# Theory Convex_Euclidean_Space

theory Convex_Euclidean_Space
imports Connected Set_Algebras
```(* Title:      HOL/Analysis/Convex_Euclidean_Space.thy
Author:     L C Paulson, University of Cambridge
Author:     Robert Himmelmann, TU Muenchen
Author:     Bogdan Grechuk, University of Edinburgh
Author:     Armin Heller, TU Muenchen
Author:     Johannes Hoelzl, TU Muenchen
*)

section ‹Convex sets, functions and related things›

theory Convex_Euclidean_Space
imports
Connected
"HOL-Library.Set_Algebras"
begin

lemma swap_continuous: (*move to Topological_Spaces?*)
assumes "continuous_on (cbox (a,c) (b,d)) (λ(x,y). f x y)"
shows "continuous_on (cbox (c,a) (d,b)) (λ(x, y). f y x)"
proof -
have "(λ(x, y). f y x) = (λ(x, y). f x y) ∘ prod.swap"
by auto
then show ?thesis
apply (rule ssubst)
apply (rule continuous_on_compose)
apply (rule continuous_intros | simp add: assms)+
done
qed

lemma substdbasis_expansion_unique:
assumes d: "d ⊆ Basis"
shows "(∑i∈d. f i *⇩R i) = (x::'a::euclidean_space) ⟷
(∀i∈Basis. (i ∈ d ⟶ f i = x ∙ i) ∧ (i ∉ d ⟶ x ∙ i = 0))"
proof -
have *: "⋀x a b P. x * (if P then a else b) = (if P then x * a else x * b)"
by auto
have **: "finite d"
by (auto intro: finite_subset[OF assms])
have ***: "⋀i. i ∈ Basis ⟹ (∑i∈d. f i *⇩R i) ∙ i = (∑x∈d. if x = i then f x else 0)"
using d
by (auto intro!: sum.cong simp: inner_Basis inner_sum_left)
show ?thesis
unfolding euclidean_eq_iff[where 'a='a] by (auto simp: sum.delta[OF **] ***)
qed

lemma independent_substdbasis: "d ⊆ Basis ⟹ independent d"
by (rule independent_mono[OF independent_Basis])

lemma dim_cball:
assumes "e > 0"
shows "dim (cball (0 :: 'n::euclidean_space) e) = DIM('n)"
proof -
{
fix x :: "'n::euclidean_space"
define y where "y = (e / norm x) *⇩R x"
then have "y ∈ cball 0 e"
using assms by auto
moreover have *: "x = (norm x / e) *⇩R y"
using y_def assms by simp
moreover from * have "x = (norm x/e) *⇩R y"
by auto
ultimately have "x ∈ span (cball 0 e)"
using span_scale[of y "cball 0 e" "norm x/e"]
span_superset[of "cball 0 e"]
}
then have "span (cball 0 e) = (UNIV :: 'n::euclidean_space set)"
by auto
then show ?thesis
using dim_span[of "cball (0 :: 'n::euclidean_space) e"] by (auto simp: dim_UNIV)
qed

lemma sum_not_0: "sum f A ≠ 0 ⟹ ∃a ∈ A. f a ≠ 0"
by (rule ccontr) auto

lemma subset_translation_eq [simp]:
fixes a :: "'a::real_vector" shows "(+) a ` s ⊆ (+) a ` t ⟷ s ⊆ t"
by auto

lemma translate_inj_on:
shows "inj_on (λx. a + x) A"
unfolding inj_on_def by auto

lemma translation_assoc:
shows "(λx. b + x) ` ((λx. a + x) ` S) = (λx. (a + b) + x) ` S"
by auto

lemma translation_invert:
assumes "(λx. a + x) ` A = (λx. a + x) ` B"
shows "A = B"
proof -
have "(λx. -a + x) ` ((λx. a + x) ` A) = (λx. - a + x) ` ((λx. a + x) ` B)"
using assms by auto
then show ?thesis
using translation_assoc[of "-a" a A] translation_assoc[of "-a" a B] by auto
qed

lemma translation_galois:
shows "T = ((λx. a + x) ` S) ⟷ S = ((λx. (- a) + x) ` T)"
using translation_assoc[of "-a" a S]
apply auto
using translation_assoc[of a "-a" T]
apply auto
done

lemma translation_inverse_subset:
assumes "((λx. - a + x) ` V) ≤ (S :: 'n::ab_group_add set)"
shows "V ≤ ((λx. a + x) ` S)"
proof -
{
fix x
assume "x ∈ V"
then have "x-a ∈ S" using assms by auto
then have "x ∈ {a + v |v. v ∈ S}"
apply auto
apply (rule exI[of _ "x-a"], simp)
done
then have "x ∈ ((λx. a+x) ` S)" by auto
}
then show ?thesis by auto
qed

subsection ‹Convexity›

definition%important convex :: "'a::real_vector set ⇒ bool"
where "convex s ⟷ (∀x∈s. ∀y∈s. ∀u≥0. ∀v≥0. u + v = 1 ⟶ u *⇩R x + v *⇩R y ∈ s)"

lemma convexI:
assumes "⋀x y u v. x ∈ s ⟹ y ∈ s ⟹ 0 ≤ u ⟹ 0 ≤ v ⟹ u + v = 1 ⟹ u *⇩R x + v *⇩R y ∈ s"
shows "convex s"
using assms unfolding convex_def by fast

lemma convexD:
assumes "convex s" and "x ∈ s" and "y ∈ s" and "0 ≤ u" and "0 ≤ v" and "u + v = 1"
shows "u *⇩R x + v *⇩R y ∈ s"
using assms unfolding convex_def by fast

lemma convex_alt: "convex s ⟷ (∀x∈s. ∀y∈s. ∀u. 0 ≤ u ∧ u ≤ 1 ⟶ ((1 - u) *⇩R x + u *⇩R y) ∈ s)"
(is "_ ⟷ ?alt")
proof
show "convex s" if alt: ?alt
proof -
{
fix x y and u v :: real
assume mem: "x ∈ s" "y ∈ s"
assume "0 ≤ u" "0 ≤ v"
moreover
assume "u + v = 1"
then have "u = 1 - v" by auto
ultimately have "u *⇩R x + v *⇩R y ∈ s"
using alt [rule_format, OF mem] by auto
}
then show ?thesis
unfolding convex_def by auto
qed
show ?alt if "convex s"
using that by (auto simp: convex_def)
qed

lemma convexD_alt:
assumes "convex s" "a ∈ s" "b ∈ s" "0 ≤ u" "u ≤ 1"
shows "((1 - u) *⇩R a + u *⇩R b) ∈ s"
using assms unfolding convex_alt by auto

lemma mem_convex_alt:
assumes "convex S" "x ∈ S" "y ∈ S" "u ≥ 0" "v ≥ 0" "u + v > 0"
shows "((u/(u+v)) *⇩R x + (v/(u+v)) *⇩R y) ∈ S"
apply (rule convexD)
using assms
done

lemma convex_empty[intro,simp]: "convex {}"
unfolding convex_def by simp

lemma convex_singleton[intro,simp]: "convex {a}"
unfolding convex_def by (auto simp: scaleR_left_distrib[symmetric])

lemma convex_UNIV[intro,simp]: "convex UNIV"
unfolding convex_def by auto

lemma convex_Inter: "(⋀s. s∈f ⟹ convex s) ⟹ convex(⋂f)"
unfolding convex_def by auto

lemma convex_Int: "convex s ⟹ convex t ⟹ convex (s ∩ t)"
unfolding convex_def by auto

lemma convex_INT: "(⋀i. i ∈ A ⟹ convex (B i)) ⟹ convex (⋂i∈A. B i)"
unfolding convex_def by auto

lemma convex_Times: "convex s ⟹ convex t ⟹ convex (s × t)"
unfolding convex_def by auto

lemma convex_halfspace_le: "convex {x. inner a x ≤ b}"
unfolding convex_def
by (auto simp: inner_add intro!: convex_bound_le)

lemma convex_halfspace_ge: "convex {x. inner a x ≥ b}"
proof -
have *: "{x. inner a x ≥ b} = {x. inner (-a) x ≤ -b}"
by auto
show ?thesis
unfolding * using convex_halfspace_le[of "-a" "-b"] by auto
qed

lemma convex_halfspace_abs_le: "convex {x. ¦inner a x¦ ≤ b}"
proof -
have *: "{x. ¦inner a x¦ ≤ b} = {x. inner a x ≤ b} ∩ {x. -b ≤ inner a x}"
by auto
show ?thesis
unfolding * by (simp add: convex_Int convex_halfspace_ge convex_halfspace_le)
qed

lemma convex_hyperplane: "convex {x. inner a x = b}"
proof -
have *: "{x. inner a x = b} = {x. inner a x ≤ b} ∩ {x. inner a x ≥ b}"
by auto
show ?thesis using convex_halfspace_le convex_halfspace_ge
by (auto intro!: convex_Int simp: *)
qed

lemma convex_halfspace_lt: "convex {x. inner a x < b}"
unfolding convex_def

lemma convex_halfspace_gt: "convex {x. inner a x > b}"
using convex_halfspace_lt[of "-a" "-b"] by auto

lemma convex_halfspace_Re_ge: "convex {x. Re x ≥ b}"
using convex_halfspace_ge[of b "1::complex"] by simp

lemma convex_halfspace_Re_le: "convex {x. Re x ≤ b}"
using convex_halfspace_le[of "1::complex" b] by simp

lemma convex_halfspace_Im_ge: "convex {x. Im x ≥ b}"
using convex_halfspace_ge[of b 𝗂] by simp

lemma convex_halfspace_Im_le: "convex {x. Im x ≤ b}"
using convex_halfspace_le[of 𝗂 b] by simp

lemma convex_halfspace_Re_gt: "convex {x. Re x > b}"
using convex_halfspace_gt[of b "1::complex"] by simp

lemma convex_halfspace_Re_lt: "convex {x. Re x < b}"
using convex_halfspace_lt[of "1::complex" b] by simp

lemma convex_halfspace_Im_gt: "convex {x. Im x > b}"
using convex_halfspace_gt[of b 𝗂] by simp

lemma convex_halfspace_Im_lt: "convex {x. Im x < b}"
using convex_halfspace_lt[of 𝗂 b] by simp

lemma convex_real_interval [iff]:
fixes a b :: "real"
shows "convex {a..}" and "convex {..b}"
and "convex {a<..}" and "convex {..<b}"
and "convex {a..b}" and "convex {a<..b}"
and "convex {a..<b}" and "convex {a<..<b}"
proof -
have "{a..} = {x. a ≤ inner 1 x}"
by auto
then show 1: "convex {a..}"
by (simp only: convex_halfspace_ge)
have "{..b} = {x. inner 1 x ≤ b}"
by auto
then show 2: "convex {..b}"
by (simp only: convex_halfspace_le)
have "{a<..} = {x. a < inner 1 x}"
by auto
then show 3: "convex {a<..}"
by (simp only: convex_halfspace_gt)
have "{..<b} = {x. inner 1 x < b}"
by auto
then show 4: "convex {..<b}"
by (simp only: convex_halfspace_lt)
have "{a..b} = {a..} ∩ {..b}"
by auto
then show "convex {a..b}"
by (simp only: convex_Int 1 2)
have "{a<..b} = {a<..} ∩ {..b}"
by auto
then show "convex {a<..b}"
by (simp only: convex_Int 3 2)
have "{a..<b} = {a..} ∩ {..<b}"
by auto
then show "convex {a..<b}"
by (simp only: convex_Int 1 4)
have "{a<..<b} = {a<..} ∩ {..<b}"
by auto
then show "convex {a<..<b}"
by (simp only: convex_Int 3 4)
qed

lemma convex_Reals: "convex ℝ"

subsection%unimportant ‹Explicit expressions for convexity in terms of arbitrary sums›

lemma convex_sum:
fixes C :: "'a::real_vector set"
assumes "finite s"
and "convex C"
and "(∑ i ∈ s. a i) = 1"
assumes "⋀i. i ∈ s ⟹ a i ≥ 0"
and "⋀i. i ∈ s ⟹ y i ∈ C"
shows "(∑ j ∈ s. a j *⇩R y j) ∈ C"
using assms(1,3,4,5)
proof (induct arbitrary: a set: finite)
case empty
then show ?case by simp
next
case (insert i s) note IH = this(3)
have "a i + sum a s = 1"
and "0 ≤ a i"
and "∀j∈s. 0 ≤ a j"
and "y i ∈ C"
and "∀j∈s. y j ∈ C"
using insert.hyps(1,2) insert.prems by simp_all
then have "0 ≤ sum a s"
have "a i *⇩R y i + (∑j∈s. a j *⇩R y j) ∈ C"
proof (cases "sum a s = 0")
case True
with ‹a i + sum a s = 1› have "a i = 1"
by simp
from sum_nonneg_0 [OF ‹finite s› _ True] ‹∀j∈s. 0 ≤ a j› have "∀j∈s. a j = 0"
by simp
show ?thesis using ‹a i = 1› and ‹∀j∈s. a j = 0› and ‹y i ∈ C›
by simp
next
case False
with ‹0 ≤ sum a s› have "0 < sum a s"
by simp
then have "(∑j∈s. (a j / sum a s) *⇩R y j) ∈ C"
using ‹∀j∈s. 0 ≤ a j› and ‹∀j∈s. y j ∈ C›
by (simp add: IH sum_divide_distrib [symmetric])
from ‹convex C› and ‹y i ∈ C› and this and ‹0 ≤ a i›
and ‹0 ≤ sum a s› and ‹a i + sum a s = 1›
have "a i *⇩R y i + sum a s *⇩R (∑j∈s. (a j / sum a s) *⇩R y j) ∈ C"
by (rule convexD)
then show ?thesis
qed
then show ?case using ‹finite s› and ‹i ∉ s›
by simp
qed

lemma convex:
"convex s ⟷ (∀(k::nat) u x. (∀i. 1≤i ∧ i≤k ⟶ 0 ≤ u i ∧ x i ∈s) ∧ (sum u {1..k} = 1)
⟶ sum (λi. u i *⇩R x i) {1..k} ∈ s)"
proof safe
fix k :: nat
fix u :: "nat ⇒ real"
fix x
assume "convex s"
"∀i. 1 ≤ i ∧ i ≤ k ⟶ 0 ≤ u i ∧ x i ∈ s"
"sum u {1..k} = 1"
with convex_sum[of "{1 .. k}" s] show "(∑j∈{1 .. k}. u j *⇩R x j) ∈ s"
by auto
next
assume *: "∀k u x. (∀ i :: nat. 1 ≤ i ∧ i ≤ k ⟶ 0 ≤ u i ∧ x i ∈ s) ∧ sum u {1..k} = 1
⟶ (∑i = 1..k. u i *⇩R (x i :: 'a)) ∈ s"
{
fix μ :: real
fix x y :: 'a
assume xy: "x ∈ s" "y ∈ s"
assume mu: "μ ≥ 0" "μ ≤ 1"
let ?u = "λi. if (i :: nat) = 1 then μ else 1 - μ"
let ?x = "λi. if (i :: nat) = 1 then x else y"
have "{1 :: nat .. 2} ∩ - {x. x = 1} = {2}"
by auto
then have card: "card ({1 :: nat .. 2} ∩ - {x. x = 1}) = 1"
by simp
then have "sum ?u {1 .. 2} = 1"
using sum.If_cases[of "{(1 :: nat) .. 2}" "λ x. x = 1" "λ x. μ" "λ x. 1 - μ"]
by auto
with *[rule_format, of "2" ?u ?x] have s: "(∑j ∈ {1..2}. ?u j *⇩R ?x j) ∈ s"
using mu xy by auto
have grarr: "(∑j ∈ {Suc (Suc 0)..2}. ?u j *⇩R ?x j) = (1 - μ) *⇩R y"
using sum_head_Suc[of "Suc (Suc 0)" 2 "λ j. (1 - μ) *⇩R y"] by auto
from sum_head_Suc[of "Suc 0" 2 "λ j. ?u j *⇩R ?x j", simplified this]
have "(∑j ∈ {1..2}. ?u j *⇩R ?x j) = μ *⇩R x + (1 - μ) *⇩R y"
by auto
then have "(1 - μ) *⇩R y + μ *⇩R x ∈ s"
using s by (auto simp: add.commute)
}
then show "convex s"
unfolding convex_alt by auto
qed

lemma convex_explicit:
fixes s :: "'a::real_vector set"
shows "convex s ⟷
(∀t u. finite t ∧ t ⊆ s ∧ (∀x∈t. 0 ≤ u x) ∧ sum u t = 1 ⟶ sum (λx. u x *⇩R x) t ∈ s)"
proof safe
fix t
fix u :: "'a ⇒ real"
assume "convex s"
and "finite t"
and "t ⊆ s" "∀x∈t. 0 ≤ u x" "sum u t = 1"
then show "(∑x∈t. u x *⇩R x) ∈ s"
using convex_sum[of t s u "λ x. x"] by auto
next
assume *: "∀t. ∀ u. finite t ∧ t ⊆ s ∧ (∀x∈t. 0 ≤ u x) ∧
sum u t = 1 ⟶ (∑x∈t. u x *⇩R x) ∈ s"
show "convex s"
unfolding convex_alt
proof safe
fix x y
fix μ :: real
assume **: "x ∈ s" "y ∈ s" "0 ≤ μ" "μ ≤ 1"
show "(1 - μ) *⇩R x + μ *⇩R y ∈ s"
proof (cases "x = y")
case False
then show ?thesis
using *[rule_format, of "{x, y}" "λ z. if z = x then 1 - μ else μ"] **
by auto
next
case True
then show ?thesis
using *[rule_format, of "{x, y}" "λ z. 1"] **
by (auto simp: field_simps real_vector.scale_left_diff_distrib)
qed
qed
qed

lemma convex_finite:
assumes "finite s"
shows "convex s ⟷ (∀u. (∀x∈s. 0 ≤ u x) ∧ sum u s = 1 ⟶ sum (λx. u x *⇩R x) s ∈ s)"
unfolding convex_explicit
apply safe
subgoal for u by (erule allE [where x=s], erule allE [where x=u]) auto
subgoal for t u
proof -
have if_distrib_arg: "⋀P f g x. (if P then f else g) x = (if P then f x else g x)"
by simp
assume sum: "∀u. (∀x∈s. 0 ≤ u x) ∧ sum u s = 1 ⟶ (∑x∈s. u x *⇩R x) ∈ s"
assume *: "∀x∈t. 0 ≤ u x" "sum u t = 1"
assume "t ⊆ s"
then have "s ∩ t = t" by auto
with sum[THEN spec[where x="λx. if x∈t then u x else 0"]] * show "(∑x∈t. u x *⇩R x) ∈ s"
by (auto simp: assms sum.If_cases if_distrib if_distrib_arg)
qed
done

subsection ‹Functions that are convex on a set›

definition%important convex_on :: "'a::real_vector set ⇒ ('a ⇒ real) ⇒ bool"
where "convex_on s f ⟷
(∀x∈s. ∀y∈s. ∀u≥0. ∀v≥0. u + v = 1 ⟶ f (u *⇩R x + v *⇩R y) ≤ u * f x + v * f y)"

lemma convex_onI [intro?]:
assumes "⋀t x y. t > 0 ⟹ t < 1 ⟹ x ∈ A ⟹ y ∈ A ⟹
f ((1 - t) *⇩R x + t *⇩R y) ≤ (1 - t) * f x + t * f y"
shows "convex_on A f"
unfolding convex_on_def
proof clarify
fix x y
fix u v :: real
assume A: "x ∈ A" "y ∈ A" "u ≥ 0" "v ≥ 0" "u + v = 1"
from A(5) have [simp]: "v = 1 - u"
from A(1-4) show "f (u *⇩R x + v *⇩R y) ≤ u * f x + v * f y"
using assms[of u y x]
by (cases "u = 0 ∨ u = 1") (auto simp: algebra_simps)
qed

lemma convex_on_linorderI [intro?]:
fixes A :: "('a::{linorder,real_vector}) set"
assumes "⋀t x y. t > 0 ⟹ t < 1 ⟹ x ∈ A ⟹ y ∈ A ⟹ x < y ⟹
f ((1 - t) *⇩R x + t *⇩R y) ≤ (1 - t) * f x + t * f y"
shows "convex_on A f"
proof
fix x y
fix t :: real
assume A: "x ∈ A" "y ∈ A" "t > 0" "t < 1"
with assms [of t x y] assms [of "1 - t" y x]
show "f ((1 - t) *⇩R x + t *⇩R y) ≤ (1 - t) * f x + t * f y"
by (cases x y rule: linorder_cases) (auto simp: algebra_simps)
qed

lemma convex_onD:
assumes "convex_on A f"
