• Source: Effective domain
    • In convex analysis, a branch of mathematics, the effective domain extends of the domain of a function defined for functions that take values in the extended real number line



      [


      ,

      ]
      =

      R


      {
      ±

      }
      .


      {\displaystyle [-\infty ,\infty ]=\mathbb {R} \cup \{\pm \infty \}.}


      In convex analysis and variational analysis, a point at which some given extended real-valued function is minimized is typically sought, where such a point is called a global minimum point. The effective domain of this function is defined to be the set of all points in this function's domain at which its value is not equal to



      +

      .


      {\displaystyle +\infty .}

      It is defined this way because it is only these points that have even a remote chance of being a global minimum point. Indeed, it is common practice in these fields to set a function equal to



      +



      {\displaystyle +\infty }

      at a point specifically to exclude that point from even being considered as a potential solution (to the minimization problem). Points at which the function takes the value







      {\displaystyle -\infty }

      (if any) belong to the effective domain because such points are considered acceptable solutions to the minimization problem, with the reasoning being that if such a point was not acceptable as a solution then the function would have already been set to



      +



      {\displaystyle +\infty }

      at that point instead.
      When a minimum point (in



      X


      {\displaystyle X}

      ) of a function



      f
      :
      X

      [


      ,

      ]


      {\displaystyle f:X\to [-\infty ,\infty ]}

      is to be found but



      f


      {\displaystyle f}

      's domain



      X


      {\displaystyle X}

      is a proper subset of some vector space



      V
      ,


      {\displaystyle V,}

      then it often technically useful to extend



      f


      {\displaystyle f}

      to all of



      V


      {\displaystyle V}

      by setting



      f
      (
      x
      )
      :=
      +



      {\displaystyle f(x):=+\infty }

      at every



      x

      V

      X
      .


      {\displaystyle x\in V\setminus X.}

      By definition, no point of



      V

      X


      {\displaystyle V\setminus X}

      belongs to the effective domain of



      f
      ,


      {\displaystyle f,}

      which is consistent with the desire to find a minimum point of the original function



      f
      :
      X

      [


      ,

      ]


      {\displaystyle f:X\to [-\infty ,\infty ]}

      rather than of the newly defined extension to all of



      V
      .


      {\displaystyle V.}


      If the problem is instead a maximization problem (which would be clearly indicated) then the effective domain instead consists of all points in the function's domain at which it is not equal to





      .


      {\displaystyle -\infty .}




      Definition


      Suppose



      f
      :
      X

      [


      ,

      ]


      {\displaystyle f:X\to [-\infty ,\infty ]}

      is a map valued in the extended real number line



      [


      ,

      ]
      =

      R


      {
      ±

      }


      {\displaystyle [-\infty ,\infty ]=\mathbb {R} \cup \{\pm \infty \}}

      whose domain, which is denoted by



      domain

      f
      ,


      {\displaystyle \operatorname {domain} f,}

      is



      X


      {\displaystyle X}

      (where



      X


      {\displaystyle X}

      will be assumed to be a subset of some vector space whenever this assumption is necessary).
      Then the effective domain of



      f


      {\displaystyle f}

      is denoted by



      dom

      f


      {\displaystyle \operatorname {dom} f}

      and typically defined to be the set




      dom

      f
      =
      {
      x

      X

      :

      f
      (
      x
      )
      <
      +

      }


      {\displaystyle \operatorname {dom} f=\{x\in X~:~f(x)<+\infty \}}


      unless



      f


      {\displaystyle f}

      is a concave function or the maximum (rather than the minimum) of



      f


      {\displaystyle f}

      is being sought, in which case the effective domain of



      f


      {\displaystyle f}

      is instead the set




      dom

      f
      =
      {
      x

      X

      :

      f
      (
      x
      )
      >


      }
      .


      {\displaystyle \operatorname {dom} f=\{x\in X~:~f(x)>-\infty \}.}


      In convex analysis and variational analysis,



      dom

      f


      {\displaystyle \operatorname {dom} f}

      is usually assumed to be



      dom

      f
      =
      {
      x

      X

      :

      f
      (
      x
      )
      <
      +

      }


      {\displaystyle \operatorname {dom} f=\{x\in X~:~f(x)<+\infty \}}

      unless clearly indicated otherwise.


      Characterizations


      Let




      π

      X


      :
      X
      ×

      R


      X


      {\displaystyle \pi _{X}:X\times \mathbb {R} \to X}

      denote the canonical projection onto



      X
      ,


      {\displaystyle X,}

      which is defined by



      (
      x
      ,
      r
      )

      x
      .


      {\displaystyle (x,r)\mapsto x.}


      The effective domain of



      f
      :
      X

      [


      ,

      ]


      {\displaystyle f:X\to [-\infty ,\infty ]}

      is equal to the image of



      f


      {\displaystyle f}

      's epigraph



      epi

      f


      {\displaystyle \operatorname {epi} f}

      under the canonical projection




      π

      X


      .


      {\displaystyle \pi _{X}.}

      That is




      dom

      f
      =

      π

      X



      (

      epi

      f

      )

      =

      {

      x

      X

      :


      there exists

      y


      R


      such that

      (
      x
      ,
      y
      )

      epi

      f

      }

      .


      {\displaystyle \operatorname {dom} f=\pi _{X}\left(\operatorname {epi} f\right)=\left\{x\in X~:~{\text{ there exists }}y\in \mathbb {R} {\text{ such that }}(x,y)\in \operatorname {epi} f\right\}.}


      For a maximization problem (such as if the



      f


      {\displaystyle f}

      is concave rather than convex), the effective domain is instead equal to the image under




      π

      X




      {\displaystyle \pi _{X}}

      of



      f


      {\displaystyle f}

      's hypograph.


      Properties


      If a function never takes the value



      +

      ,


      {\displaystyle +\infty ,}

      such as if the function is real-valued, then its domain and effective domain are equal.
      A function



      f
      :
      X

      [


      ,

      ]


      {\displaystyle f:X\to [-\infty ,\infty ]}

      is a proper convex function if and only if



      f


      {\displaystyle f}

      is convex, the effective domain of



      f


      {\displaystyle f}

      is nonempty, and



      f
      (
      x
      )
      >




      {\displaystyle f(x)>-\infty }

      for every



      x

      X
      .


      {\displaystyle x\in X.}



      See also


      Proper convex function
      Epigraph (mathematics) – Region above a graph
      Hypograph (mathematics) – Region underneath a graph


      References



      Rockafellar, R. Tyrrell; Wets, Roger J.-B. (26 June 2009). Variational Analysis. Grundlehren der mathematischen Wissenschaften. Vol. 317. Berlin New York: Springer Science & Business Media. ISBN 9783642024313. OCLC 883392544.

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