/- Copyright (c) 2021 Yaël Dillies, Bhavik Mehta. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Yaël Dillies, Bhavik Mehta -/ import analysis.convex.hull /-! # Extreme sets This file defines extreme sets and extreme points for sets in a module. An extreme set of `A` is a subset of `A` that is as far as it can get in any outward direction: If point `x` is in it and point `y ∈ A`, then the line passing through `x` and `y` leaves `A` at `x`. This is an analytic notion of "being on the side of". It is weaker than being exposed (see `is_exposed.is_extreme`). ## Main declarations * `is_extreme 𝕜 A B`: States that `B` is an extreme set of `A` (in the literature, `A` is often implicit). * `set.extreme_points 𝕜 A`: Set of extreme points of `A` (corresponding to extreme singletons). * `convex.mem_extreme_points_iff_convex_diff`: A useful equivalent condition to being an extreme point: `x` is an extreme point iff `A \ {x}` is convex. ## Implementation notes The exact definition of extremeness has been carefully chosen so as to make as many lemmas unconditional (in particular, the Krein-Milman theorem doesn't need the set to be convex!). In practice, `A` is often assumed to be a convex set. ## References See chapter 8 of [Barry Simon, *Convexity*][simon2011] ## TODO Define intrinsic frontier and prove lemmas related to extreme sets and points. More not-yet-PRed stuff is available on the branch `sperner_again`. -/ open_locale classical affine open set variables (𝕜 : Type*) {E : Type*} section has_smul variables [ordered_semiring 𝕜] [add_comm_monoid E] [has_smul 𝕜 E] /-- A set `B` is an extreme subset of `A` if `B ⊆ A` and all points of `B` only belong to open segments whose ends are in `B`. -/ def is_extreme (A B : set E) : Prop := B ⊆ A ∧ ∀ ⦃x₁⦄, x₁ ∈ A → ∀ ⦃x₂⦄, x₂ ∈ A → ∀ ⦃x⦄, x ∈ B → x ∈ open_segment 𝕜 x₁ x₂ → x₁ ∈ B ∧ x₂ ∈ B /-- A point `x` is an extreme point of a set `A` if `x` belongs to no open segment with ends in `A`, except for the obvious `open_segment x x`. -/ def set.extreme_points (A : set E) : set E := {x ∈ A | ∀ ⦃x₁⦄, x₁ ∈ A → ∀ ⦃x₂⦄, x₂ ∈ A → x ∈ open_segment 𝕜 x₁ x₂ → x₁ = x ∧ x₂ = x} @[refl] protected lemma is_extreme.refl (A : set E) : is_extreme 𝕜 A A := ⟨subset.rfl, λ x₁ hx₁A x₂ hx₂A x hxA hx, ⟨hx₁A, hx₂A⟩⟩ variables {𝕜} {A B C : set E} {x : E} protected lemma is_extreme.rfl : is_extreme 𝕜 A A := is_extreme.refl 𝕜 A @[trans] protected lemma is_extreme.trans (hAB : is_extreme 𝕜 A B) (hBC : is_extreme 𝕜 B C) : is_extreme 𝕜 A C := begin refine ⟨subset.trans hBC.1 hAB.1, λ x₁ hx₁A x₂ hx₂A x hxC hx, _⟩, obtain ⟨hx₁B, hx₂B⟩ := hAB.2 hx₁A hx₂A (hBC.1 hxC) hx, exact hBC.2 hx₁B hx₂B hxC hx, end protected lemma is_extreme.antisymm : anti_symmetric (is_extreme 𝕜 : set E → set E → Prop) := λ A B hAB hBA, subset.antisymm hBA.1 hAB.1 instance : is_partial_order (set E) (is_extreme 𝕜) := { refl := is_extreme.refl 𝕜, trans := λ A B C, is_extreme.trans, antisymm := is_extreme.antisymm } lemma is_extreme.inter (hAB : is_extreme 𝕜 A B) (hAC : is_extreme 𝕜 A C) : is_extreme 𝕜 A (B ∩ C) := begin use subset.trans (inter_subset_left _ _) hAB.1, rintro x₁ hx₁A x₂ hx₂A x ⟨hxB, hxC⟩ hx, obtain ⟨hx₁B, hx₂B⟩ := hAB.2 hx₁A hx₂A hxB hx, obtain ⟨hx₁C, hx₂C⟩ := hAC.2 hx₁A hx₂A hxC hx, exact ⟨⟨hx₁B, hx₁C⟩, hx₂B, hx₂C⟩, end protected lemma is_extreme.mono (hAC : is_extreme 𝕜 A C) (hBA : B ⊆ A) (hCB : C ⊆ B) : is_extreme 𝕜 B C := ⟨hCB, λ x₁ hx₁B x₂ hx₂B x hxC hx, hAC.2 (hBA hx₁B) (hBA hx₂B) hxC hx⟩ lemma is_extreme_Inter {ι : Type*} [nonempty ι] {F : ι → set E} (hAF : ∀ i : ι, is_extreme 𝕜 A (F i)) : is_extreme 𝕜 A (⋂ i : ι, F i) := begin obtain i := classical.arbitrary ι, refine ⟨Inter_subset_of_subset i (hAF i).1, λ x₁ hx₁A x₂ hx₂A x hxF hx, _⟩, simp_rw mem_Inter at ⊢ hxF, have h := λ i, (hAF i).2 hx₁A hx₂A (hxF i) hx, exact ⟨λ i, (h i).1, λ i, (h i).2⟩, end lemma is_extreme_bInter {F : set (set E)} (hF : F.nonempty) (hAF : ∀ B ∈ F, is_extreme 𝕜 A B) : is_extreme 𝕜 A (⋂ B ∈ F, B) := begin obtain ⟨B, hB⟩ := hF, refine ⟨(bInter_subset_of_mem hB).trans (hAF B hB).1, λ x₁ hx₁A x₂ hx₂A x hxF hx, _⟩, simp_rw mem_Inter₂ at ⊢ hxF, have h := λ B hB, (hAF B hB).2 hx₁A hx₂A (hxF B hB) hx, exact ⟨λ B hB, (h B hB).1, λ B hB, (h B hB).2⟩, end lemma is_extreme_sInter {F : set (set E)} (hF : F.nonempty) (hAF : ∀ B ∈ F, is_extreme 𝕜 A B) : is_extreme 𝕜 A (⋂₀ F) := begin obtain ⟨B, hB⟩ := hF, refine ⟨(sInter_subset_of_mem hB).trans (hAF B hB).1, λ x₁ hx₁A x₂ hx₂A x hxF hx, _⟩, simp_rw mem_sInter at ⊢ hxF, have h := λ B hB, (hAF B hB).2 hx₁A hx₂A (hxF B hB) hx, exact ⟨λ B hB, (h B hB).1, λ B hB, (h B hB).2⟩, end lemma extreme_points_def : x ∈ A.extreme_points 𝕜 ↔ x ∈ A ∧ ∀ (x₁ x₂ ∈ A), x ∈ open_segment 𝕜 x₁ x₂ → x₁ = x ∧ x₂ = x := iff.rfl /-- x is an extreme point to A iff {x} is an extreme set of A. -/ lemma mem_extreme_points_iff_extreme_singleton : x ∈ A.extreme_points 𝕜 ↔ is_extreme 𝕜 A {x} := begin refine ⟨_, λ hx, ⟨singleton_subset_iff.1 hx.1, λ x₁ hx₁ x₂ hx₂, hx.2 hx₁ hx₂ rfl⟩⟩, rintro ⟨hxA, hAx⟩, use singleton_subset_iff.2 hxA, rintro x₁ hx₁A x₂ hx₂A y (rfl : y = x), exact hAx hx₁A hx₂A, end lemma extreme_points_subset : A.extreme_points 𝕜 ⊆ A := λ x hx, hx.1 @[simp] lemma extreme_points_empty : (∅ : set E).extreme_points 𝕜 = ∅ := subset_empty_iff.1 extreme_points_subset @[simp] lemma extreme_points_singleton : ({x} : set E).extreme_points 𝕜 = {x} := extreme_points_subset.antisymm $ singleton_subset_iff.2 ⟨mem_singleton x, λ x₁ hx₁ x₂ hx₂ _, ⟨hx₁, hx₂⟩⟩ lemma inter_extreme_points_subset_extreme_points_of_subset (hBA : B ⊆ A) : B ∩ A.extreme_points 𝕜 ⊆ B.extreme_points 𝕜 := λ x ⟨hxB, hxA⟩, ⟨hxB, λ x₁ hx₁ x₂ hx₂ hx, hxA.2 (hBA