shows "⋀t x y. t ≥ 0 ⟹ t ≤ 1 ⟹ x ∈ A ⟹ y ∈ A ⟹
f ((1 - t) *⇩R x + t *⇩R y) ≤ (1 - t) * f x + t * f y"
using assms by (auto simp: convex_on_def)

lemma convex_onD_Icc:
assumes "convex_on {x..y} f" "x ≤ (y :: _ :: {real_vector,preorder})"
shows "⋀t. t ≥ 0 ⟹ t ≤ 1 ⟹
f ((1 - t) *⇩R x + t *⇩R y) ≤ (1 - t) * f x + t * f y"
using assms(2) by (intro convex_onD [OF assms(1)]) simp_all

lemma convex_on_subset: "convex_on t f ⟹ s ⊆ t ⟹ convex_on s f"
unfolding convex_on_def by auto

assumes "convex_on s f"
and "convex_on s g"
shows "convex_on s (λx. f x + g x)"
proof -
{
fix x y
assume "x ∈ s" "y ∈ s"
moreover
fix u v :: real
assume "0 ≤ u" "0 ≤ v" "u + v = 1"
ultimately
have "f (u *⇩R x + v *⇩R y) + g (u *⇩R x + v *⇩R y) ≤ (u * f x + v * f y) + (u * g x + v * g y)"
using assms unfolding convex_on_def by (auto simp: add_mono)
then have "f (u *⇩R x + v *⇩R y) + g (u *⇩R x + v *⇩R y) ≤ u * (f x + g x) + v * (f y + g y)"
}
then show ?thesis
unfolding convex_on_def by auto
qed

lemma convex_on_cmul [intro]:
fixes c :: real
assumes "0 ≤ c"
and "convex_on s f"
shows "convex_on s (λx. c * f x)"
proof -
have *: "u * (c * fx) + v * (c * fy) = c * (u * fx + v * fy)"
for u c fx v fy :: real
show ?thesis using assms(2) and mult_left_mono [OF _ assms(1)]
unfolding convex_on_def and * by auto
qed

lemma convex_lower:
assumes "convex_on s f"
and "x ∈ s"
and "y ∈ s"
and "0 ≤ u"
and "0 ≤ v"
and "u + v = 1"
shows "f (u *⇩R x + v *⇩R y) ≤ max (f x) (f y)"
proof -
let ?m = "max (f x) (f y)"
have "u * f x + v * f y ≤ u * max (f x) (f y) + v * max (f x) (f y)"
using assms(4,5) by (auto simp: mult_left_mono add_mono)
also have "… = max (f x) (f y)"
using assms(6) by (simp add: distrib_right [symmetric])
finally show ?thesis
using assms unfolding convex_on_def by fastforce
qed

lemma convex_on_dist [intro]:
fixes s :: "'a::real_normed_vector set"
shows "convex_on s (λx. dist a x)"
proof (auto simp: convex_on_def dist_norm)
fix x y
assume "x ∈ s" "y ∈ s"
fix u v :: real
assume "0 ≤ u"
assume "0 ≤ v"
assume "u + v = 1"
have "a = u *⇩R a + v *⇩R a"
unfolding scaleR_left_distrib[symmetric] and ‹u + v = 1› by simp
then have *: "a - (u *⇩R x + v *⇩R y) = (u *⇩R (a - x)) + (v *⇩R (a - y))"
by (auto simp: algebra_simps)
show "norm (a - (u *⇩R x + v *⇩R y)) ≤ u * norm (a - x) + v * norm (a - y)"
unfolding * using norm_triangle_ineq[of "u *⇩R (a - x)" "v *⇩R (a - y)"]
using ‹0 ≤ u› ‹0 ≤ v› by auto
qed

subsection%unimportant ‹Arithmetic operations on sets preserve convexity›

lemma convex_linear_image:
assumes "linear f"
and "convex s"
shows "convex (f ` s)"
proof -
interpret f: linear f by fact
from ‹convex s› show "convex (f ` s)"
qed

lemma convex_linear_vimage:
assumes "linear f"
and "convex s"
shows "convex (f -` s)"
proof -
interpret f: linear f by fact
from ‹convex s› show "convex (f -` s)"
qed

lemma convex_scaling:
assumes "convex s"
shows "convex ((λx. c *⇩R x) ` s)"
proof -
have "linear (λx. c *⇩R x)"
then show ?thesis
using ‹convex s› by (rule convex_linear_image)
qed

lemma convex_scaled:
assumes "convex S"
shows "convex ((λx. x *⇩R c) ` S)"
proof -
have "linear (λx. x *⇩R c)"
then show ?thesis
using ‹convex S› by (rule convex_linear_image)
qed

lemma convex_negations:
assumes "convex S"
shows "convex ((λx. - x) ` S)"
proof -
have "linear (λx. - x)"
then show ?thesis
using ‹convex S› by (rule convex_linear_image)
qed

lemma convex_sums:
assumes "convex S"
and "convex T"
shows "convex (⋃x∈ S. ⋃y ∈ T. {x + y})"
proof -
have "linear (λ(x, y). x + y)"
by (auto intro: linearI simp: scaleR_add_right)
with assms have "convex ((λ(x, y). x + y) ` (S × T))"
by (intro convex_linear_image convex_Times)
also have "((λ(x, y). x + y) ` (S × T)) = (⋃x∈ S. ⋃y ∈ T. {x + y})"
by auto
finally show ?thesis .
qed

lemma convex_differences:
assumes "convex S" "convex T"
shows "convex (⋃x∈ S. ⋃y ∈ T. {x - y})"
proof -
have "{x - y| x y. x ∈ S ∧ y ∈ T} = {x + y |x y. x ∈ S ∧ y ∈ uminus ` T}"
then show ?thesis
using convex_sums[OF assms(1) convex_negations[OF assms(2)]] by auto
qed

lemma convex_translation:
assumes "convex S"
shows "convex ((λx. a + x) ` S)"
proof -
have "(⋃ x∈ {a}. ⋃y ∈ S. {x + y}) = (λx. a + x) ` S"
by auto
then show ?thesis
using convex_sums[OF convex_singleton[of a] assms] by auto
qed

lemma convex_affinity:
assumes "convex S"
shows "convex ((λx. a + c *⇩R x) ` S)"
proof -
have "(λx. a + c *⇩R x) ` S = (+) a ` ( *⇩R) c ` S"
by auto
then show ?thesis
using convex_translation[OF convex_scaling[OF assms], of a c] by auto
qed

lemma pos_is_convex: "convex {0 :: real <..}"
unfolding convex_alt
proof safe
fix y x μ :: real
assume *: "y > 0" "x > 0" "μ ≥ 0" "μ ≤ 1"
{
assume "μ = 0"
then have "μ *⇩R x + (1 - μ) *⇩R y = y"
by simp
then have "μ *⇩R x + (1 - μ) *⇩R y > 0"
using * by simp
}
moreover
{
assume "μ = 1"
then have "μ *⇩R x + (1 - μ) *⇩R y > 0"
using * by simp
}
moreover
{
assume "μ ≠ 1" "μ ≠ 0"
then have "μ > 0" "(1 - μ) > 0"
using * by auto
then have "μ *⇩R x + (1 - μ) *⇩R y > 0"
using * by (auto simp: add_pos_pos)
}
ultimately show "(1 - μ) *⇩R y + μ *⇩R x > 0"
by fastforce
qed

lemma convex_on_sum:
fixes a :: "'a ⇒ real"
and y :: "'a ⇒ 'b::real_vector"
and f :: "'b ⇒ real"
assumes "finite s" "s ≠ {}"
and "convex_on C f"
and "convex C"
and "(∑ i ∈ s. a i) = 1"
and "⋀i. i ∈ s ⟹ a i ≥ 0"
and "⋀i. i ∈ s ⟹ y i ∈ C"
shows "f (∑ i ∈ s. a i *⇩R y i) ≤ (∑ i ∈ s. a i * f (y i))"
using assms
proof (induct s arbitrary: a rule: finite_ne_induct)
case (singleton i)
then have ai: "a i = 1"
by auto
then show ?case
by auto
next
case (insert i s)
then have "convex_on C f"
by simp
from this[unfolded convex_on_def, rule_format]
have conv: "⋀x y μ. x ∈ C ⟹ y ∈ C ⟹ 0 ≤ μ ⟹ μ ≤ 1 ⟹
f (μ *⇩R x + (1 - μ) *⇩R y) ≤ μ * f x + (1 - μ) * f y"
by simp
show ?case
proof (cases "a i = 1")
case True
then have "(∑ j ∈ s. a j) = 0"
using insert by auto
then have "⋀j. j ∈ s ⟹ a j = 0"
using insert by (fastforce simp: sum_nonneg_eq_0_iff)
then show ?thesis
using insert by auto
next
case False
from insert have yai: "y i ∈ C" "a i ≥ 0"
by auto
have fis: "finite (insert i s)"
using insert by auto
then have ai1: "a i ≤ 1"
using sum_nonneg_leq_bound[of "insert i s" a] insert by simp
then have "a i < 1"
using False by auto
then have i0: "1 - a i > 0"
by auto
let ?a = "λj. a j / (1 - a i)"
have a_nonneg: "?a j ≥ 0" if "j ∈ s" for j
using i0 insert that by fastforce
have "(∑ j ∈ insert i s. a j) = 1"
using insert by auto
then have "(∑ j ∈ s. a j) = 1 - a i"
using sum.insert insert by fastforce
then have "(∑ j ∈ s. a j) / (1 - a i) = 1"
using i0 by auto
then have a1: "(∑ j ∈ s. ?a j) = 1"
unfolding sum_divide_distrib by simp
have "convex C" using insert by auto
then have asum: "(∑ j ∈ s. ?a j *⇩R y j) ∈ C"
using insert convex_sum [OF ‹finite s› ‹convex C› a1 a_nonneg] by auto
have asum_le: "f (∑ j ∈ s. ?a j *⇩R y j) ≤ (∑ j ∈ s. ?a j * f (y j))"
using a_nonneg a1 insert by blast
have "f (∑ j ∈ insert i s. a j *⇩R y j) = f ((∑ j ∈ s. a j *⇩R y j) + a i *⇩R y i)"
using sum.insert[of s i "λ j. a j *⇩R y j", OF ‹finite s› ‹i ∉ s›] insert
also have "… = f (((1 - a i) * inverse (1 - a i)) *⇩R (∑ j ∈ s. a j *⇩R y j) + a i *⇩R y i)"
using i0 by auto
also have "… = f ((1 - a i) *⇩R (∑ j ∈ s. (a j * inverse (1 - a i)) *⇩R y j) + a i *⇩R y i)"
using scaleR_right.sum[of "inverse (1 - a i)" "λ j. a j *⇩R y j" s, symmetric]
by (auto simp: algebra_simps)
also have "… = f ((1 - a i) *⇩R (∑ j ∈ s. ?a j *⇩R y j) + a i *⇩R y i)"
by (auto simp: divide_inverse)
also have "… ≤ (1 - a i) *⇩R f ((∑ j ∈ s. ?a j *⇩R y j)) + a i * f (y i)"
using conv[of "y i" "(∑ j ∈ s. ?a j *⇩R y j)" "a i", OF yai(1) asum yai(2) ai1]
also have "… ≤ (1 - a i) * (∑ j ∈ s. ?a j * f (y j)) + a i * f (y i)"
using add_right_mono [OF mult_left_mono [of _ _ "1 - a i",
OF asum_le less_imp_le[OF i0]], of "a i * f (y i)"]
by simp
also have "… = (∑ j ∈ s. (1 - a i) * ?a j * f (y j)) + a i * f (y i)"
unfolding sum_distrib_left[of "1 - a i" "λ j. ?a j * f (y j)"]
using i0 by auto
also have "… = (∑ j ∈ s. a j * f (y j)) + a i * f (y i)"
using i0 by auto
also have "… = (∑ j ∈ insert i s. a j * f (y j))"
using insert by auto
finally show ?thesis
by simp
qed
qed

lemma convex_on_alt:
fixes C :: "'a::real_vector set"
assumes "convex C"
shows "convex_on C f ⟷
(∀x ∈ C. ∀ y ∈ C. ∀ μ :: real. μ ≥ 0 ∧ μ ≤ 1 ⟶
f (μ *⇩R x + (1 - μ) *⇩R y) ≤ μ * f x + (1 - μ) * f y)"
proof safe
fix x y
fix μ :: real
assume *: "convex_on C f" "x ∈ C" "y ∈ C" "0 ≤ μ" "μ ≤ 1"
from this[unfolded convex_on_def, rule_format]
have "0 ≤ u ⟹ 0 ≤ v ⟹ u + v = 1 ⟹ f (u *⇩R x + v *⇩R y) ≤ u * f x + v * f y" for u v
by auto
from this [of "μ" "1 - μ", simplified] *
show "f (μ *⇩R x + (1 - μ) *⇩R y) ≤ μ * f x + (1 - μ) * f y"
by auto
next
assume *: "∀x∈C. ∀y∈C. ∀μ. 0 ≤ μ ∧ μ ≤ 1 ⟶
f (μ *⇩R x + (1 - μ) *⇩R y) ≤ μ * f x + (1 - μ) * f y"
{
fix x y
fix u v :: real
assume **: "x ∈ C" "y ∈ C" "u ≥ 0" "v ≥ 0" "u + v = 1"
then have[simp]: "1 - u = v" by auto
from *[rule_format, of x y u]
have "f (u *⇩R x + v *⇩R y) ≤ u * f x + v * f y"
using ** by auto
}
then show "convex_on C f"
unfolding convex_on_def by auto
qed

lemma convex_on_diff:
fixes f :: "real ⇒ real"
assumes f: "convex_on I f"
and I: "x ∈ I" "y ∈ I"
and t: "x < t" "t < y"
shows "(f x - f t) / (x - t) ≤ (f x - f y) / (x - y)"
and "(f x - f y) / (x - y) ≤ (f t - f y) / (t - y)"
proof -
define a where "a ≡ (t - y) / (x - y)"
with t have "0 ≤ a" "0 ≤ 1 - a"
by (auto simp: field_simps)
with f ‹x ∈ I› ‹y ∈ I› have cvx: "f (a * x + (1 - a) * y) ≤ a * f x + (1 - a) * f y"
by (auto simp: convex_on_def)
have "a * x + (1 - a) * y = a * (x - y) + y"
also have "… = t"
unfolding a_def using ‹x < t› ‹t < y› by simp
finally have "f t ≤ a * f x + (1 - a) * f y"
using cvx by simp
also have "… = a * (f x - f y) + f y"
finally have "f t - f y ≤ a * (f x - f y)"
by simp
with t show "(f x - f t) / (x - t) ≤ (f x - f y) / (x - y)"
by (simp add: le_divide_eq divide_le_eq field_simps a_def)
with t show "(f x - f y) / (x - y) ≤ (f t - f y) / (t - y)"
by (simp add: le_divide_eq divide_le_eq field_simps)
qed

lemma pos_convex_function:
fixes f :: "real ⇒ real"
assumes "convex C"
and leq: "⋀x y. x ∈ C ⟹ y ∈ C ⟹ f' x * (y - x) ≤ f y - f x"
shows "convex_on C f"
unfolding convex_on_alt[OF assms(1)]
using assms
proof safe
fix x y μ :: real
let ?x = "μ *⇩R x + (1 - μ) *⇩R y"
assume *: "convex C" "x ∈ C" "y ∈ C" "μ ≥ 0" "μ ≤ 1"
then have "1 - μ ≥ 0" by auto
then have xpos: "?x ∈ C"
using * unfolding convex_alt by fastforce
have geq: "μ * (f x - f ?x) + (1 - μ) * (f y - f ?x) ≥
μ * f' ?x * (x - ?x) + (1 - μ) * f' ?x * (y - ?x)"
using add_mono [OF mult_left_mono [OF leq [OF xpos *(2)] ‹μ ≥ 0›]
mult_left_mono [OF leq [OF xpos *(3)] ‹1 - μ ≥ 0›]]
by auto
then have "μ * f x + (1 - μ) * f y - f ?x ≥ 0"
by (auto simp: field_simps)
then show "f (μ *⇩R x + (1 - μ) *⇩R y) ≤ μ * f x + (1 - μ) * f y"
using convex_on_alt by auto
qed

lemma atMostAtLeast_subset_convex:
fixes C :: "real set"
assumes "convex C"
and "x ∈ C" "y ∈ C" "x < y"
shows "{x .. y} ⊆ C"
proof safe
fix z assume z: "z ∈ {x .. y}"
have less: "z ∈ C" if *: "x < z" "z < y"
proof -
let ?μ = "(y - z) / (y - x)"
have "0 ≤ ?μ" "?μ ≤ 1"
using assms * by (auto simp: field_simps)
then have comb: "?μ * x + (1 - ?μ) * y ∈ C"
using assms iffD1[OF convex_alt, rule_format, of C y x ?μ]
have "?μ * x + (1 - ?μ) * y = (y - z) * x / (y - x) + (1 - (y - z) / (y - x)) * y"
by (auto simp: field_simps)
also have "… = ((y - z) * x + (y - x - (y - z)) * y) / (y - x)"
using assms by (simp only: add_divide_distrib) (auto simp: field_simps)
also have "… = z"
using assms by (auto simp: field_simps)
finally show ?thesis
using comb by auto
qed
show "z ∈ C"
using z less assms by (auto simp: le_less)
qed

lemma f''_imp_f':
fixes f :: "real ⇒ real"
assumes "convex C"
and f': "⋀x. x ∈ C ⟹ DERIV f x :> (f' x)"
and f'': "⋀x. x ∈ C ⟹ DERIV f' x :> (f'' x)"
and pos: "⋀x. x ∈ C ⟹ f'' x ≥ 0"
and x: "x ∈ C"
and y: "y ∈ C"
shows "f' x * (y - x) ≤ f y - f x"
using assms
proof -
have less_imp: "f y - f x ≥ f' x * (y - x)" "f' y * (x - y) ≤ f x - f y"
if *: "x ∈ C" "y ∈ C" "y > x" for x y :: real
proof -
from * have ge: "y - x > 0" "y - x ≥ 0"
by auto
from * have le: "x - y < 0" "x - y ≤ 0"
by auto
then obtain z1 where z1: "z1 > x" "z1 < y" "f y - f x = (y - x) * f' z1"
using subsetD[OF atMostAtLeast_subset_convex[OF ‹convex C› ‹x ∈ C› ‹y ∈ C› ‹x < y›],
THEN f', THEN MVT2[OF ‹x < y›, rule_format, unfolded atLeastAtMost_iff[symmetric]]]
by auto
then have "z1 ∈ C"
using atMostAtLeast_subset_convex ‹convex C› ‹x ∈ C› ‹y ∈ C› ‹x < y›
by fastforce
from z1 have z1': "f x - f y = (x - y) * f' z1"
obtain z2 where z2: "z2 > x" "z2 < z1" "f' z1 - f' x = (z1 - x) * f'' z2"
using subsetD[OF atMostAtLeast_subset_convex[OF ‹convex C› ‹x ∈ C› ‹z1 ∈ C› ‹x < z1›],
THEN f'', THEN MVT2[OF ‹x < z1›, rule_format, unfolded atLeastAtMost_iff[symmetric]]] z1
by auto
obtain z3 where z3: "z3 > z1" "z3 < y" "f' y - f' z1 = (y - z1) * f'' z3"
using subsetD[OF atMostAtLeast_subset_convex[OF ‹convex C› ‹z1 ∈ C› ‹y ∈ C› ‹z1 < y›],
THEN f'', THEN MVT2[OF ‹z1 < y›, rule_format, unfolded atLeastAtMost_iff[symmetric]]] z1
by auto
have "f' y - (f x - f y) / (x - y) = f' y - f' z1"
using * z1' by auto
also have "… = (y - z1) * f'' z3"
using z3 by auto
finally have cool': "f' y - (f x - f y) / (x - y) = (y - z1) * f'' z3"
by simp
have A': "y - z1 ≥ 0"
using z1 by auto
have "z3 ∈ C"
using z3 * atMostAtLeast_subset_convex ‹convex C› ‹x ∈ C› ‹z1 ∈ C› ‹x < z1›
by fastforce
then have B': "f'' z3 ≥ 0"
using assms by auto
from A' B' have "(y - z1) * f'' z3 ≥ 0"
by auto
from cool' this have "f' y - (f x - f y) / (x - y) ≥ 0"
by auto
from mult_right_mono_neg[OF this le(2)]
have "f' y * (x - y) - (f x - f y) / (x - y) * (x - y) ≤ 0 * (x - y)"
then have "f' y * (x - y) - (f x - f y) ≤ 0"
using le by auto
then have res: "f' y * (x - y) ≤ f x - f y"
