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The projection onto a closed convex set is characterised by a variational inequality
Statement
Assume the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let be a real Hilbert space (Hilbert space), let be nonempty, closed and convex (Convex sets and continuous real-hyperplane separation in a normed space), let , and let denote the unique nearest point of to , whose existence and uniqueness are supplied by Projection onto a nonempty closed convex set. Then for every one has
Facts & Assumptions
Given: A real Hilbert space , a nonempty closed convex set , a vector and a point ; is the unique nearest point of to .
The Axiom of Countable Choice (): Countable Choice is the selection principle consumed by the existence-and-uniqueness theorem for nearest points.
Projection onto a nonempty closed convex set: under Countable Choice, a nonempty closed convex subset of a real or complex Hilbert space has exactly one nearest point to ; hence is well defined and holds exactly when for every .
Variational characterisation of the nearest point: for , is the nearest point of to if and only if for every .
Real and complex inner-product spaces and their induced length: the inner product of a real inner product space is real-valued, so and for all vectors ; in particular .
Proof
Given: A real Hilbert space , a nonempty closed convex set , vectors and , and the unique nearest point of to .
By [F1] the point equals if and only if is a nearest point of to , that is, for every ; here Countable Choice enters through the existence and uniqueness of the nearest point recorded in [A1].
By [F2] the point is a nearest point of to if and only if for every .
Since the inner product is real-valued [F3], , so the inequality of step 1.2 is equivalent to for every ; combining this with step 1.1 gives if and only if for every , which is the asserted characterisation.
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Sources
- Nguyen Dong Yen and Bui Trong Kim, Linear operators satisfying the assumptions of some generalized Lax-Milgram theorems, Acta Mathematica Vietnamica 26(3) (2001), 407-417 (standard reference, not scraped)
- J. T. Oden and N. Kikuchi, Theory of variational inequalities with applications to problems of flow through porous media, International Journal of Engineering Science 18 (1980), 1173-1284 (standard reference, not scraped)