which attains $\INF{x\in E}\norm{x-\vec{0}}{}$ and

\begin{align*}\inner{z}{x}\geq\norm{z}{}^{2}>0&&\fall x\in E\end{align*}

We can upgrade this from $\vec{0}$ to any $x_{0}\in\R^{n}$ by Lemma 13.1.24

Proof. Existence Fix $x_{0}\in E$ and $R\define \norm{x_0}{}$. The set $E\cap \cl{B}(0,R)$ is closed and bounded hence compact, and nonempty since it contains $x_{0}$. The continuous function $x\mto \norm{x}{}$ attains its minimum at some $z\in E$. For $x\in E$ with $\norm{x}{}>R$ we have $\norm{x}{}>R\geq \norm{z}{}$ so $z$ minimizes $\norm{\cd}{}$ over all of $E$.

Uniqueness Suppose $z_{1}\neq z_{2}\in E$ both achieve the minimum value $m\define\MIN{x\in E}\norm{x}{}$. By convexity $\frac{z_{1}+z_{2}}{2}\in E$. By parallelogram identity

\begin{align*}\norm{\frac{z_{1}+z_{2}}{2}}{}^{2}=\frac{1}{2}\norm{z_1}{}^{2}+\frac{1}{2}\norm{z_2}{}^{2}-\frac{1}{4}\norm{z_1-z_2}{}^{2}=m^{2}-\frac{1}{4}\norm{z_1-z_2}{}^{2}<m^{2}\end{align*}

since $z_{1}\neq z_{2}$, contradicting minimality of $m$. Variational Inequality Let $x\in E$ and $t\in (0,1]$. By convexity $z+t(x-z)\in E$, so $\norm{z+t(x-z)}{}^{2}\geq \norm{z}{}^{2}$. Expanding we have

\begin{align*}\norm{z}{}^{2}+2t\inner{z}{x-z}+t^{2}\norm{x-z}{}^{2}\geq\norm{z}{}^{2}\implies 2\inner{z}{x-z}+t\norm{x-z}{}^{2}\geq 0\end{align*}

Letting $t\to 0^{+}$ gives $\inner{z}{x-z}\geq 0$ hence $\inner{z}{x}\geq \norm{z}{}^{2}$. Since $0\nin E,z\neq 0$ so $\norm{z}{}^{2}>0$.$\square$

Post a Comment

Name:Email:
Please enter the tag of the current page (AN) to post the comment.
Tag:

The Eigenspace

BibliographyComments