by auto
have "(f y - f x) / (y - x) - f' x = f' z1 - f' x"
using * z1 by auto
also have "… = (z1 - x) * f'' z2"
using z2 by auto
finally have cool: "(f y - f x) / (y - x) - f' x = (z1 - x) * f'' z2"
by simp
have A: "z1 - x ≥ 0"
using z1 by auto
have "z2 ∈ C"
using z2 z1 * atMostAtLeast_subset_convex ‹convex C› ‹z1 ∈ C› ‹y ∈ C› ‹z1 < y›
by fastforce
then have B: "f'' z2 ≥ 0"
using assms by auto
from A B have "(z1 - x) * f'' z2 ≥ 0"
by auto
with cool have "(f y - f x) / (y - x) - f' x ≥ 0"
by auto
from mult_right_mono[OF this ge(2)]
have "(f y - f x) / (y - x) * (y - x) - f' x * (y - x) ≥ 0 * (y - x)"
then have "f y - f x - f' x * (y - x) ≥ 0"
using ge by auto
then show "f y - f x ≥ f' x * (y - x)" "f' y * (x - y) ≤ f x - f y"
using res by auto
qed
show ?thesis
proof (cases "x = y")
case True
with x y show ?thesis by auto
next
case False
with less_imp x y show ?thesis
by (auto simp: neq_iff)
qed
qed

lemma f''_ge0_imp_convex:
fixes f :: "real ⇒ real"
assumes conv: "convex C"
and f': "⋀x. x ∈ C ⟹ DERIV f x :> (f' x)"
and f'': "⋀x. x ∈ C ⟹ DERIV f' x :> (f'' x)"
and pos: "⋀x. x ∈ C ⟹ f'' x ≥ 0"
shows "convex_on C f"
using f''_imp_f'[OF conv f' f'' pos] assms pos_convex_function
by fastforce

lemma minus_log_convex:
fixes b :: real
assumes "b > 1"
shows "convex_on {0 <..} (λ x. - log b x)"
proof -
have "⋀z. z > 0 ⟹ DERIV (log b) z :> 1 / (ln b * z)"
using DERIV_log by auto
then have f': "⋀z. z > 0 ⟹ DERIV (λ z. - log b z) z :> - 1 / (ln b * z)"
by (auto simp: DERIV_minus)
have "⋀z::real. z > 0 ⟹ DERIV inverse z :> - (inverse z ^ Suc (Suc 0))"
using less_imp_neq[THEN not_sym, THEN DERIV_inverse] by auto
from this[THEN DERIV_cmult, of _ "- 1 / ln b"]
have "⋀z::real. z > 0 ⟹
DERIV (λ z. (- 1 / ln b) * inverse z) z :> (- 1 / ln b) * (- (inverse z ^ Suc (Suc 0)))"
by auto
then have f''0: "⋀z::real. z > 0 ⟹
DERIV (λ z. - 1 / (ln b * z)) z :> 1 / (ln b * z * z)"
unfolding inverse_eq_divide by (auto simp: mult.assoc)
have f''_ge0: "⋀z::real. z > 0 ⟹ 1 / (ln b * z * z) ≥ 0"
using ‹b > 1› by (auto intro!: less_imp_le)
from f''_ge0_imp_convex[OF pos_is_convex, unfolded greaterThan_iff, OF f' f''0 f''_ge0]
show ?thesis
by auto
qed

subsection%unimportant ‹Convexity of real functions›

lemma convex_on_realI:
assumes "connected A"
and "⋀x. x ∈ A ⟹ (f has_real_derivative f' x) (at x)"
and "⋀x y. x ∈ A ⟹ y ∈ A ⟹ x ≤ y ⟹ f' x ≤ f' y"
shows "convex_on A f"
proof (rule convex_on_linorderI)
fix t x y :: real
assume t: "t > 0" "t < 1"
assume xy: "x ∈ A" "y ∈ A" "x < y"
define z where "z = (1 - t) * x + t * y"
with ‹connected A› and xy have ivl: "{x..y} ⊆ A"
using connected_contains_Icc by blast

from xy t have xz: "z > x"
have "y - z = (1 - t) * (y - x)"
also from xy t have "… > 0"
by (intro mult_pos_pos) simp_all
finally have yz: "z < y"
by simp

from assms xz yz ivl t have "∃ξ. ξ > x ∧ ξ < z ∧ f z - f x = (z - x) * f' ξ"
by (intro MVT2) (auto intro!: assms(2))
then obtain ξ where ξ: "ξ > x" "ξ < z" "f' ξ = (f z - f x) / (z - x)"
by auto
from assms xz yz ivl t have "∃η. η > z ∧ η < y ∧ f y - f z = (y - z) * f' η"
by (intro MVT2) (auto intro!: assms(2))
then obtain η where η: "η > z" "η < y" "f' η = (f y - f z) / (y - z)"
by auto

from η(3) have "(f y - f z) / (y - z) = f' η" ..
also from ξ η ivl have "ξ ∈ A" "η ∈ A"
by auto
with ξ η have "f' η ≥ f' ξ"
by (intro assms(3)) auto
also from ξ(3) have "f' ξ = (f z - f x) / (z - x)" .
finally have "(f y - f z) * (z - x) ≥ (f z - f x) * (y - z)"
using xz yz by (simp add: field_simps)
also have "z - x = t * (y - x)"
also have "y - z = (1 - t) * (y - x)"
finally have "(f y - f z) * t ≥ (f z - f x) * (1 - t)"
using xy by simp
then show "(1 - t) * f x + t * f y ≥ f ((1 - t) *⇩R x + t *⇩R y)"
qed

lemma convex_on_inverse:
assumes "A ⊆ {0<..}"
shows "convex_on A (inverse :: real ⇒ real)"
proof (rule convex_on_subset[OF _ assms], intro convex_on_realI[of _ _ "λx. -inverse (x^2)"])
fix u v :: real
assume "u ∈ {0<..}" "v ∈ {0<..}" "u ≤ v"
with assms show "-inverse (u^2) ≤ -inverse (v^2)"
by (intro le_imp_neg_le le_imp_inverse_le power_mono) (simp_all)
qed (insert assms, auto intro!: derivative_eq_intros simp: divide_simps power2_eq_square)

lemma convex_onD_Icc':
assumes "convex_on {x..y} f" "c ∈ {x..y}"
defines "d ≡ y - x"
shows "f c ≤ (f y - f x) / d * (c - x) + f x"
proof (cases x y rule: linorder_cases)
case less
then have d: "d > 0"
from assms(2) less have A: "0 ≤ (c - x) / d" "(c - x) / d ≤ 1"
have "f c = f (x + (c - x) * 1)"
by simp
also from less have "1 = ((y - x) / d)"
also from d have "x + (c - x) * … = (1 - (c - x) / d) *⇩R x + ((c - x) / d) *⇩R y"
also have "f … ≤ (1 - (c - x) / d) * f x + (c - x) / d * f y"
using assms less by (intro convex_onD_Icc) simp_all
also from d have "… = (f y - f x) / d * (c - x) + f x"
finally show ?thesis .
qed (insert assms(2), simp_all)

lemma convex_onD_Icc'':
assumes "convex_on {x..y} f" "c ∈ {x..y}"
defines "d ≡ y - x"
shows "f c ≤ (f x - f y) / d * (y - c) + f y"
proof (cases x y rule: linorder_cases)
case less
then have d: "d > 0"
from assms(2) less have A: "0 ≤ (y - c) / d" "(y - c) / d ≤ 1"
have "f c = f (y - (y - c) * 1)"
by simp
also from less have "1 = ((y - x) / d)"
also from d have "y - (y - c) * … = (1 - (1 - (y - c) / d)) *⇩R x + (1 - (y - c) / d) *⇩R y"
also have "f … ≤ (1 - (1 - (y - c) / d)) * f x + (1 - (y - c) / d) * f y"
using assms less by (intro convex_onD_Icc) (simp_all add: field_simps)
also from d have "… = (f x - f y) / d * (y - c) + f y"
finally show ?thesis .
qed (insert assms(2), simp_all)

lemma convex_supp_sum:
assumes "convex S" and 1: "supp_sum u I = 1"
and "⋀i. i ∈ I ⟹ 0 ≤ u i ∧ (u i = 0 ∨ f i ∈ S)"
shows "supp_sum (λi. u i *⇩R f i) I ∈ S"
proof -
have fin: "finite {i ∈ I. u i ≠ 0}"
using 1 sum.infinite by (force simp: supp_sum_def support_on_def)
then have eq: "supp_sum (λi. u i *⇩R f i) I = sum (λi. u i *⇩R f i) {i ∈ I. u i ≠ 0}"
by (force intro: sum.mono_neutral_left simp: supp_sum_def support_on_def)
show ?thesis
apply (rule convex_sum [OF fin ‹convex S›])
using 1 assms apply (auto simp: supp_sum_def support_on_def)
done
qed

lemma convex_translation_eq [simp]: "convex ((λx. a + x) ` s) ⟷ convex s"
by (metis convex_translation translation_galois)

lemma convex_linear_image_eq [simp]:
fixes f :: "'a::real_vector ⇒ 'b::real_vector"
shows "⟦linear f; inj f⟧ ⟹ convex (f ` s) ⟷ convex s"
by (metis (no_types) convex_linear_image convex_linear_vimage inj_vimage_image_eq)

lemma closure_bounded_linear_image_subset:
assumes f: "bounded_linear f"
shows "f ` closure S ⊆ closure (f ` S)"
using linear_continuous_on [OF f] closed_closure closure_subset
by (rule image_closure_subset)

lemma closure_linear_image_subset:
fixes f :: "'m::euclidean_space ⇒ 'n::real_normed_vector"
assumes "linear f"
shows "f ` (closure S) ⊆ closure (f ` S)"
using assms unfolding linear_conv_bounded_linear
by (rule closure_bounded_linear_image_subset)

lemma closed_injective_linear_image:
fixes f :: "'a::euclidean_space ⇒ 'b::euclidean_space"
assumes S: "closed S" and f: "linear f" "inj f"
shows "closed (f ` S)"
proof -
obtain g where g: "linear g" "g ∘ f = id"
using linear_injective_left_inverse [OF f] by blast
then have confg: "continuous_on (range f) g"
using linear_continuous_on linear_conv_bounded_linear by blast
have [simp]: "g ` f ` S = S"
using g by (simp add: image_comp)
have cgf: "closed (g ` f ` S)"
by (simp add: ‹g ∘ f = id› S image_comp)
have [simp]: "(range f ∩ g -` S) = f ` S"
using g unfolding o_def id_def image_def by auto metis+
show ?thesis
proof (rule closedin_closed_trans [of "range f"])
show "closedin (subtopology euclidean (range f)) (f ` S)"
using continuous_closedin_preimage [OF confg cgf] by simp
show "closed (range f)"
apply (rule closed_injective_image_subspace)
using f apply (auto simp: linear_linear linear_injective_0)
done
qed
qed

lemma closed_injective_linear_image_eq:
fixes f :: "'a::euclidean_space ⇒ 'b::euclidean_space"
assumes f: "linear f" "inj f"
shows "(closed(image f s) ⟷ closed s)"
by (metis closed_injective_linear_image closure_eq closure_linear_image_subset closure_subset_eq f(1) f(2) inj_image_subset_iff)

lemma closure_injective_linear_image:
fixes f :: "'a::euclidean_space ⇒ 'b::euclidean_space"
shows "⟦linear f; inj f⟧ ⟹ f ` (closure S) = closure (f ` S)"
apply (rule subset_antisym)
by (simp add: closure_minimal closed_injective_linear_image closure_subset image_mono)

lemma closure_bounded_linear_image:
fixes f :: "'a::euclidean_space ⇒ 'b::euclidean_space"
shows "⟦linear f; bounded S⟧ ⟹ f ` (closure S) = closure (f ` S)"
apply (rule subset_antisym, simp add: closure_linear_image_subset)
apply (rule closure_minimal, simp add: closure_subset image_mono)
by (meson bounded_closure closed_closure compact_continuous_image compact_eq_bounded_closed linear_continuous_on linear_conv_bounded_linear)

lemma closure_scaleR:
fixes S :: "'a::real_normed_vector set"
shows "(( *⇩R) c) ` (closure S) = closure ((( *⇩R) c) ` S)"
proof
show "(( *⇩R) c) ` (closure S) ⊆ closure ((( *⇩R) c) ` S)"
using bounded_linear_scaleR_right
by (rule closure_bounded_linear_image_subset)
show "closure ((( *⇩R) c) ` S) ⊆ (( *⇩R) c) ` (closure S)"
by (intro closure_minimal image_mono closure_subset closed_scaling closed_closure)
qed

lemma fst_linear: "linear fst"
unfolding linear_iff by (simp add: algebra_simps)

lemma snd_linear: "linear snd"
unfolding linear_iff by (simp add: algebra_simps)

lemma fst_snd_linear: "linear (λ(x,y). x + y)"
unfolding linear_iff by (simp add: algebra_simps)

lemma vector_choose_size:
assumes "0 ≤ c"
obtains x :: "'a::{real_normed_vector, perfect_space}" where "norm x = c"
proof -
obtain a::'a where "a ≠ 0"
using UNIV_not_singleton UNIV_eq_I set_zero singletonI by fastforce
then show ?thesis
by (rule_tac x="scaleR (c / norm a) a" in that) (simp add: assms)
qed

lemma vector_choose_dist:
assumes "0 ≤ c"
obtains y :: "'a::{real_normed_vector, perfect_space}" where "dist x y = c"
by (metis add_diff_cancel_left' assms dist_commute dist_norm vector_choose_size)

lemma sphere_eq_empty [simp]:
fixes a :: "'a::{real_normed_vector, perfect_space}"
shows "sphere a r = {} ⟷ r < 0"
by (auto simp: sphere_def dist_norm) (metis dist_norm le_less_linear vector_choose_dist)

lemma sum_delta_notmem:
assumes "x ∉ s"
shows "sum (λy. if (y = x) then P x else Q y) s = sum Q s"
and "sum (λy. if (x = y) then P x else Q y) s = sum Q s"
and "sum (λy. if (y = x) then P y else Q y) s = sum Q s"
and "sum (λy. if (x = y) then P y else Q y) s = sum Q s"
apply (rule_tac [!] sum.cong)
using assms
apply auto
done

lemma sum_delta'':
fixes s::"'a::real_vector set"
assumes "finite s"
shows "(∑x∈s. (if y = x then f x else 0) *⇩R x) = (if y∈s then (f y) *⇩R y else 0)"
proof -
have *: "⋀x y. (if y = x then f x else (0::real)) *⇩R x = (if x=y then (f x) *⇩R x else 0)"
by auto
show ?thesis
unfolding * using sum.delta[OF assms, of y "λx. f x *⇩R x"] by auto
qed

lemma if_smult: "(if P then x else (y::real)) *⇩R v = (if P then x *⇩R v else y *⇩R v)"
by (fact if_distrib)

lemma dist_triangle_eq:
fixes x y z :: "'a::real_inner"
shows "dist x z = dist x y + dist y z ⟷
norm (x - y) *⇩R (y - z) = norm (y - z) *⇩R (x - y)"
proof -
have *: "x - y + (y - z) = x - z" by auto
show ?thesis unfolding dist_norm norm_triangle_eq[of "x - y" "y - z", unfolded *]
by (auto simp:norm_minus_commute)
qed

subsection ‹Affine set and affine hull›

definition%important affine :: "'a::real_vector set ⇒ bool"
where "affine s ⟷ (∀x∈s. ∀y∈s. ∀u v. u + v = 1 ⟶ u *⇩R x + v *⇩R y ∈ s)"

lemma affine_alt: "affine s ⟷ (∀x∈s. ∀y∈s. ∀u::real. (1 - u) *⇩R x + u *⇩R y ∈ s)"
unfolding affine_def by (metis eq_diff_eq')

lemma affine_empty [iff]: "affine {}"
unfolding affine_def by auto

lemma affine_sing [iff]: "affine {x}"
unfolding affine_alt by (auto simp: scaleR_left_distrib [symmetric])

lemma affine_UNIV [iff]: "affine UNIV"
unfolding affine_def by auto

lemma affine_Inter [intro]: "(⋀s. s∈f ⟹ affine s) ⟹ affine (⋂f)"
unfolding affine_def by auto

lemma affine_Int[intro]: "affine s ⟹ affine t ⟹ affine (s ∩ t)"
unfolding affine_def by auto

lemma affine_scaling: "affine s ⟹ affine (image (λx. c *⇩R x) s)"
apply (rule_tac x="u *⇩R x + v *⇩R y" in image_eqI)
apply (auto simp: algebra_simps)
done

lemma affine_affine_hull [simp]: "affine(affine hull s)"
unfolding hull_def
using affine_Inter[of "{t. affine t ∧ s ⊆ t}"] by auto

lemma affine_hull_eq[simp]: "(affine hull s = s) ⟷ affine s"
by (metis affine_affine_hull hull_same)

lemma affine_hyperplane: "affine {x. a ∙ x = b}"
by (simp add: affine_def algebra_simps) (metis distrib_right mult.left_neutral)

subsubsection%unimportant ‹Some explicit formulations (from Lars Schewe)›

lemma affine:
fixes V::"'a::real_vector set"
shows "affine V ⟷
(∀S u. finite S ∧ S ≠ {} ∧ S ⊆ V ∧ sum u S = 1 ⟶ (∑x∈S. u x *⇩R x) ∈ V)"
proof -
have "u *⇩R x + v *⇩R y ∈ V" if "x ∈ V" "y ∈ V" "u + v = (1::real)"
and *: "⋀S u. ⟦finite S; S ≠ {}; S ⊆ V; sum u S = 1⟧ ⟹ (∑x∈S. u x *⇩R x) ∈ V" for x y u v
proof (cases "x = y")
case True
then show ?thesis
using that by (metis scaleR_add_left scaleR_one)
next
case False
then show ?thesis
using that *[of "{x,y}" "λw. if w = x then u else v"] by auto
qed
moreover have "(∑x∈S. u x *⇩R x) ∈ V"
if *: "⋀x y u v. ⟦x∈V; y∈V; u + v = 1⟧ ⟹ u *⇩R x + v *⇩R y ∈ V"
and "finite S" "S ≠ {}" "S ⊆ V" "sum u S = 1" for S u
proof -
define n where "n = card S"
consider "card S = 0" | "card S = 1" | "card S = 2" | "card S > 2" by linarith
then show "(∑x∈S. u x *⇩R x) ∈ V"
proof cases
assume "card S = 1"
then obtain a where "S={a}"
by (auto simp: card_Suc_eq)
then show ?thesis
using that by simp
next
assume "card S = 2"
then obtain a b where "S = {a, b}"
by (metis Suc_1 card_1_singletonE card_Suc_eq)
then show ?thesis
using *[of a b] that
by (auto simp: sum_clauses(2))