hx₁) (hBA hx₂) hx⟩ lemma is_extreme.extreme_points_subset_extreme_points (hAB : is_extreme 𝕜 A B) : B.extreme_points 𝕜 ⊆ A.extreme_points 𝕜 := λ x hx, mem_extreme_points_iff_extreme_singleton.2 (hAB.trans (mem_extreme_points_iff_extreme_singleton.1 hx)) lemma is_extreme.extreme_points_eq (hAB : is_extreme 𝕜 A B) : B.extreme_points 𝕜 = B ∩ A.extreme_points 𝕜 := subset.antisymm (λ x hx, ⟨hx.1, hAB.extreme_points_subset_extreme_points hx⟩) (inter_extreme_points_subset_extreme_points_of_subset hAB.1) end has_smul section ordered_semiring variables {𝕜} [ordered_semiring 𝕜] [add_comm_group E] [module 𝕜 E] {A B : set E} {x : E} lemma is_extreme.convex_diff (hA : convex 𝕜 A) (hAB : is_extreme 𝕜 A B) : convex 𝕜 (A \ B) := convex_iff_open_segment_subset.2 (λ x₁ x₂ ⟨hx₁A, hx₁B⟩ ⟨hx₂A, hx₂B⟩ x hx, ⟨hA.open_segment_subset hx₁A hx₂A hx, λ hxB, hx₁B (hAB.2 hx₁A hx₂A hxB hx).1⟩) end ordered_semiring section linear_ordered_ring variables {𝕜} [linear_ordered_ring 𝕜] [add_comm_group E] [module 𝕜 E] variables [densely_ordered 𝕜] [no_zero_smul_divisors 𝕜 E] {A B : set E} {x : E} /-- A useful restatement using `segment`: `x` is an extreme point iff the only (closed) segments that contain it are those with `x` as one of their endpoints. -/ lemma mem_extreme_points_iff_forall_segment : x ∈ A.extreme_points 𝕜 ↔ x ∈ A ∧ ∀ (x₁ x₂ ∈ A), x ∈ segment 𝕜 x₁ x₂ → x₁ = x ∨ x₂ = x := begin refine and_congr_right (λ hxA, forall₄_congr $ λ x₁ h₁ x₂ h₂, _), split, { rw ← insert_endpoints_open_segment, rintro H (rfl|rfl|hx), exacts [or.inl rfl, or.inr rfl, or.inl $ (H hx).1] }, { intros H hx, rcases H (open_segment_subset_segment _ _ _ hx) with rfl | rfl, exacts [⟨rfl, (left_mem_open_segment_iff.1 hx).symm⟩, ⟨right_mem_open_segment_iff.1 hx, rfl⟩] } end lemma convex.mem_extreme_points_iff_convex_diff (hA : convex 𝕜 A) : x ∈ A.extreme_points 𝕜 ↔ x ∈ A ∧ convex 𝕜 (A \ {x}) := begin use λ hx, ⟨hx.1, (mem_extreme_points_iff_extreme_singleton.1 hx).convex_diff hA⟩, rintro ⟨hxA, hAx⟩, refine mem_extreme_points_iff_forall_segment.2 ⟨hxA, λ x₁ hx₁ x₂ hx₂ hx, _⟩, rw convex_iff_segment_subset at hAx, by_contra' h, exact (hAx ⟨hx₁, λ hx₁, h.1 (mem_singleton_iff.2 hx₁)⟩ ⟨hx₂, λ hx₂, h.2 (mem_singleton_iff.2 hx₂)⟩ hx).2 rfl, end lemma convex.mem_extreme_points_iff_mem_diff_convex_hull_diff (hA : convex 𝕜 A) : x ∈ A.extreme_points 𝕜 ↔ x ∈ A \ convex_hull 𝕜 (A \ {x}) := by rw [hA.mem_extreme_points_iff_convex_diff, hA.convex_remove_iff_not_mem_convex_hull_remove, mem_diff] lemma extreme_points_convex_hull_subset : (convex_hull 𝕜 A).extreme_points 𝕜 ⊆ A := begin rintro x hx, rw (convex_convex_hull 𝕜 _).mem_extreme_points_iff_convex_diff at hx, by_contra, exact (convex_hull_min (subset_diff.2 ⟨subset_convex_hull 𝕜 _, disjoint_singleton_right.2 h⟩) hx.2 hx.1).2 rfl, apply_instance end end linear_ordered_ring