Main article: Polar set
Suppose that X {\displaystyle X} is a topological vector space (TVS) with a continuous dual space X ′ {\displaystyle X^{\prime }} and let ⟨ x , x ′ ⟩ := x ′ ( x ) {\displaystyle \left\langle x,x^{\prime }\right\rangle :=x^{\prime }(x)} for all x ∈ X {\displaystyle x\in X} and x ′ ∈ X ′ . {\displaystyle x^{\prime }\in X^{\prime }.} The convex hull of a set A , {\displaystyle A,} denoted by co A , {\displaystyle \operatorname {co} A,} is the smallest convex set containing A . {\displaystyle A.} The convex balanced hull of a set A {\displaystyle A} is the smallest convex balanced set containing A . {\displaystyle A.}
The polar of a subset A ⊆ X {\displaystyle A\subseteq X} is defined to be: A ∘ := { x ′ ∈ X ′ : sup a ∈ A | ⟨ a , x ′ ⟩ | ≤ 1 } . {\displaystyle A^{\circ }:=\left\{x^{\prime }\in X^{\prime }:\sup _{a\in A}\left|\left\langle a,x^{\prime }\right\rangle \right|\leq 1\right\}.} while the prepolar of a subset B ⊆ X ′ {\displaystyle B\subseteq X^{\prime }} is: ∘ B := { x ∈ X : sup x ′ ∈ B | ⟨ x , x ′ ⟩ | ≤ 1 } . {\displaystyle {}^{\circ }B:=\left\{x\in X:\sup _{x^{\prime }\in B}\left|\left\langle x,x^{\prime }\right\rangle \right|\leq 1\right\}.} The bipolar of a subset A ⊆ X , {\displaystyle A\subseteq X,} often denoted by A ∘ ∘ {\displaystyle A^{\circ \circ }} is the set A ∘ ∘ := ∘ ( A ∘ ) = { x ∈ X : sup x ′ ∈ A ∘ | ⟨ x , x ′ ⟩ | ≤ 1 } . {\displaystyle A^{\circ \circ }:={}^{\circ }\left(A^{\circ }\right)=\left\{x\in X:\sup _{x^{\prime }\in A^{\circ }}\left|\left\langle x,x^{\prime }\right\rangle \right|\leq 1\right\}.}
Let σ ( X , X ′ ) {\displaystyle \sigma \left(X,X^{\prime }\right)} denote the weak topology on X {\displaystyle X} (that is, the weakest TVS topology on X {\displaystyle X} making all linear functionals in X ′ {\displaystyle X^{\prime }} continuous).
A ∘ ∘ = cl ( co { r a : r ≥ 0 , a ∈ A } ) . {\displaystyle A^{\circ \circ }=\operatorname {cl} (\operatorname {co} \{ra:r\geq 0,a\in A\}).}
A subset C ⊆ X {\displaystyle C\subseteq X} is a nonempty closed convex cone if and only if C + + = C ∘ ∘ = C {\displaystyle C^{++}=C^{\circ \circ }=C} when C + + = ( C + ) + , {\displaystyle C^{++}=\left(C^{+}\right)^{+},} where A + {\displaystyle A^{+}} denotes the positive dual cone of a set A . {\displaystyle A.} 56 Or more generally, if C {\displaystyle C} is a nonempty convex cone then the bipolar cone is given by C ∘ ∘ = cl C . {\displaystyle C^{\circ \circ }=\operatorname {cl} C.}
Let f ( x ) := δ ( x | C ) = { 0 x ∈ C ∞ otherwise {\displaystyle f(x):=\delta (x|C)={\begin{cases}0&x\in C\\\infty &{\text{otherwise}}\end{cases}}} be the indicator function for a cone C . {\displaystyle C.} Then the convex conjugate, f ∗ ( x ∗ ) = δ ( x ∗ | C ∘ ) = δ ∗ ( x ∗ | C ) = sup x ∈ C ⟨ x ∗ , x ⟩ {\displaystyle f^{*}(x^{*})=\delta \left(x^{*}|C^{\circ }\right)=\delta ^{*}\left(x^{*}|C\right)=\sup _{x\in C}\langle x^{*},x\rangle } is the support function for C , {\displaystyle C,} and f ∗ ∗ ( x ) = δ ( x | C ∘ ∘ ) . {\displaystyle f^{**}(x)=\delta (x|C^{\circ \circ }).} Therefore, C = C ∘ ∘ {\displaystyle C=C^{\circ \circ }} if and only if f = f ∗ ∗ . {\displaystyle f=f^{**}.} 7: 54 8
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