next
assume "card S > 2"
then show ?thesis using that n_def
proof (induct n arbitrary: u S)
case 0
then show ?case by auto
next
case (Suc n u S)
have "sum u S = card S" if "¬ (∃x∈S. u x ≠ 1)"
using that unfolding card_eq_sum by auto
with Suc.prems obtain x where "x ∈ S" and x: "u x ≠ 1" by force
have c: "card (S - {x}) = card S - 1"
by (simp add: Suc.prems(3) ‹x ∈ S›)
have "sum u (S - {x}) = 1 - u x"
by (simp add: Suc.prems sum_diff1_ring ‹x ∈ S›)
with x have eq1: "inverse (1 - u x) * sum u (S - {x}) = 1"
by auto
have inV: "(∑y∈S - {x}. (inverse (1 - u x) * u y) *⇩R y) ∈ V"
proof (cases "card (S - {x}) > 2")
case True
then have S: "S - {x} ≠ {}" "card (S - {x}) = n"
using Suc.prems c by force+
show ?thesis
proof (rule Suc.hyps)
show "(∑a∈S - {x}. inverse (1 - u x) * u a) = 1"
by (auto simp: eq1 sum_distrib_left[symmetric])
qed (use S Suc.prems True in auto)
next
case False
then have "card (S - {x}) = Suc (Suc 0)"
using Suc.prems c by auto
then obtain a b where ab: "(S - {x}) = {a, b}" "a≠b"
unfolding card_Suc_eq by auto
then show ?thesis
using eq1 ‹S ⊆ V›
by (auto simp: sum_distrib_left distrib_left intro!: Suc.prems(2)[of a b])
qed
have "u x + (1 - u x) = 1 ⟹
u x *⇩R x + (1 - u x) *⇩R ((∑y∈S - {x}. u y *⇩R y) /⇩R (1 - u x)) ∈ V"
by (rule Suc.prems) (use ‹x ∈ S› Suc.prems inV in ‹auto simp: scaleR_right.sum›)
moreover have "(∑a∈S. u a *⇩R a) = u x *⇩R x + (∑a∈S - {x}. u a *⇩R a)"
by (meson Suc.prems(3) sum.remove ‹x ∈ S›)
ultimately show "(∑x∈S. u x *⇩R x) ∈ V"
qed
qed (use ‹S≠{}› ‹finite S› in auto)
qed
ultimately show ?thesis
unfolding affine_def by meson
qed

lemma affine_hull_explicit:
"affine hull p = {y. ∃S u. finite S ∧ S ≠ {} ∧ S ⊆ p ∧ sum u S = 1 ∧ sum (λv. u v *⇩R v) S = y}"
(is "_ = ?rhs")
proof (rule hull_unique)
show "p ⊆ ?rhs"
proof (intro subsetI CollectI exI conjI)
show "⋀x. sum (λz. 1) {x} = 1"
by auto
qed auto
show "?rhs ⊆ T" if "p ⊆ T" "affine T" for T
using that unfolding affine by blast
show "affine ?rhs"
unfolding affine_def
proof clarify
fix u v :: real and sx ux sy uy
assume uv: "u + v = 1"
and x: "finite sx" "sx ≠ {}" "sx ⊆ p" "sum ux sx = (1::real)"
and y: "finite sy" "sy ≠ {}" "sy ⊆ p" "sum uy sy = (1::real)"
have **: "(sx ∪ sy) ∩ sx = sx" "(sx ∪ sy) ∩ sy = sy"
by auto
show "∃S w. finite S ∧ S ≠ {} ∧ S ⊆ p ∧
sum w S = 1 ∧ (∑v∈S. w v *⇩R v) = u *⇩R (∑v∈sx. ux v *⇩R v) + v *⇩R (∑v∈sy. uy v *⇩R v)"
proof (intro exI conjI)
show "finite (sx ∪ sy)"
using x y by auto
show "sum (λi. (if i∈sx then u * ux i else 0) + (if i∈sy then v * uy i else 0)) (sx ∪ sy) = 1"
using x y uv
by (simp add: sum_Un sum.distrib sum.inter_restrict[symmetric] sum_distrib_left [symmetric] **)
have "(∑i∈sx ∪ sy. ((if i ∈ sx then u * ux i else 0) + (if i ∈ sy then v * uy i else 0)) *⇩R i)
= (∑i∈sx. (u * ux i) *⇩R i) + (∑i∈sy. (v * uy i) *⇩R i)"
using x y
unfolding scaleR_left_distrib scaleR_zero_left if_smult
by (simp add: sum_Un sum.distrib sum.inter_restrict[symmetric]  **)
also have "… = u *⇩R (∑v∈sx. ux v *⇩R v) + v *⇩R (∑v∈sy. uy v *⇩R v)"
unfolding scaleR_scaleR[symmetric] scaleR_right.sum [symmetric] by blast
finally show "(∑i∈sx ∪ sy. ((if i ∈ sx then u * ux i else 0) + (if i ∈ sy then v * uy i else 0)) *⇩R i)
= u *⇩R (∑v∈sx. ux v *⇩R v) + v *⇩R (∑v∈sy. uy v *⇩R v)" .
qed (use x y in auto)
qed
qed

lemma affine_hull_finite:
assumes "finite S"
shows "affine hull S = {y. ∃u. sum u S = 1 ∧ sum (λv. u v *⇩R v) S = y}"
proof -
have *: "∃h. sum h S = 1 ∧ (∑v∈S. h v *⇩R v) = x"
if "F ⊆ S" "finite F" "F ≠ {}" and sum: "sum u F = 1" and x: "(∑v∈F. u v *⇩R v) = x" for x F u
proof -
have "S ∩ F = F"
using that by auto
show ?thesis
proof (intro exI conjI)
show "(∑x∈S. if x ∈ F then u x else 0) = 1"
by (metis (mono_tags, lifting) ‹S ∩ F = F› assms sum.inter_restrict sum)
show "(∑v∈S. (if v ∈ F then u v else 0) *⇩R v) = x"
by (simp add: if_smult cong: if_cong) (metis (no_types) ‹S ∩ F = F› assms sum.inter_restrict x)
qed
qed
show ?thesis
unfolding affine_hull_explicit using assms
by (fastforce dest: *)
qed

subsubsection%unimportant ‹Stepping theorems and hence small special cases›

lemma affine_hull_empty[simp]: "affine hull {} = {}"
by simp

lemma affine_hull_finite_step:
fixes y :: "'a::real_vector"
shows "finite S ⟹
(∃u. sum u (insert a S) = w ∧ sum (λx. u x *⇩R x) (insert a S) = y) ⟷
(∃v u. sum u S = w - v ∧ sum (λx. u x *⇩R x) S = y - v *⇩R a)" (is "_ ⟹ ?lhs = ?rhs")
proof -
assume fin: "finite S"
show "?lhs = ?rhs"
proof
assume ?lhs
then obtain u where u: "sum u (insert a S) = w ∧ (∑x∈insert a S. u x *⇩R x) = y"
by auto
show ?rhs
proof (cases "a ∈ S")
case True
then show ?thesis
using u by (simp add: insert_absorb) (metis diff_zero real_vector.scale_zero_left)
next
case False
show ?thesis
by (rule exI [where x="u a"]) (use u fin False in auto)
qed
next
assume ?rhs
then obtain v u where vu: "sum u S = w - v"  "(∑x∈S. u x *⇩R x) = y - v *⇩R a"
by auto
have *: "⋀x M. (if x = a then v else M) *⇩R x = (if x = a then v *⇩R x else M *⇩R x)"
by auto
show ?lhs
proof (cases "a ∈ S")
case True
show ?thesis
by (rule exI [where x="λx. (if x=a then v else 0) + u x"])
(simp add: True scaleR_left_distrib sum.distrib sum_clauses fin vu * cong: if_cong)
next
case False
then show ?thesis
apply (rule_tac x="λx. if x=a then v else u x" in exI)
apply (simp add: vu sum_clauses(2)[OF fin] *)
qed
qed
qed

lemma affine_hull_2:
fixes a b :: "'a::real_vector"
shows "affine hull {a,b} = {u *⇩R a + v *⇩R b| u v. (u + v = 1)}"
(is "?lhs = ?rhs")
proof -
have *:
"⋀x y z. z = x - y ⟷ y + z = (x::real)"
"⋀x y z. z = x - y ⟷ y + z = (x::'a)" by auto
have "?lhs = {y. ∃u. sum u {a, b} = 1 ∧ (∑v∈{a, b}. u v *⇩R v) = y}"
using affine_hull_finite[of "{a,b}"] by auto
also have "… = {y. ∃v u. u b = 1 - v ∧ u b *⇩R b = y - v *⇩R a}"
by (simp add: affine_hull_finite_step[of "{b}" a])
also have "… = ?rhs" unfolding * by auto
finally show ?thesis by auto
qed

lemma affine_hull_3:
fixes a b c :: "'a::real_vector"
shows "affine hull {a,b,c} = { u *⇩R a + v *⇩R b + w *⇩R c| u v w. u + v + w = 1}"
proof -
have *:
"⋀x y z. z = x - y ⟷ y + z = (x::real)"
"⋀x y z. z = x - y ⟷ y + z = (x::'a)" by auto
show ?thesis
unfolding *
apply safe
apply (rule_tac x=u in exI, force)
done
qed

lemma mem_affine:
assumes "affine S" "x ∈ S" "y ∈ S" "u + v = 1"
shows "u *⇩R x + v *⇩R y ∈ S"
using assms affine_def[of S] by auto

lemma mem_affine_3:
assumes "affine S" "x ∈ S" "y ∈ S" "z ∈ S" "u + v + w = 1"
shows "u *⇩R x + v *⇩R y + w *⇩R z ∈ S"
proof -
have "u *⇩R x + v *⇩R y + w *⇩R z ∈ affine hull {x, y, z}"
using affine_hull_3[of x y z] assms by auto
moreover
have "affine hull {x, y, z} ⊆ affine hull S"
using hull_mono[of "{x, y, z}" "S"] assms by auto
moreover
have "affine hull S = S"
using assms affine_hull_eq[of S] by auto
ultimately show ?thesis by auto
qed

lemma mem_affine_3_minus:
assumes "affine S" "x ∈ S" "y ∈ S" "z ∈ S"
shows "x + v *⇩R (y-z) ∈ S"
using mem_affine_3[of S x y z 1 v "-v"] assms

corollary mem_affine_3_minus2:
"⟦affine S; x ∈ S; y ∈ S; z ∈ S⟧ ⟹ x - v *⇩R (y-z) ∈ S"

subsubsection%unimportant ‹Some relations between affine hull and subspaces›

lemma affine_hull_insert_subset_span:
"affine hull (insert a S) ⊆ {a + v| v . v ∈ span {x - a | x . x ∈ S}}"
proof -
have "∃v T u. x = a + v ∧ (finite T ∧ T ⊆ {x - a |x. x ∈ S} ∧ (∑v∈T. u v *⇩R v) = v)"
if "finite F" "F ≠ {}" "F ⊆ insert a S" "sum u F = 1" "(∑v∈F. u v *⇩R v) = x"
for x F u
proof -
have *: "(λx. x - a) ` (F - {a}) ⊆ {x - a |x. x ∈ S}"
using that by auto
show ?thesis
proof (intro exI conjI)
show "finite ((λx. x - a) ` (F - {a}))"
show "(∑v∈(λx. x - a) ` (F - {a}). u(v+a) *⇩R v) = x-a"
by (simp add: sum.reindex[unfolded inj_on_def] algebra_simps
sum_subtractf scaleR_left.sum[symmetric] sum_diff1 that)
qed (use ‹F ⊆ insert a S› in auto)
qed
then show ?thesis
unfolding affine_hull_explicit span_explicit by blast
qed

lemma affine_hull_insert_span:
assumes "a ∉ S"
shows "affine hull (insert a S) = {a + v | v . v ∈ span {x - a | x.  x ∈ S}}"
proof -
have *: "∃G u. finite G ∧ G ≠ {} ∧ G ⊆ insert a S ∧ sum u G = 1 ∧ (∑v∈G. u v *⇩R v) = y"
if "v ∈ span {x - a |x. x ∈ S}" "y = a + v" for y v
proof -
from that
obtain T u where u: "finite T" "T ⊆ {x - a |x. x ∈ S}" "a + (∑v∈T. u v *⇩R v) = y"
unfolding span_explicit by auto
define F where "F = (λx. x + a) ` T"
have F: "finite F" "F ⊆ S" "(∑v∈F. u (v - a) *⇩R (v - a)) = y - a"
unfolding F_def using u by (auto simp: sum.reindex[unfolded inj_on_def])
have *: "F ∩ {a} = {}" "F ∩ - {a} = F"
using F assms by auto
show "∃G u. finite G ∧ G ≠ {} ∧ G ⊆ insert a S ∧ sum u G = 1 ∧ (∑v∈G. u v *⇩R v) = y"
apply (rule_tac x = "insert a F" in exI)
apply (rule_tac x = "λx. if x=a then 1 - sum (λx. u (x - a)) F else u (x - a)" in exI)
using assms F
apply (auto simp:  sum_clauses sum.If_cases if_smult sum_subtractf scaleR_left.sum algebra_simps *)
done
qed
show ?thesis
by (intro subset_antisym affine_hull_insert_subset_span) (auto simp: affine_hull_explicit dest!: *)
qed

lemma affine_hull_span:
assumes "a ∈ S"
shows "affine hull S = {a + v | v. v ∈ span {x - a | x. x ∈ S - {a}}}"
using affine_hull_insert_span[of a "S - {a}", unfolded insert_Diff[OF assms]] by auto

subsubsection%unimportant ‹Parallel affine sets›

definition affine_parallel :: "'a::real_vector set ⇒ 'a::real_vector set ⇒ bool"
where "affine_parallel S T ⟷ (∃a. T = (λx. a + x) ` S)"

lemma affine_parallel_expl_aux:
fixes S T :: "'a::real_vector set"
assumes "⋀x. x ∈ S ⟷ a + x ∈ T"
shows "T = (λx. a + x) ` S"
proof -
have "x ∈ ((λx. a + x) ` S)" if "x ∈ T" for x
using that
moreover have "T ≥ (λx. a + x) ` S"
using assms by auto
ultimately show ?thesis by auto
qed

lemma affine_parallel_expl: "affine_parallel S T ⟷ (∃a. ∀x. x ∈ S ⟷ a + x ∈ T)"
unfolding affine_parallel_def
using affine_parallel_expl_aux[of S _ T] by auto

lemma affine_parallel_reflex: "affine_parallel S S"
unfolding affine_parallel_def

lemma affine_parallel_commut:
assumes "affine_parallel A B"
shows "affine_parallel B A"
proof -
from assms obtain a where B: "B = (λx. a + x) ` A"
unfolding affine_parallel_def by auto
have [simp]: "(λx. x - a) = plus (- a)" by (simp add: fun_eq_iff)
from B show ?thesis
using translation_galois [of B a A]
unfolding affine_parallel_def by auto
qed

lemma affine_parallel_assoc:
assumes "affine_parallel A B"
and "affine_parallel B C"
shows "affine_parallel A C"
proof -
from assms obtain ab where "B = (λx. ab + x) ` A"
unfolding affine_parallel_def by auto
moreover
from assms obtain bc where "C = (λx. bc + x) ` B"
unfolding affine_parallel_def by auto
ultimately show ?thesis
using translation_assoc[of bc ab A] unfolding affine_parallel_def by auto
qed

lemma affine_translation_aux:
fixes a :: "'a::real_vector"
assumes "affine ((λx. a + x) ` S)"
shows "affine S"
proof -
{
fix x y u v
assume xy: "x ∈ S" "y ∈ S" "(u :: real) + v = 1"
then have "(a + x) ∈ ((λx. a + x) ` S)" "(a + y) ∈ ((λx. a + x) ` S)"
by auto
then have h1: "u *⇩R  (a + x) + v *⇩R (a + y) ∈ (λx. a + x) ` S"
using xy assms unfolding affine_def by auto
have "u *⇩R (a + x) + v *⇩R (a + y) = (u + v) *⇩R a + (u *⇩R x + v *⇩R y)"
also have "… = a + (u *⇩R x + v *⇩R y)"
using ‹u + v = 1› by auto
ultimately have "a + (u *⇩R x + v *⇩R y) ∈ (λx. a + x) ` S"
using h1 by auto
then have "u *⇩R x + v *⇩R y ∈ S" by auto
}
then show ?thesis unfolding affine_def by auto
qed

lemma affine_translation:
fixes a :: "'a::real_vector"
shows "affine S ⟷ affine ((λx. a + x) ` S)"
proof -
have "affine S ⟹ affine ((λx. a + x) ` S)"
using affine_translation_aux[of "-a" "((λx. a + x) ` S)"]
using translation_assoc[of "-a" a S] by auto
then show ?thesis using affine_translation_aux by auto
qed

lemma parallel_is_affine:
fixes S T :: "'a::real_vector set"
assumes "affine S" "affine_parallel S T"
shows "affine T"
proof -
from assms obtain a where "T = (λx. a + x) ` S"
unfolding affine_parallel_def by auto
then show ?thesis
using affine_translation assms by auto
qed

lemma subspace_imp_affine: "subspace s ⟹ affine s"
unfolding subspace_def affine_def by auto

subsubsection%unimportant ‹Subspace parallel to an affine set›

lemma subspace_affine: "subspace S ⟷ affine S ∧ 0 ∈ S"
proof -
have h0: "subspace S ⟹ affine S ∧ 0 ∈ S"
using subspace_imp_affine[of S] subspace_0 by auto
{
assume assm: "affine S ∧ 0 ∈ S"
{
fix c :: real
fix x
assume x: "x ∈ S"
have "c *⇩R x = (1-c) *⇩R 0 + c *⇩R x" by auto
moreover
have "(1 - c) *⇩R 0 + c *⇩R x ∈ S"
using affine_alt[of S] assm x by auto
ultimately have "c *⇩R x ∈ S" by auto
}
then have h1: "∀c. ∀x ∈ S. c *⇩R x ∈ S" by auto

{
fix x y
assume xy: "x ∈ S" "y ∈ S"
define u where "u = (1 :: real)/2"
have "(1/2) *⇩R (x+y) = (1/2) *⇩R (x+y)"
by auto
moreover
have "(1/2) *⇩R (x+y)=(1/2) *⇩R x + (1-(1/2)) *⇩R y"
moreover
have "(1 - u) *⇩R x + u *⇩R y ∈ S"
using affine_alt[of S] assm xy by auto
ultimately
have "(1/2) *⇩R (x+y) ∈ S"
using u_def by auto
moreover
have "x + y = 2 *⇩R ((1/2) *⇩R (x+y))"
by auto
ultimately
have "x + y ∈ S"
using h1[rule_format, of "(1/2) *⇩R (x+y)" "2"] by auto
}
then have "∀x ∈ S. ∀y ∈ S. x + y ∈ S"
by auto
then have "subspace S"
using h1 assm unfolding subspace_def by auto
}
then show ?thesis using h0 by metis
qed

lemma affine_diffs_subspace:
assumes "affine S" "a ∈ S"
shows "subspace ((λx. (-a)+x) ` S)"
proof -
have [simp]: "(λx. x - a) = plus (- a)" by (simp add: fun_eq_iff)
have "affine ((λx. (-a)+x) ` S)"
using  affine_translation assms by auto
moreover have "0 ∈ ((λx. (-a)+x) ` S)"
using assms exI[of "(λx. x∈S ∧ -a+x = 0)" a] by auto
ultimately show ?thesis using subspace_affine by auto
qed

lemma parallel_subspace_explicit:
assumes "affine S"
and "a ∈ S"
assumes "L ≡ {y. ∃x ∈ S. (-a) + x = y}"
shows "subspace L ∧ affine_parallel S L"
proof -
from assms have "L = plus (- a) ` S" by auto
then have par: "affine_parallel S L"
unfolding affine_parallel_def ..
then have "affine L" using assms parallel_is_affine by auto
moreover have "0 ∈ L"
using assms by auto
ultimately show ?thesis
using subspace_affine par by auto
qed

lemma parallel_subspace_aux:
assumes "subspace A"
and "subspace B"
and "affine_parallel A B"
shows "A ⊇ B"
proof -
from assms obtain a where a: "∀x. x ∈ A ⟷ a + x ∈ B"
using affine_parallel_expl[of A B] by auto
then have "-a ∈ A"
using assms subspace_0[of B] by auto
then have "a ∈ A"
using assms subspace_neg[of A "-a"] by auto
then show ?thesis
using assms a unfolding subspace_def by auto
qed

lemma parallel_subspace:
assumes "subspace A"
and "subspace B"
and "affine_parallel A B"
shows "A = B"
proof
show "A ⊇ B"
using assms parallel_subspace_aux by auto
show "A ⊆ B"
using assms parallel_subspace_aux[of B A] affine_parallel_commut by auto
qed

lemma affine_parallel_subspace:
assumes "affine S" "S ≠ {}"
shows "∃!L. subspace L ∧ affine_parallel S L"
proof -
have ex: "∃L. subspace L ∧ affine_parallel S L"
using assms parallel_subspace_explicit by auto
{
fix L1 L2
assume ass: "subspace L1 ∧ affine_parallel S L1" "subspace L2 ∧ affine_parallel S L2"
then have "affine_parallel L1 L2"
using affine_parallel_commut[of S L1] affine_parallel_assoc[of L1 S L2] by auto
then have "L1 = L2"
using ass parallel_subspace by auto
}
then show ?thesis using ex by auto
qed

subsection ‹Cones›

definition%important cone :: "'a::real_vector set ⇒ bool"
where "cone s ⟷ (∀x∈s. ∀c≥0. c *⇩R x ∈ s)"

lemma cone_empty[intro, simp]: "cone {}"
unfolding cone_def by auto

lemma cone_univ[intro, simp]: "cone UNIV"
unfolding cone_def by auto

lemma cone_Inter[intro]: "∀s∈f. cone s ⟹ cone (⋂f)"
unfolding cone_def by auto

lemma subspace_imp_cone: "subspace S ⟹ cone S"

subsubsection ‹Conic hull›

lemma cone_cone_hull: "cone (cone hull s)"
unfolding hull_def by auto

lemma cone_hull_eq: "cone hull s = s ⟷ cone s"
apply (rule hull_eq)
using cone_Inter
unfolding subset_eq
apply auto
done

lemma mem_cone:
assumes "cone S" "x ∈ S" "c ≥ 0"
shows "c *⇩R x ∈ S"
using assms cone_def[of S] by auto

lemma cone_contains_0:
assumes "cone S"
shows "S ≠ {} ⟷ 0 ∈ S"
proof -
{
assume "S ≠ {}"
then obtain a where "a ∈ S" by auto
then have "0 ∈ S"
using assms mem_cone[of S a 0] by auto
}
then show ?thesis by auto
qed

lemma cone_0: "cone {0}"
unfolding cone_def by auto

lemma cone_Union[intro]: "(∀s∈f. cone s) ⟶ cone (⋃f)"
unfolding cone_def by blast

lemma cone_iff:
assumes "S ≠ {}"
shows "cone S ⟷ 0 ∈ S ∧ (∀c. c > 0 ⟶ (( *⇩R) c) ` S = S)"
proof -
{
assume "cone S"
{
fix c :: real
assume "c > 0"
{
fix x
assume "x ∈ S"
then have "x ∈ (( *⇩R) c) ` S"
unfolding image_def
using ‹cone S› ‹c>0› mem_cone[of S x "1/c"]
exI[of "(λt. t ∈ S ∧ x = c *⇩R t)" "(1 / c) *⇩R x"]
by auto
}
moreover
{
fix x
assume "x ∈ (( *⇩R) c) ` S"
then have "x ∈ S"
using ‹cone S› ‹c > 0›
unfolding cone_def image_def ‹c > 0› by auto
}
ultimately have "(( *⇩R) c) ` S = S" by auto
}
then have "0 ∈ S ∧ (∀c. c > 0 ⟶ (( *⇩R) c) ` S = S)"
using ‹cone S› cone_contains_0[of S] assms by auto
}
moreover
{
assume a: "0 ∈ S ∧ (∀c. c > 0 ⟶ (( *⇩R) c) ` S = S)"
{
fix x
assume "x ∈ S"
fix c1 :: real
assume "c1 ≥ 0"
then have "c1 = 0 ∨ c1 > 0" by auto
then have "c1 *⇩R x ∈ S" using a ‹x ∈ S› by auto
}
then have "cone S" unfolding cone_def by auto
}
ultimately show ?thesis by blast
qed

lemma cone_hull_empty: "cone hull {} = {}"
by (metis cone_empty cone_hull_eq)

lemma cone_hull_empty_iff: "S = {} ⟷ cone hull S = {}"
by (metis bot_least cone_hull_empty hull_subset xtrans(5))

lemma cone_hull_contains_0: "S ≠ {} ⟷ 0 ∈ cone hull S"
using cone_cone_hull[of S] cone_contains_0[of "cone hull S"] cone_hull_empty_iff[of S]
by auto

lemma mem_cone_hull:
assumes "x ∈ S" "c ≥ 0"
shows "c *⇩R x ∈ cone hull S"
by (metis assms cone_cone_hull hull_inc mem_cone)

proposition cone_hull_expl: "cone hull S = {c *⇩R x | c x. c ≥ 0 ∧ x ∈ S}"
(is "?lhs = ?rhs")
proof -
{
fix x
assume "x ∈ ?rhs"
then obtain cx :: real and xx where x: "x = cx *⇩R xx" "cx ≥ 0" "xx ∈ S"
by auto
fix c :: real
assume c: "c ≥ 0"
then have "c *⇩R x = (c * cx) *⇩R xx"
using x by (simp add: algebra_simps)
moreover
have "c * cx ≥ 0" using c x by auto
ultimately
have "c *⇩R x ∈ ?rhs" using x by auto
}
then have "cone ?rhs"
unfolding cone_def by auto
then have "?rhs ∈ Collect cone"
unfolding mem_Collect_eq by auto
{
fix x
assume "x ∈ S"
then have "1 *⇩R x ∈ ?rhs"
apply auto
apply (rule_tac x = 1 in exI, auto)
done
then have "x ∈ ?rhs" by auto
}
then have "S ⊆ ?rhs" by auto
then have "?lhs ⊆ ?rhs"
using ‹?rhs ∈ Collect cone› hull_minimal[of S "?rhs" "cone"] by auto
moreover
{
fix x
assume "x ∈ ?rhs"
then obtain cx :: real and xx where x: "x = cx *⇩R xx" "cx ≥ 0" "xx ∈ S"
by auto
then have "xx ∈ cone hull S"
using hull_subset[of S] by auto
then have "x ∈ ?lhs"
using x cone_cone_hull[of S] cone_def[of "cone hull S"] by auto
}
ultimately show ?thesis by auto
qed

lemma cone_closure:
fixes S :: "'a::real_normed_vector set"
assumes "cone S"
shows "cone (closure S)"
proof (cases "S = {}")
case True
then show ?thesis by auto
next
case False
then have "0 ∈ S ∧ (∀c. c > 0 ⟶ ( *⇩R) c ` S = S)"
using cone_iff[of S] assms by auto
then have "0 ∈ closure S ∧ (∀c. c > 0 ⟶ ( *⇩R) c ` closure S = closure S)"
using closure_subset by (auto simp: closure_scaleR)
then show ?thesis
using False cone_iff[of "closure S"] by auto
qed

subsection ‹Affine dependence and consequential theorems (from Lars Schewe)›

definition%important affine_dependent :: "'a::real_vector set ⇒ bool"
where "affine_dependent s ⟷ (∃x∈s. x ∈ affine hull (s - {x}))"

lemma affine_dependent_subset:
"⟦affine_dependent s; s ⊆ t⟧ ⟹ affine_dependent t"
apply (blast dest: hull_mono [OF Diff_mono [OF _ subset_refl]])
done

lemma affine_independent_subset:
shows "⟦~ affine_dependent t; s ⊆ t⟧ ⟹ ~ affine_dependent s"
by (metis affine_dependent_subset)

lemma affine_independent_Diff:
"~ affine_dependent s ⟹ ~ affine_dependent(s - t)"
by (meson Diff_subset affine_dependent_subset)

proposition affine_dependent_explicit:
"affine_dependent p ⟷
(∃S u. finite S ∧ S ⊆ p ∧ sum u S = 0 ∧ (∃v∈S. u v ≠ 0) ∧ sum (λv. u v *⇩R v) S = 0)"
proof -
have "∃S u. finite S ∧ S ⊆ p ∧ sum u S = 0 ∧ (∃v∈S. u v ≠ 0) ∧ (∑w∈S. u w *⇩R w) = 0"
if "(∑w∈S. u w *⇩R w) = x" "x ∈ p" "finite S" "S ≠ {}" "S ⊆ p - {x}" "sum u S = 1" for x S u
proof (intro exI conjI)
have "x ∉ S"
using that by auto
then show "(∑v ∈ insert x S. if v = x then - 1 else u v) = 0"
using that by (simp add: sum_delta_notmem)
show "(∑w ∈ insert x S. (if w = x then - 1 else u w) *⇩R w) = 0"
using that ‹x ∉ S› by (simp add: if_smult sum_delta_notmem cong: if_cong)
qed (use that in auto)
moreover have "∃x∈p. ∃S u. finite S ∧ S ≠ {} ∧ S ⊆ p - {x} ∧ sum u S = 1 ∧ (∑v∈S. u v *⇩R v) = x"
if "(∑v∈S. u v *⇩R v) = 0" "finite S" "S ⊆ p" "sum u S = 0" "v ∈ S" "u v ≠ 0" for S u v
proof (intro bexI exI conjI)
have "S ≠ {v}"
using that by auto
then show "S - {v} ≠ {}"
using that by auto
show "(∑x ∈ S - {v}. - (1 / u v) * u x) = 1"
unfolding sum_distrib_left[symmetric] sum_diff1[OF ‹finite S›] by (simp add: that)
show "(∑x∈S - {v}. (- (1 / u v) * u x) *⇩R x) = v"
unfolding sum_distrib_left [symmetric] scaleR_scaleR[symmetric]
scaleR_right.sum [symmetric] sum_diff1[OF ‹finite S›]
using that by auto
show "S - {v} ⊆ p - {v}"
using that by auto
qed (use that in auto)
ultimately show ?thesis
unfolding affine_dependent_def affine_hull_explicit by auto
qed

lemma affine_dependent_explicit_finite:
fixes S :: "'a::real_vector set"
assumes "finite S"
shows "affine_dependent S ⟷
(∃u. sum u S = 0 ∧ (∃v∈S. u v ≠ 0) ∧ sum (λv. u v *⇩R v) S = 0)"
(is "?lhs = ?rhs")
proof
have *: "⋀vt u v. (if vt then u v else 0) *⇩R v = (if vt then (u v) *⇩R v else 0::'a)"
by auto
assume ?lhs
then obtain t u v where
"finite t" "t ⊆ S" "sum u t = 0" "v∈t" "u v ≠ 0"  "(∑v∈t. u v *⇩R v) = 0"
unfolding affine_dependent_explicit by auto
then show ?rhs
apply (rule_tac x="λx. if x∈t then u x else 0" in exI)
apply (auto simp: * sum.inter_restrict[OF assms, symmetric] Int_absorb1[OF ‹t⊆S›])
done
next
assume ?rhs
then obtain u v where "sum u S = 0"  "v∈S" "u v ≠ 0" "(∑v∈S. u v *⇩R v) = 0"
by auto
then show ?lhs unfolding affine_dependent_explicit
using assms by auto
qed

subsection%unimportant ‹Connectedness of convex sets›

lemma connectedD:
"connected S ⟹ open A ⟹ open B ⟹ S ⊆ A ∪ B ⟹ A ∩ B ∩ S = {} ⟹ A ∩ S = {} ∨ B ∩ S = {}"
by (rule Topological_Spaces.topological_space_class.connectedD)

lemma convex_connected:
fixes S :: "'a::real_normed_vector set"
assumes "convex S"
shows "connected S"
proof (rule connectedI)
fix A B
assume "open A" "open B" "A ∩ B ∩ S = {}" "S ⊆ A ∪ B"
moreover
assume "A ∩ S ≠ {}" "B ∩ S ≠ {}"
then obtain a b where a: "a ∈ A" "a ∈ S" and b: "b ∈ B" "b ∈ S" by auto
define f where [abs_def]: "f u = u *⇩R a + (1 - u) *⇩R b" for u
then have "continuous_on {0 .. 1} f"
by (auto intro!: continuous_intros)
then have "connected (f ` {0 .. 1})"
by (auto intro!: connected_continuous_image)
note connectedD[OF this, of A B]
moreover have "a ∈ A ∩ f ` {0 .. 1}"
using a by (auto intro!: image_eqI[of _ _ 1] simp: f_def)
moreover have "b ∈ B ∩ f ` {0 .. 1}"
using b by (auto intro!: image_eqI[of _ _ 0] simp: f_def)
moreover have "f ` {0 .. 1} ⊆ S"
using ‹convex S› a b unfolding convex_def f_def by auto
ultimately show False by auto
qed

corollary connected_UNIV[intro]: "connected (UNIV :: 'a::real_normed_vector set)"

corollary component_complement_connected:
fixes S :: "'a::real_normed_vector set"
assumes "connected S" "C ∈ components (-S)"
shows "connected(-C)"
using component_diff_connected [of S UNIV] assms
by (auto simp: Compl_eq_Diff_UNIV)

proposition clopen:
fixes S :: "'a :: real_normed_vector set"
shows "closed S ∧ open S ⟷ S = {} ∨ S = UNIV"
by (force intro!: connected_UNIV [unfolded connected_clopen, rule_format])

corollary compact_open:
fixes S :: "'a :: euclidean_space set"
shows "compact S ∧ open S ⟷ S = {}"
by (auto simp: compact_eq_bounded_closed clopen)

corollary finite_imp_not_open:
fixes S :: "'a::{real_normed_vector, perfect_space} set"
shows "⟦finite S; open S⟧ ⟹ S={}"
using clopen [of S] finite_imp_closed not_bounded_UNIV by blast

corollary empty_interior_finite:
fixes S :: "'a::{real_normed_vector, perfect_space} set"
shows "finite S ⟹ interior S = {}"
by (metis interior_subset finite_subset open_interior [of S] finite_imp_not_open)

text ‹Balls, being convex, are connected.›

lemma convex_prod:
assumes "⋀i. i ∈ Basis ⟹ convex {x. P i x}"
shows "convex {x. ∀i∈Basis. P i (x∙i)}"
using assms unfolding convex_def

lemma convex_positive_orthant: "convex {x::'a::euclidean_space. (∀i∈Basis. 0 ≤ x∙i)}"
by (rule convex_prod) (simp add: atLeast_def[symmetric] convex_real_interval)

lemma convex_local_global_minimum:
fixes s :: "'a::real_normed_vector set"
assumes "e > 0"
and "convex_on s f"
and "ball x e ⊆ s"
and "∀y∈ball x e. f x ≤ f y"
shows "∀y∈s. f x ≤ f y"
proof (rule ccontr)
have "x ∈ s" using assms(1,3) by auto
assume "¬ ?thesis"
then obtain y where "y∈s" and y: "f x > f y" by auto
then have xy: "0 < dist x y"  by auto
then obtain u where "0 < u" "u ≤ 1" and u: "u < e / dist x y"
using field_lbound_gt_zero[of 1 "e / dist x y"] xy ‹e>0› by auto
then have "f ((1-u) *⇩R x + u *⇩R y) ≤ (1-u) * f x + u * f y"
using ‹x∈s› ‹y∈s›
using assms(2)[unfolded convex_on_def,
THEN bspec[where x=x], THEN bspec[where x=y], THEN spec[where x="1-u"]]
by auto
moreover
have *: "x - ((1 - u) *⇩R x + u *⇩R y) = u *⇩R (x - y)"
have "(1 - u) *⇩R x + u *⇩R y ∈ ball x e"
unfolding mem_ball dist_norm
unfolding * and norm_scaleR and abs_of_pos[OF ‹0<u›]
unfolding dist_norm[symmetric]
using u
unfolding pos_less_divide_eq[OF xy]
by auto
then have "f x ≤ f ((1 - u) *⇩R x + u *⇩R y)"
using assms(4) by auto
ultimately show False
using mult_strict_left_mono[OF y ‹u>0›]
unfolding left_diff_distrib
by auto
qed

lemma convex_ball [iff]:
fixes x :: "'a::real_normed_vector"
shows "convex (ball x e)"
proof (auto simp: convex_def)
fix y z
assume yz: "dist x y < e" "dist x z < e"
fix u v :: real
assume uv: "0 ≤ u" "0 ≤ v" "u + v = 1"
have "dist x (u *⇩R y + v *⇩R z) ≤ u * dist x y + v * dist x z"
using uv yz
using convex_on_dist [of "ball x e" x, unfolded convex_on_def,
THEN bspec[where x=y], THEN bspec[where x=z]]
by auto
then show "dist x (u *⇩R y + v *⇩R z) < e"
using convex_bound_lt[OF yz uv] by auto
qed

lemma convex_cball [iff]:
fixes x :: "'a::real_normed_vector"
shows "convex (cball x e)"
proof -
{
fix y z
assume yz: "dist x y ≤ e" "dist x z ≤ e"
fix u v :: real
assume uv: "0 ≤ u" "0 ≤ v" "u + v = 1"
have "dist x (u *⇩R y + v *⇩R z) ≤ u * dist x y + v * dist x z"
using uv yz
using convex_on_dist [of "cball x e" x, unfolded convex_on_def,
THEN bspec[where x=y], THEN bspec[where x=z]]
by auto
then have "dist x (u *⇩R y + v *⇩R z) ≤ e"
using convex_bound_le[OF yz uv] by auto
}
then show ?thesis by (auto simp: convex_def Ball_def)
qed

lemma connected_ball [iff]:
fixes x :: "'a::real_normed_vector"
shows "connected (ball x e)"
using convex_connected convex_ball by auto

lemma connected_cball [iff]:
fixes x :: "'a::real_normed_vector"
shows "connected (cball x e)"
using convex_connected convex_cball by auto

subsection ‹Convex hull›

lemma convex_convex_hull [iff]: "convex (convex hull s)"
unfolding hull_def
using convex_Inter[of "{t. convex t ∧ s ⊆ t}"]
by auto

lemma convex_hull_subset:
"s ⊆ convex hull t ⟹ convex hull s ⊆ convex hull t"

lemma convex_hull_eq: "convex hull s = s ⟷ convex s"
by (metis convex_convex_hull hull_same)

lemma bounded_convex_hull:
fixes s :: "'a::real_normed_vector set"
assumes "bounded s"
shows "bounded (convex hull s)"
proof -
from assms obtain B where B: "∀x∈s. norm x ≤ B"
unfolding bounded_iff by auto
show ?thesis
apply (rule bounded_subset[OF bounded_cball, of _ 0 B])
unfolding subset_hull[of convex, OF convex_cball]
unfolding subset_eq mem_cball dist_norm using B
apply auto
done
qed

lemma finite_imp_bounded_convex_hull:
fixes s :: "'a::real_normed_vector set"
shows "finite s ⟹ bounded (convex hull s)"
using bounded_convex_hull finite_imp_bounded
by auto

subsubsection%unimportant ‹Convex hull is "preserved" by a linear function›

lemma convex_hull_linear_image:
assumes f: "linear f"
shows "f ` (convex hull s) = convex hull (f ` s)"
proof
show "convex hull (f ` s) ⊆ f ` (convex hull s)"
by (intro hull_minimal image_mono hull_subset convex_linear_image assms convex_convex_hull)
show "f ` (convex hull s) ⊆ convex hull (f ` s)"
proof (unfold image_subset_iff_subset_vimage, rule hull_minimal)
show "s ⊆ f -` (convex hull (f ` s))"
by (fast intro: hull_inc)
show "convex (f -` (convex hull (f ` s)))"
by (intro convex_linear_vimage [OF f] convex_convex_hull)
qed
qed

lemma in_convex_hull_linear_image:
assumes "linear f"
and "x ∈ convex hull s"
shows "f x ∈ convex hull (f ` s)"
using convex_hull_linear_image[OF assms(1)] assms(2) by auto

lemma convex_hull_Times:
"convex hull (s × t) = (convex hull s) × (convex hull t)"
proof
show "convex hull (s × t) ⊆ (convex hull s) × (convex hull t)"
by (intro hull_minimal Sigma_mono hull_subset convex_Times convex_convex_hull)
have "(x, y) ∈ convex hull (s × t)" if x: "x ∈ convex hull s" and y: "y ∈ convex hull t" for x y
proof (rule hull_induct [OF x], rule hull_induct [OF y])
fix x y assume "x ∈ s" and "y ∈ t"
then show "(x, y) ∈ convex hull (s × t)"
next
fix x let ?S = "((λy. (0, y)) -` (λp. (- x, 0) + p) ` (convex hull s × t))"
have "convex ?S"
by (intro convex_linear_vimage convex_translation convex_convex_hull,
also have "?S = {y. (x, y) ∈ convex hull (s × t)}"
by (auto simp: image_def Bex_def)
finally show "convex {y. (x, y) ∈ convex hull (s × t)}" .
next
show "convex {x. (x, y) ∈ convex hull s × t}"
proof -
fix y let ?S = "((λx. (x, 0)) -` (λp. (0, - y) + p) ` (convex hull s × t))"
have "convex ?S"
by (intro convex_linear_vimage convex_translation convex_convex_hull,
also have "?S = {x. (x, y) ∈ convex hull (s × t)}"
by (auto simp: image_def Bex_def)
finally show "convex {x. (x, y) ∈ convex hull (s × t)}" .
qed
qed
then show "(convex hull s) × (convex hull t) ⊆ convex hull (s × t)"
unfolding subset_eq split_paired_Ball_Sigma by blast
qed

subsubsection%unimportant ‹Stepping theorems for convex hulls of finite sets›

lemma convex_hull_empty[simp]: "convex hull {} = {}"
by (rule hull_unique) auto

lemma convex_hull_singleton[simp]: "convex hull {a} = {a}"
by (rule hull_unique) auto

lemma convex_hull_insert:
fixes S :: "'a::real_vector set"
assumes "S ≠ {}"
shows "convex hull (insert a S) =
{x. ∃u≥0. ∃v≥0. ∃b. (u + v = 1) ∧ b ∈ (convex hull S) ∧ (x = u *⇩R a + v *⇩R b)}"
(is "_ = ?hull")
proof (intro equalityI hull_minimal subsetI)
fix x
assume "x ∈ insert a S"
then have "∃u≥0. ∃v≥0. u + v = 1 ∧ (∃b. b ∈ convex hull S ∧ x = u *⇩R a + v *⇩R b)"
unfolding insert_iff
proof
assume "x = a"
then show ?thesis
by (rule_tac x=1 in exI) (use assms hull_subset in fastforce)
next
assume "x ∈ S"
with hull_subset[of S convex] show ?thesis
by force
qed
then show "x ∈ ?hull"
by simp
next
fix x
assume "x ∈ ?hull"
then obtain u v b where obt: "u≥0" "v≥0" "u + v = 1" "b ∈ convex hull S" "x = u *⇩R a + v *⇩R b"
by auto
have "a ∈ convex hull insert a S" "b ∈ convex hull insert a S"
using hull_mono[of S "insert a S" convex] hull_mono[of "{a}" "insert a S" convex] and obt(4)
by auto
then show "x ∈ convex hull insert a S"
unfolding obt(5) using obt(1-3)
by (rule convexD [OF convex_convex_hull])
next
show "convex ?hull"
proof (rule convexI)
fix x y u v
assume as: "(0::real) ≤ u" "0 ≤ v" "u + v = 1" and x: "x ∈ ?hull" and y: "y ∈ ?hull"
from x obtain u1 v1 b1 where
obt1: "u1≥0" "v1≥0" "u1 + v1 = 1" "b1 ∈ convex hull S" and xeq: "x = u1 *⇩R a + v1 *⇩R b1"
by auto
from y obtain u2 v2 b2 where
obt2: "u2≥0" "v2≥0" "u2 + v2 = 1" "b2 ∈ convex hull S" and yeq: "y = u2 *⇩R a + v2 *⇩R b2"
by auto
have *: "⋀(x::'a) s1 s2. x - s1 *⇩R x - s2 *⇩R x = ((1::real) - (s1 + s2)) *⇩R x"
by (auto simp: algebra_simps)
have "∃b ∈ convex hull S. u *⇩R x + v *⇩R y =
(u * u1) *⇩R a + (v * u2) *⇩R a + (b - (u * u1) *⇩R b - (v * u2) *⇩R b)"
proof (cases "u * v1 + v * v2 = 0")
case True
have *: "⋀(x::'a) s1 s2. x - s1 *⇩R x - s2 *⇩R x = ((1::real) - (s1 + s2)) *⇩R x"
by (auto simp: algebra_simps)
have eq0: "u * v1 = 0" "v * v2 = 0"
using True mult_nonneg_nonneg[OF ‹u≥0› ‹v1≥0›] mult_nonneg_nonneg[OF ‹v≥0› ‹v2≥0›]
by arith+
then have "u * u1 + v * u2 = 1"
using as(3) obt1(3) obt2(3) by auto
then show ?thesis
using "*" eq0 as obt1(4) xeq yeq by auto
next
case False
have "1 - (u * u1 + v * u2) = (u + v) - (u * u1 + v * u2)"
using as(3) obt1(3) obt2(3) by (auto simp: field_simps)
also have "… = u * (v1 + u1 - u1) + v * (v2 + u2 - u2)"
using as(3) obt1(3) obt2(3) by (auto simp: field_simps)
also have "… = u * v1 + v * v2"
by simp
finally have **:"1 - (u * u1 + v * u2) = u * v1 + v * v2" by auto
let ?b = "((u * v1) / (u * v1 + v * v2)) *⇩R b1 + ((v * v2) / (u * v1 + v * v2)) *⇩R b2"
have zeroes: "0 ≤ u * v1 + v * v2" "0 ≤ u * v1" "0 ≤ u * v1 + v * v2" "0 ≤ v * v2"
using as(1,2) obt1(1,2) obt2(1,2) by auto
show ?thesis
proof
show "u *⇩R x + v *⇩R y = (u * u1) *⇩R a + (v * u2) *⇩R a + (?b - (u * u1) *⇩R ?b - (v * u2) *⇩R ?b)"
unfolding xeq yeq * **
using False by (auto simp: scaleR_left_distrib scaleR_right_distrib)
show "?b ∈ convex hull S"
using False zeroes obt1(4) obt2(4)
by (auto simp: convexD [OF convex_convex_hull] scaleR_left_distrib scaleR_right_distrib  add_divide_distrib[symmetric]  zero_le_divide_iff)
qed
qed
then obtain b where b: "b ∈ convex hull S"
"u *⇩R x + v *⇩R y = (u * u1) *⇩R a + (v * u2) *⇩R a + (b - (u * u1) *⇩R b - (v * u2) *⇩R b)" ..

have u1: "u1 ≤ 1"
unfolding obt1(3)[symmetric] and not_le using obt1(2) by auto
have u2: "u2 ≤ 1"
unfolding obt2(3)[symmetric] and not_le using obt2(2) by auto
have "u1 * u + u2 * v ≤ max u1 u2 * u + max u1 u2 * v"
show "u1 * u ≤ max u1 u2 * u" "u2 * v ≤ max u1 u2 * v"
qed
also have "… ≤ 1"
unfolding distrib_left[symmetric] and as(3) using u1 u2 by auto
finally have le1: "u1 * u + u2 * v ≤ 1" .
show "u *⇩R x + v *⇩R y ∈ ?hull"
proof (intro CollectI exI conjI)
show "0 ≤ u * u1 + v * u2"
by (simp add: as(1) as(2) obt1(1) obt2(1))
show "0 ≤ 1 - u * u1 - v * u2"
qed (use b in ‹auto simp: algebra_simps›)
qed
qed

lemma convex_hull_insert_alt:
"convex hull (insert a S) =
(if S = {} then {a}
else {(1 - u) *⇩R a + u *⇩R x |x u. 0 ≤ u ∧ u ≤ 1 ∧ x ∈ convex hull S})"
apply (auto simp: convex_hull_insert)
using diff_eq_eq apply fastforce

subsubsection%unimportant ‹Explicit expression for convex hull›

proposition convex_hull_indexed:
fixes S :: "'a::real_vector set"
shows "convex hull S =
{y. ∃k u x. (∀i∈{1::nat .. k}. 0 ≤ u i ∧ x i ∈ S) ∧
(sum u {1..k} = 1) ∧ (∑i = 1..k. u i *⇩R x i) = y}"
(is "?xyz = ?hull")
proof (rule hull_unique [OF _ convexI])
show "S ⊆ ?hull"
by (clarsimp, rule_tac x=1 in exI, rule_tac x="λx. 1" in exI, auto)
next
fix T
assume "S ⊆ T" "convex T"
then show "?hull ⊆ T"
by (blast intro: convex_sum)
next
fix x y u v
assume uv: "0 ≤ u" "0 ≤ v" "u + v = (1::real)"
assume xy: "x ∈ ?hull" "y ∈ ?hull"
from xy obtain k1 u1 x1 where
x [rule_format]: "∀i∈{1::nat..k1}. 0≤u1 i ∧ x1 i ∈ S"
"sum u1 {Suc 0..k1} = 1" "(∑i = Suc 0..k1. u1 i *⇩R x1 i) = x"
by auto
from xy obtain k2 u2 x2 where
y [rule_format]: "∀i∈{1::nat..k2}. 0≤u2 i ∧ x2 i ∈ S"
"sum u2 {Suc 0..k2} = 1" "(∑i = Suc 0..k2. u2 i *⇩R x2 i) = y"
by auto
have *: "⋀P (x::'a) y s t i. (if P i then s else t) *⇩R (if P i then x else y) = (if P i then s *⇩R x else t *⇩R y)"
"{1..k1 + k2} ∩ {1..k1} = {1..k1}" "{1..k1 + k2} ∩ - {1..k1} = (λi. i + k1) ` {1..k2}"
by auto
have inj: "inj_on (λi. i + k1) {1..k2}"
unfolding inj_on_def by auto
let ?uu = "λi. if i ∈ {1..k1} then u * u1 i else v * u2 (i - k1)"
let ?xx = "λi. if i ∈ {1..k1} then x1 i else x2 (i - k1)"
show "u *⇩R x + v *⇩R y ∈ ?hull"
proof (intro CollectI exI conjI ballI)
show "0 ≤ ?uu i" "?xx i ∈ S" if "i ∈ {1..k1+k2}" for i
using that by (auto simp add: le_diff_conv uv(1) x(1) uv(2) y(1))
show "(∑i = 1..k1 + k2. ?uu i) = 1"  "(∑i = 1..k1 + k2. ?uu i *⇩R ?xx i) = u *⇩R x + v *⇩R y"
unfolding * sum.If_cases[OF finite_atLeastAtMost[of 1 "k1 + k2"]]
sum.reindex[OF inj] Collect_mem_eq o_def
unfolding scaleR_scaleR[symmetric] scaleR_right.sum [symmetric] sum_distrib_left[symmetric]
by (simp_all add: sum_distrib_left[symmetric]  x(2,3) y(2,3) uv(3))
qed
qed

lemma convex_hull_finite:
fixes S :: "'a::real_vector set"
assumes "finite S"
shows "convex hull S = {y. ∃u. (∀x∈S. 0 ≤ u x) ∧ sum u S = 1 ∧ sum (λx. u x *⇩R x) S = y}"
(is "?HULL = _")
proof (rule hull_unique [OF _ convexI]; clarify)
fix x
assume "x ∈ S"
then show "∃u. (∀x∈S. 0 ≤ u x) ∧ sum u S = 1 ∧ (∑x∈S. u x *⇩R x) = x"
by (rule_tac x="λy. if x=y then 1 else 0" in exI) (auto simp: sum.delta'[OF assms] sum_delta''[OF assms])
next
fix u v :: real
assume uv: "0 ≤ u" "0 ≤ v" "u + v = 1"
fix ux assume ux [rule_format]: "∀x∈S. 0 ≤ ux x" "sum ux S = (1::real)"
fix uy assume uy [rule_format]: "∀x∈S. 0 ≤ uy x" "sum uy S = (1::real)"
have "0 ≤ u * ux x + v * uy x" if "x∈S" for x
by (simp add: that uv ux(1) uy(1))
moreover
have "(∑x∈S. u * ux x + v * uy x) = 1"
unfolding sum.distrib and sum_distrib_left[symmetric] ux(2) uy(2)
using uv(3) by auto
moreover
have "(∑x∈S. (u * ux x + v * uy x) *⇩R x) = u *⇩R (∑x∈S. ux x *⇩R x) + v *⇩R (∑x∈S. uy x *⇩R x)"
unfolding scaleR_left_distrib sum.distrib scaleR_scaleR[symmetric] scaleR_right.sum [symmetric]
by auto
ultimately
show "∃uc. (∀x∈S. 0 ≤ uc x) ∧ sum uc S = 1 ∧
(∑x∈S. uc x *⇩R x) = u *⇩R (∑x∈S. ux x *⇩R x) + v *⇩R (∑x∈S. uy x *⇩R x)"
by (rule_tac x="λx. u * ux x + v * uy x" in exI, auto)
qed (use assms in ‹auto simp: convex_explicit›)

subsubsection%unimportant ‹Another formulation from Lars Schewe›

lemma convex_hull_explicit:
fixes p :: "'a::real_vector set"
shows "convex hull p =
{y. ∃S u. finite S ∧ S ⊆ p ∧ (∀x∈S. 0 ≤ u x) ∧ sum u S = 1 ∧ sum (λv. u v *⇩R v) S = y}"
(is "?lhs = ?rhs")
proof -
{
fix x
assume "x∈?lhs"
then obtain k u y where
obt: "∀i∈{1::nat..k}. 0 ≤ u i ∧ y i ∈ p" "sum u {1..k} = 1" "(∑i = 1..k. u i *⇩R y i) = x"
unfolding convex_hull_indexed by auto

have fin: "finite {1..k}" by auto
have fin': "⋀v. finite {i ∈ {1..k}. y i = v}" by auto
{
fix j
assume "j∈{1..k}"
then have "y j ∈ p" "0 ≤ sum u {i. Suc 0 ≤ i ∧ i ≤ k ∧ y i = y j}"
using obt(1)[THEN bspec[where x=j]] and obt(2)
apply simp
apply (rule sum_nonneg)
using obt(1)
apply auto
done
}
moreover
have "(∑v∈y ` {1..k}. sum u {i ∈ {1..k}. y i = v}) = 1"
unfolding sum_image_gen[OF fin, symmetric] using obt(2) by auto
moreover have "(∑v∈y ` {1..k}. sum u {i ∈ {1..k}. y i = v} *⇩R v) = x"
using sum_image_gen[OF fin, of "λi. u i *⇩R y i" y, symmetric]
unfolding scaleR_left.sum using obt(3) by auto
ultimately
have "∃S u. finite S ∧ S ⊆ p ∧ (∀x∈S. 0 ≤ u x) ∧ sum u S = 1 ∧ (∑v∈S. u v *⇩R v) = x"
apply (rule_tac x="y ` {1..k}" in exI)
apply (rule_tac x="λv. sum u {i∈{1..k}. y i = v}" in exI, auto)
done
then have "x∈?rhs" by auto
}
moreover
{
fix y
assume "y∈?rhs"
then obtain S u where
obt: "finite S" "S ⊆ p" "∀x∈S. 0 ≤ u x" "sum u S = 1" "(∑v∈S. u v *⇩R v) = y"
by auto

obtain f where f: "inj_on f {1..card S}" "f ` {1..card S} = S"
using ex_bij_betw_nat_finite_1[OF obt(1)] unfolding bij_betw_def by auto

{
fix i :: nat
assume "i∈{1..card S}"
then have "f i ∈ S"
using f(2) by blast
then have "0 ≤ u (f i)" "f i ∈ p" using obt(2,3) by auto
}
moreover have *: "finite {1..card S}" by auto
{
fix y
assume "y∈S"
then obtain i where "i∈{1..card S}" "f i = y"
using f using image_iff[of y f "{1..card S}"]
by auto
then have "{x. Suc 0 ≤ x ∧ x ≤ card S ∧ f x = y} = {i}"
apply auto
using f(1)[unfolded inj_on_def]
by (metis One_nat_def atLeastAtMost_iff)
then have "card {x. Suc 0 ≤ x ∧ x ≤ card S ∧ f x = y} = 1" by auto
then have "(∑x∈{x ∈ {1..card S}. f x = y}. u (f x)) = u y"
"(∑x∈{x ∈ {1..card S}. f x = y}. u (f x) *⇩R f x) = u y *⇩R y"
by (auto simp: sum_constant_scaleR)
}
then have "(∑x = 1..card S. u (f x)) = 1" "(∑i = 1..card S. u (f i) *⇩R f i) = y"
unfolding sum_image_gen[OF *(1), of "λx. u (f x) *⇩R f x" f]
and sum_image_gen[OF *(1), of "λx. u (f x)" f]
unfolding f
using sum.cong [of S S "λy. (∑x∈{x ∈ {1..card S}. f x = y}. u (f x) *⇩R f x)" "λv. u v *⇩R v"]
using sum.cong [of S S "λy. (∑x∈{x ∈ {1..card S}. f x = y}. u (f x))" u]
unfolding obt(4,5)
by auto
ultimately
have "∃k u x. (∀i∈{1..k}. 0 ≤ u i ∧ x i ∈ p) ∧ sum u {1..k} = 1 ∧
(∑i::nat = 1..k. u i *⇩R x i) = y"
apply (rule_tac x="card S" in exI)
apply (rule_tac x="u ∘ f" in exI)
apply (rule_tac x=f in exI, fastforce)
done
then have "y ∈ ?lhs"
unfolding convex_hull_indexed by auto
}
ultimately show ?thesis
unfolding set_eq_iff by blast
qed

subsubsection%unimportant ‹A stepping theorem for that expansion›

lemma convex_hull_finite_step:
fixes S :: "'a::real_vector set"
assumes "finite S"
shows
"(∃u. (∀x∈insert a S. 0 ≤ u x) ∧ sum u (insert a S) = w ∧ sum (λx. u x *⇩R x) (insert a S) = y)
⟷ (∃v≥0. ∃u. (∀x∈S. 0 ≤ u x) ∧ sum u S = w - v ∧ sum (λx. u x *⇩R x) S = y - v *⇩R a)"
(is "?lhs = ?rhs")
proof (rule, case_tac[!] "a∈S")
assume "a ∈ S"
then have *: "insert a S = S" by auto
assume ?lhs
then show ?rhs
unfolding *  by (rule_tac x=0 in exI, auto)
next
assume ?lhs
then obtain u where
u: "∀x∈insert a S. 0 ≤ u x" "sum u (insert a S) = w" "(∑x∈insert a S. u x *⇩R x) = y"
by auto
assume "a ∉ S"
then show ?rhs
apply (rule_tac x="u a" in exI)
using u(1)[THEN bspec[where x=a]]
apply simp
apply (rule_tac x=u in exI)
using u[unfolded sum_clauses(2)[OF assms]] and ‹a∉S›
apply auto
done
next
assume "a ∈ S"
then have *: "insert a S = S" by auto
have fin: "finite (insert a S)" using assms by auto
assume ?rhs
then obtain v u where uv: "v≥0" "∀x∈S. 0 ≤ u x" "sum u S = w - v" "(∑x∈S. u x *⇩R x) = y - v *⇩R a"
by auto
show ?lhs
apply (rule_tac x = "λx. (if a = x then v else 0) + u x" in exI)
unfolding scaleR_left_distrib and sum.distrib and sum_delta''[OF fin] and sum.delta'[OF fin]
unfolding sum_clauses(2)[OF assms]
using uv and uv(2)[THEN bspec[where x=a]] and ‹a∈S›
apply auto
done
next
assume ?rhs
then obtain v u where uv: "v≥0" "∀x∈S. 0 ≤ u x" "sum u S = w - v" "(∑x∈S. u x *⇩R x) = y - v *⇩R a"
by auto
moreover assume "a ∉ S"
moreover
have "(∑x∈S. if a = x then v else u x) = sum u S"  "(∑x∈S. (if a = x then v else u x) *⇩R x) = (∑x∈S. u x *⇩R x)"
using ‹a ∉ S›
by (auto simp: intro!: sum.cong)
ultimately show ?lhs
by (rule_tac x="λx. if a = x then v else u x" in exI) (auto simp: sum_clauses(2)[OF assms])
qed

subsubsection%unimportant ‹Hence some special cases›

lemma convex_hull_2:
"convex hull {a,b} = {u *⇩R a + v *⇩R b | u v. 0 ≤ u ∧ 0 ≤ v ∧ u + v = 1}"
proof -
have *: "⋀u. (∀x∈{a, b}. 0 ≤ u x) ⟷ 0 ≤ u a ∧ 0 ≤ u b"
by auto
have **: "finite {b}" by auto
show ?thesis
unfolding convex_hull_finite_step[OF **, of a 1, unfolded * conj_assoc]
apply auto
apply (rule_tac x=v in exI)
apply (rule_tac x="1 - v" in exI, simp)
apply (rule_tac x=u in exI, simp)
apply (rule_tac x="λx. v" in exI, simp)
done
qed

lemma convex_hull_2_alt: "convex hull {a,b} = {a + u *⇩R (b - a) | u.  0 ≤ u ∧ u ≤ 1}"
unfolding convex_hull_2
proof (rule Collect_cong)
have *: "⋀x y ::real. x + y = 1 ⟷ x = 1 - y"
by auto
fix x
show "(∃v u. x = v *⇩R a + u *⇩R b ∧ 0 ≤ v ∧ 0 ≤ u ∧ v + u = 1) ⟷
(∃u. x = a + u *⇩R (b - a) ∧ 0 ≤ u ∧ u ≤ 1)"
unfolding *
apply auto
apply (rule_tac[!] x=u in exI)
apply (auto simp: algebra_simps)
done
qed

lemma convex_hull_3:
"convex hull {a,b,c} = { u *⇩R a + v *⇩R b + w *⇩R c | u v w. 0 ≤ u ∧ 0 ≤ v ∧ 0 ≤ w ∧ u + v + w = 1}"
proof -
have fin: "finite {a,b,c}" "finite {b,c}" "finite {c}"
by auto
have *: "⋀x y z ::real. x + y + z = 1 ⟷ x = 1 - y - z"
by (auto simp: field_simps)
show ?thesis
unfolding convex_hull_finite[OF fin(1)] and convex_hull_finite_step[OF fin(2)] and *
unfolding convex_hull_finite_step[OF fin(3)]
apply (rule Collect_cong, simp)
apply auto
apply (rule_tac x=va in exI)
apply (rule_tac x="u c" in exI, simp)
apply (rule_tac x="1 - v - w" in exI, simp)
apply (rule_tac x=v in exI, simp)
apply (rule_tac x="λx. w" in exI, simp)
done
qed

lemma convex_hull_3_alt:
"convex hull {a,b,c} = {a + u *⇩R (b - a) + v *⇩R (c - a) | u v.  0 ≤ u ∧ 0 ≤ v ∧ u + v ≤ 1}"
proof -
have *: "⋀x y z ::real. x + y + z = 1 ⟷ x = 1 - y - z"
by auto
show ?thesis
unfolding convex_hull_3
apply (auto simp: *)
apply (rule_tac x=v in exI)
apply (rule_tac x=w in exI)
apply (rule_tac x=u in exI)
apply (rule_tac x=v in exI)
done
qed

subsection%unimportant ‹Relations among closure notions and corresponding hulls›

lemma affine_imp_convex: "affine s ⟹ convex s"
unfolding affine_def convex_def by auto

lemma convex_affine_hull [simp]: "convex (affine hull S)"

lemma subspace_imp_convex: "subspace s ⟹ convex s"
using subspace_imp_affine affine_imp_convex by auto

lemma affine_hull_subset_span: "(affine hull s) ⊆ (span s)"
by (metis hull_minimal span_superset subspace_imp_affine subspace_span)

lemma convex_hull_subset_span: "(convex hull s) ⊆ (span s)"
by (metis hull_minimal span_superset subspace_imp_convex subspace_span)

lemma convex_hull_subset_affine_hull: "(convex hull s) ⊆ (affine hull s)"
by (metis affine_affine_hull affine_imp_convex hull_minimal hull_subset)

lemma affine_dependent_imp_dependent: "affine_dependent s ⟹ dependent s"
unfolding affine_dependent_def dependent_def
using affine_hull_subset_span by auto

lemma dependent_imp_affine_dependent:
assumes "dependent {x - a| x . x ∈ s}"
and "a ∉ s"
shows "affine_dependent (insert a s)"
proof -
from assms(1)[unfolded dependent_explicit] obtain S u v
where obt: "finite S" "S ⊆ {x - a |x. x ∈ s}" "v∈S" "u v  ≠ 0" "(∑v∈S. u v *⇩R v) = 0"
by auto
define t where "t = (λx. x + a) ` S"

have inj: "inj_on (λx. x + a) S"
unfolding inj_on_def by auto
have "0 ∉ S"
using obt(2) assms(2) unfolding subset_eq by auto
have fin: "finite t" and "t ⊆ s"
unfolding t_def using obt(1,2) by auto
then have "finite (insert a t)" and "insert a t ⊆ insert a s"
by auto
moreover have *: "⋀P Q. (∑x∈t. (if x = a then P x else Q x)) = (∑x∈t. Q x)"
apply (rule sum.cong)
using ‹a∉s› ‹t⊆s›
apply auto
done
have "(∑x∈insert a t. if x = a then - (∑x∈t. u (x - a)) else u (x - a)) = 0"
unfolding sum_clauses(2)[OF fin] * using ‹a∉s› ‹t⊆s› by auto
moreover have "∃v∈insert a t. (if v = a then - (∑x∈t. u (x - a)) else u (v - a)) ≠ 0"
using obt(3,4) ‹0∉S›
by (rule_tac x="v + a" in bexI) (auto simp: t_def)
moreover have *: "⋀P Q. (∑x∈t. (if x = a then P x else Q x) *⇩R x) = (∑x∈t. Q x *⇩R x)"
using ‹a∉s› ‹t⊆s› by (auto intro!: sum.cong)
have "(∑x∈t. u (x - a)) *⇩R a = (∑v∈t. u (v - a) *⇩R v)"
unfolding scaleR_left.sum
unfolding t_def and sum.reindex[OF inj] and o_def
using obt(5)
by (auto simp: sum.distrib scaleR_right_distrib)
then have "(∑v∈insert a t. (if v = a then - (∑x∈t. u (x - a)) else u (v - a)) *⇩R v) = 0"
unfolding sum_clauses(2)[OF fin]
using ‹a∉s› ‹t⊆s›
by (auto simp: *)
ultimately show ?thesis
unfolding affine_dependent_explicit
apply (rule_tac x="insert a t" in exI, auto)
done
qed

lemma convex_cone:
"convex s ∧ cone s ⟷ (∀x∈s. ∀y∈s. (x + y) ∈ s) ∧ (∀x∈s. ∀c≥0. (c *⇩R x) ∈ s)"
(is "?lhs = ?rhs")
proof -
{
fix x y
assume "x∈s" "y∈s" and ?lhs
then have "2 *⇩R x ∈s" "2 *⇩R y ∈ s"
unfolding cone_def by auto
then have "x + y ∈ s"
using ‹?lhs›[unfolded convex_def, THEN conjunct1]
apply (erule_tac x="2*⇩R x" in ballE)
apply (erule_tac x="2*⇩R y" in ballE)
apply (erule_tac x="1/2" in allE, simp)
apply (erule_tac x="1/2" in allE, auto)
done
}
then show ?thesis
unfolding convex_def cone_def by blast
qed

lemma affine_dependent_biggerset:
fixes s :: "'a::euclidean_space set"
assumes "finite s" "card s ≥ DIM('a) + 2"
shows "affine_dependent s"
proof -
have "s ≠ {}" using assms by auto
then obtain a where "a∈s" by auto
have *: "{x - a |x. x ∈ s - {a}} = (λx. x - a) ` (s - {a})"
by auto
have "card {x - a |x. x ∈ s - {a}} = card (s - {a})"
unfolding * by (simp add: card_image inj_on_def)
also have "… > DIM('a)" using assms(2)
unfolding card_Diff_singleton[OF assms(1) ‹a∈s›] by auto
finally show ?thesis
apply (subst insert_Diff[OF ‹a∈s›, symmetric])
apply (rule dependent_imp_affine_dependent)
apply (rule dependent_biggerset, auto)
done
qed

lemma affine_dependent_biggerset_general:
assumes "finite (S :: 'a::euclidean_space set)"
and "card S ≥ dim S + 2"
shows "affine_dependent S"
proof -
from assms(2) have "S ≠ {}" by auto
then obtain a where "a∈S" by auto
have *: "{x - a |x. x ∈ S - {a}} = (λx. x - a) ` (S - {a})"
by auto
have **: "card {x - a |x. x ∈ S - {a}} = card (S - {a})"
by (metis (no_types, lifting) "*" card_image diff_add_cancel inj_on_def)
have "dim {x - a |x. x ∈ S - {a}} ≤ dim S"
using ‹a∈S› by (auto simp: span_base span_diff intro: subset_le_dim)
also have "… < dim S + 1" by auto
also have "… ≤ card (S - {a})"
using assms
using card_Diff_singleton[OF assms(1) ‹a∈S›]
by auto
finally show ?thesis
apply (subst insert_Diff[OF ‹a∈S›, symmetric])
apply (rule dependent_imp_affine_dependent)
apply (rule dependent_biggerset_general)
unfolding **
apply auto
done
qed

subsection%unimportant ‹Some Properties of Affine Dependent Sets›

lemma affine_independent_0 [simp]: "¬ affine_dependent {}"

lemma affine_independent_1 [simp]: "¬ affine_dependent {a}"

lemma affine_independent_2 [simp]: "¬ affine_dependent {a,b}"
by (simp add: affine_dependent_def insert_Diff_if hull_same)

lemma affine_hull_translation: "affine hull ((λx. a + x) `  S) = (λx. a + x) ` (affine hull S)"
proof -
have "affine ((λx. a + x) ` (affine hull S))"
using affine_translation affine_affine_hull by blast
moreover have "(λx. a + x) `  S ⊆ (λx. a + x) ` (affine hull S)"
using hull_subset[of S] by auto
ultimately have h1: "affine hull ((λx. a + x) `  S) ⊆ (λx. a + x) ` (affine hull S)"
by (metis hull_minimal)
have "affine((λx. -a + x) ` (affine hull ((λx. a + x) `  S)))"
using affine_translation affine_affine_hull by blast
moreover have "(λx. -a + x) ` (λx. a + x) `  S ⊆ (λx. -a + x) ` (affine hull ((λx. a + x) `  S))"
using hull_subset[of "(λx. a + x) `  S"] by auto
moreover have "S = (λx. -a + x) ` (λx. a + x) `  S"
using translation_assoc[of "-a" a] by auto
ultimately have "(λx. -a + x) ` (affine hull ((λx. a + x) `  S)) >= (affine hull S)"
by (metis hull_minimal)
then have "affine hull ((λx. a + x) ` S) >= (λx. a + x) ` (affine hull S)"
by auto
then show ?thesis using h1 by auto
qed

lemma affine_dependent_translation:
assumes "affine_dependent S"
shows "affine_dependent ((λx. a + x) ` S)"
proof -
obtain x where x: "x ∈ S ∧ x ∈ affine hull (S - {x})"
using assms affine_dependent_def by auto
have "(+) a ` (S - {x}) = (+) a ` S - {a + x}"
by auto
then have "a + x ∈ affine hull ((λx. a + x) ` S - {a + x})"
using affine_hull_translation[of a "S - {x}"] x by auto
moreover have "a + x ∈ (λx. a + x) ` S"
using x by auto
ultimately show ?thesis
unfolding affine_dependent_def by auto
qed

lemma affine_dependent_translation_eq:
"affine_dependent S ⟷ affine_dependent ((λx. a + x) ` S)"
proof -
{
assume "affine_dependent ((λx. a + x) ` S)"
then have "affine_dependent S"
using affine_dependent_translation[of "((λx. a + x) ` S)" "-a"] translation_assoc[of "-a" a]
by auto
}
then show ?thesis
using affine_dependent_translation by auto
qed

lemma affine_hull_0_dependent:
assumes "0 ∈ affine hull S"
shows "dependent S"
proof -
obtain s u where s_u: "finite s ∧ s ≠ {} ∧ s ⊆ S ∧ sum u s = 1 ∧ (∑v∈s. u v *⇩R v) = 0"
using assms affine_hull_explicit[of S] by auto
then have "∃v∈s. u v ≠ 0"
using sum_not_0[of "u" "s"] by auto
then have "finite s ∧ s ⊆ S ∧ (∃v∈s. u v ≠ 0 ∧ (∑v∈s. u v *⇩R v) = 0)"
using s_u by auto
then show ?thesis
unfolding dependent_explicit[of S] by auto
qed

lemma affine_dependent_imp_dependent2:
assumes "affine_dependent (insert 0 S)"
shows "dependent S"
proof -
obtain x where x: "x ∈ insert 0 S ∧ x ∈ affine hull (insert 0 S - {x})"
using affine_dependent_def[of "(insert 0 S)"] assms by blast
then have "x ∈ span (insert 0 S - {x})"
using affine_hull_subset_span by auto
moreover have "span (insert 0 S - {x}) = span (S - {x})"
using insert_Diff_if[of "0" S "{x}"] span_insert_0[of "S-{x}"] by auto
ultimately have "x ∈ span (S - {x})" by auto
then have "x ≠ 0 ⟹ dependent S"
using x dependent_def by auto
moreover
{
assume "x = 0"
then have "0 ∈ affine hull S"
using x hull_mono[of "S - {0}" S] by auto
then have "dependent S"
using affine_hull_0_dependent by auto
}
ultimately show ?thesis by auto
qed

lemma affine_dependent_iff_dependent:
assumes "a ∉ S"
shows "affine_dependent (insert a S) ⟷ dependent ((λx. -a + x) ` S)"
proof -
have "((+) (- a) ` S) = {x - a| x . x ∈ S}" by auto
then show ?thesis
using affine_dependent_translation_eq[of "(insert a S)" "-a"]
affine_dependent_imp_dependent2 assms
dependent_imp_affine_dependent[of a S]
qed

lemma affine_dependent_iff_dependent2:
assumes "a ∈ S"
shows "affine_dependent S ⟷ dependent ((λx. -a + x) ` (S-{a}))"
proof -
have "insert a (S - {a}) = S"
using assms by auto
then show ?thesis
using assms affine_dependent_iff_dependent[of a "S-{a}"] by auto
qed

lemma affine_hull_insert_span_gen:
"affine hull (insert a s) = (λx. a + x) ` span ((λx. - a + x) ` s)"
proof -
have h1: "{x - a |x. x ∈ s} = ((λx. -a+x) ` s)"
by auto
{
assume "a ∉ s"
then have ?thesis
using affine_hull_insert_span[of a s] h1 by auto
}
moreover
{
assume a1: "a ∈ s"
have "∃x. x ∈ s ∧ -a+x=0"
apply (rule exI[of _ a])
using a1
apply auto
done
then have "insert 0 ((λx. -a+x) ` (s - {a})) = (λx. -a+x) ` s"
by auto
then have "span ((λx. -a+x) ` (s - {a}))=span ((λx. -a+x) ` s)"
using span_insert_0[of "(+) (- a) ` (s - {a})"] by (auto simp del: uminus_add_conv_diff)
moreover have "{x - a |x. x ∈ (s - {a})} = ((λx. -a+x) ` (s - {a}))"
by auto
moreover have "insert a (s - {a}) = insert a s"
by auto
ultimately have ?thesis
using affine_hull_insert_span[of "a" "s-{a}"] by auto
}
ultimately show ?thesis by auto
qed

lemma affine_hull_span2:
assumes "a ∈ s"
shows "affine hull s = (λx. a+x) ` span ((λx. -a+x) ` (s-{a}))"
using affine_hull_insert_span_gen[of a "s - {a}", unfolded insert_Diff[OF assms]]
by auto

lemma affine_hull_span_gen:
assumes "a ∈ affine hull s"
shows "affine hull s = (λx. a+x) ` span ((λx. -a+x) ` s)"
proof -
have "affine hull (insert a s) = affine hull s"
using hull_redundant[of a affine s] assms by auto
then show ?thesis
using affine_hull_insert_span_gen[of a "s"] by auto
qed

lemma affine_hull_span_0:
assumes "0 ∈ affine hull S"
shows "affine hull S = span S"
using affine_hull_span_gen[of "0" S] assms by auto

lemma extend_to_affine_basis_nonempty:
fixes S V :: "'n::euclidean_space set"
assumes "¬ affine_dependent S" "S ⊆ V" "S ≠ {}"
shows "∃T. ¬ affine_dependent T ∧ S ⊆ T ∧ T ⊆ V ∧ affine hull T = affine hull V"
proof -
obtain a where a: "a ∈ S"
using assms by auto
then have h0: "independent  ((λx. -a + x) ` (S-{a}))"
using affine_dependent_iff_dependent2 assms by auto
obtain B where B:
"(λx. -a+x) ` (S - {a}) ⊆ B ∧ B ⊆ (λx. -a+x) ` V ∧ independent B ∧ (λx. -a+x) ` V ⊆ span B"
using assms
by (blast intro: maximal_independent_subset_extend[OF _ h0, of "(λx. -a + x) ` V"])
define T where "T = (λx. a+x) ` insert 0 B"
then have "T = insert a ((λx. a+x) ` B)"
by auto
then have "affine hull T = (λx. a+x) ` span B"
using affine_hull_insert_span_gen[of a "((λx. a+x) ` B)"] translation_assoc[of "-a" a B]
by auto
then have "V ⊆ affine hull T"
using B assms translation_inverse_subset[of a V "span B"]
by auto
moreover have "T ⊆ V"
using T_def B a assms by auto
ultimately have "affine hull T = affine hull V"
by (metis Int_absorb1 Int_absorb2 hull_hull hull_mono)
moreover have "S ⊆ T"
using T_def B translation_inverse_subset[of a "S-{a}" B]
by auto
moreover have "¬ affine_dependent T"
using T_def affine_dependent_translation_eq[of "insert 0 B"]
affine_dependent_imp_dependent2 B
by auto
ultimately show ?thesis using ‹T ⊆ V› by auto
qed

lemma affine_basis_exists:
fixes V :: "'n::euclidean_space set"
shows "∃B. B ⊆ V ∧ ¬ affine_dependent B ∧ affine hull V = affine hull B"
proof (cases "V = {}")
case True
then show ?thesis
using affine_independent_0 by auto
next
case False
then obtain x where "x ∈ V" by auto
then show ?thesis
using affine_dependent_def[of "{x}"] extend_to_affine_basis_nonempty[of "{x}" V]
by auto
qed

proposition extend_to_affine_basis:
fixes S V :: "'n::euclidean_space set"
assumes "¬ affine_dependent S" "S ⊆ V"
obtains T where "¬ affine_dependent T" "S ⊆ T" "T ⊆ V" "affine hull T = affine hull V"
proof (cases "S = {}")
case True then show ?thesis
using affine_basis_exists by (metis empty_subsetI that)
next
case False
then show ?thesis by (metis assms extend_to_affine_basis_nonempty that)
qed

subsection ‹Affine Dimension of a Set›

definition%important aff_dim :: "('a::euclidean_space) set ⇒ int"
where "aff_dim V =
(SOME d :: int.
∃B. affine hull B = affine hull V ∧ ¬ affine_dependent B ∧ of_nat (card B) = d + 1)"

lemma aff_dim_basis_exists:
fixes V :: "('n::euclidean_space) set"
shows "∃B. affine hull B = affine hull V ∧ ¬ affine_dependent B ∧ of_nat (card B) = aff_dim V + 1"
proof -
obtain B where "¬ affine_dependent B ∧ affine hull B = affine hull V"
using affine_basis_exists[of V] by auto
then show ?thesis
unfolding aff_dim_def
some_eq_ex[of "λd. ∃B. affine hull B = affine hull V ∧ ¬ affine_dependent B ∧ of_nat (card B) = d + 1"]
apply auto
apply (rule exI[of _ "int (card B) - (1 :: int)"])
apply (rule exI[of _ "B"], auto)
done
qed

lemma affine_hull_nonempty: "S ≠ {} ⟷ affine hull S ≠ {}"
proof -
have "S = {} ⟹ affine hull S = {}"
using affine_hull_empty by auto
moreover have "affine hull S = {} ⟹ S = {}"
unfolding hull_def by auto
ultimately show ?thesis by blast
qed

lemma aff_dim_parallel_subspace_aux:
fixes B :: "'n::euclidean_space set"
assumes "¬ affine_dependent B" "a ∈ B"
shows "finite B ∧ ((card B) - 1 = dim (span ((λx. -a+x) ` (B-{a}))))"
proof -
have "independent ((λx. -a + x) ` (B-{a}))"
using affine_dependent_iff_dependent2 assms by auto
then have fin: "dim (span ((λx. -a+x) ` (B-{a}))) = card ((λx. -a + x) ` (B-{a}))"
"finite ((λx. -a + x) ` (B - {a}))"
using indep_card_eq_dim_span[of "(λx. -a+x) ` (B-{a})"] by auto
show ?thesis
proof (cases "(λx. -a + x) ` (B - {a}) = {}")
case True
have "B = insert a ((λx. a + x) ` (λx. -a + x) ` (B - {a}))"
using translation_assoc[of "a" "-a" "(B - {a})"] assms by auto
then have "B = {a}" using True by auto
then show ?thesis using assms fin by auto
next
case False
then have "card ((λx. -a + x) ` (B - {a})) > 0"
using fin by auto
moreover have h1: "card ((λx. -a + x) ` (B-{a})) = card (B-{a})"
by (rule card_image) (use translate_inj_on in blast)
ultimately have "card (B-{a}) > 0" by auto
then have *: "finite (B - {a})"
using card_gt_0_iff[of "(B - {a})"] by auto
then have "card (B - {a}) = card B - 1"
using card_Diff_singleton assms by auto
with * show ?thesis using fin h1 by auto
qed
qed

lemma aff_dim_parallel_subspace:
fixes V L :: "'n::euclidean_space set"
assumes "V ≠ {}"
and "subspace L"
and "affine_parallel (affine hull V) L"
shows "aff_dim V = int (dim L)"
proof -
obtain B where
B: "affine hull B = affine hull V ∧ ¬ affine_dependent B ∧ int (card B) = aff_dim V + 1"
using aff_dim_basis_exists by auto
then have "B ≠ {}"
using assms B affine_hull_nonempty[of V] affine_hull_nonempty[of B]
by auto
then obtain a where a: "a ∈ B" by auto
define Lb where "Lb = span ((λx. -a+x) ` (B-{a}))"
moreover have "affine_parallel (affine hull B) Lb"
using Lb_def B assms affine_hull_span2[of a B] a
affine_parallel_commut[of "Lb" "(affine hull B)"]
unfolding affine_parallel_def
by auto
moreover have "subspace Lb"
using Lb_def subspace_span by auto
moreover have "affine hull B ≠ {}"
using assms B affine_hull_nonempty[of V] by auto
ultimately have "L = Lb"
using assms affine_parallel_subspace[of "affine hull B"] affine_affine_hull[of B] B
by auto
then have "dim L = dim Lb"
by auto
moreover have "card B - 1 = dim Lb" and "finite B"
using Lb_def aff_dim_parallel_subspace_aux a B by auto
ultimately show ?thesis
using B ‹B ≠ {}› card_gt_0_iff[of B] by auto
qed

lemma aff_independent_finite:
fixes B :: "'n::euclidean_space set"
assumes "¬ affine_dependent B"
shows "finite B"
proof -
{
assume "B ≠ {}"
then obtain a where "a ∈ B" by auto
then have ?thesis
using aff_dim_parallel_subspace_aux assms by auto
}
then show ?thesis by auto
qed

lemmas independent_finite = independent_imp_finite

lemma span_substd_basis:
assumes d: "d ⊆ Basis"
shows "span d = {x. ∀i∈Basis. i ∉ d ⟶ x∙i = 0}"
(is "_ = ?B")
proof -
have "d ⊆ ?B"
using d by (auto simp: inner_Basis)
moreover have s: "subspace ?B"
using subspace_substandard[of "λi. i ∉ d"] .
ultimately have "span d ⊆ ?B"
using span_mono[of d "?B"] span_eq_iff[of "?B"] by blast
moreover have *: "card d ≤ dim (span d)"
using independent_card_le_dim[of d "span d"] independent_substdbasis[OF assms]
span_superset[of d]
by auto
moreover from * have "dim ?B ≤ dim (span d)"
using dim_substandard[OF assms] by auto
ultimately show ?thesis
using s subspace_dim_equal[of "span d" "?B"] subspace_span[of d] by auto
qed

lemma basis_to_substdbasis_subspace_isomorphism:
fixes B :: "'a::euclidean_space set"
assumes "independent B"
shows "∃f d::'a set. card d = card B ∧ linear f ∧ f ` B = d ∧
f ` span B = {x. ∀i∈Basis. i ∉ d ⟶ x ∙ i = 0} ∧ inj_on f (span B) ∧ d ⊆ Basis"
proof -
have B: "card B = dim B"
using dim_unique[of B B "card B"] assms span_superset[of B] by auto
have "dim B ≤ card (Basis :: 'a set)"
using dim_subset_UNIV[of B] by simp
from ex_card[OF this] obtain d :: "'a set" where d: "d ⊆ Basis" and t: "card d = dim B"
by auto
let ?t = "{x::'a::euclidean_space. ∀i∈Basis. i ∉ d ⟶ x∙i = 0}"
have "∃f. linear f ∧ f ` B = d ∧ f ` span B = ?t ∧ inj_on f (span B)"
proof (intro basis_to_basis_subspace_isomorphism subspace_span subspace_substandard span_superset)
show "d ⊆ {x. ∀i∈Basis. i ∉ d ⟶ x ∙ i = 0}"
using d inner_not_same_Basis by blast
qed (auto simp: span_substd_basis independent_substdbasis dim_substandard d t B assms)
with t ‹card B = dim B› d show ?thesis by auto
qed

lemma aff_dim_empty:
fixes S :: "'n::euclidean_space set"
shows "S = {} ⟷ aff_dim S = -1"
proof -
obtain B where *: "affine hull B = affine hull S"
and "¬ affine_dependent B"
and "int (card B) = aff_dim S + 1"
using aff_dim_basis_exists by auto
moreover
from * have "S = {} ⟷ B = {}"
using affine_hull_nonempty[of B] affine_hull_nonempty[of S] by auto
ultimately show ?thesis
using aff_independent_finite[of B] card_gt_0_iff[of B] by auto
qed

lemma aff_dim_empty_eq [simp]: "aff_dim ({}::'a::euclidean_space set) = -1"

lemma aff_dim_affine_hull [simp]: "aff_dim (affine hull S) = aff_dim S"
unfolding aff_dim_def using hull_hull[of _ S] by auto

lemma aff_dim_affine_hull2:
assumes "affine hull S = affine hull T"
shows "aff_dim S = aff_dim T"
unfolding aff_dim_def using assms by auto

lemma aff_dim_unique:
fixes B V :: "'n::euclidean_space set"
assumes "affine hull B = affine hull V ∧ ¬ affine_dependent B"
shows "of_nat (card B) = aff_dim V + 1"
proof (cases "B = {}")
case True
then have "V = {}"
using affine_hull_nonempty[of V] affine_hull_nonempty[of B] assms
by auto
then have "aff_dim V = (-1::int)"
using aff_dim_empty by auto
then show ?thesis
using ‹B = {}› by auto
next
case False
then obtain a where a: "a ∈ B" by auto
define Lb where "Lb = span ((λx. -a+x) ` (B-{a}))"
have "affine_parallel (affine hull B) Lb"
using Lb_def affine_hull_span2[of a B] a
affine_parallel_commut[of "Lb" "(affine hull B)"]
unfolding affine_parallel_def by auto
moreover have "subspace Lb"
using Lb_def subspace_span by auto
ultimately have "aff_dim B = int(dim Lb)"
using aff_dim_parallel_subspace[of B Lb] ‹B ≠ {}› by auto
moreover have "(card B) - 1 = dim Lb" "finite B"
using Lb_def aff_dim_parallel_subspace_aux a assms by auto
ultimately have "of_nat (card B) = aff_dim B + 1"
using ‹B ≠ {}› card_gt_0_iff[of B] by auto
then show ?thesis
using aff_dim_affine_hull2 assms by auto
qed

lemma aff_dim_affine_independent:
fixes B :: "'n::euclidean_space set"
assumes "¬ affine_dependent B"
shows "of_nat (card B) = aff_dim B + 1"
using aff_dim_unique[of B B] assms by auto

lemma affine_independent_iff_card:
fixes s :: "'a::euclidean_space set"
shows "~ affine_dependent s ⟷ finite s ∧ aff_dim s = int(card s) - 1"
apply (rule iffI)
by (metis affine_basis_exists [of s] aff_dim_unique card_subset_eq diff_add_cancel of_nat_eq_iff)

lemma aff_dim_sing [simp]:
fixes a :: "'n::euclidean_space"
shows "aff_dim {a} = 0"
using aff_dim_affine_independent[of "{a}"] affine_independent_1 by auto

lemma aff_dim_2 [simp]: "aff_dim {a,b} = (if a = b then 0 else 1)"
proof (clarsimp)
assume "a ≠ b"
then have "aff_dim{a,b} = card{a,b} - 1"
using affine_independent_2 [of a b] aff_dim_affine_independent by fastforce
also have "… = 1"
using ‹a ≠ b› by simp
finally show "aff_dim {a, b} = 1" .
qed

lemma aff_dim_inner_basis_exists:
fixes V :: "('n::euclidean_space) set"
shows "∃B. B ⊆ V ∧ affine hull B = affine hull V ∧
¬ affine_dependent B ∧ of_nat (card B) = aff_dim V + 1"
proof -
obtain B where B: "¬ affine_dependent B" "B ⊆ V" "affine hull B = affine hull V"
using affine_basis_exists[of V] by auto
then have "of_nat(card B) = aff_dim V+1" using aff_dim_unique by auto
with B show ?thesis by auto
qed

lemma aff_dim_le_card:
fixes V :: "'n::euclidean_space set"
assumes "finite V"
shows "aff_dim V ≤ of_nat (card V) - 1"
proof -
obtain B where B: "B ⊆ V" "of_nat (card B) = aff_dim V + 1"
using aff_dim_inner_basis_exists[of V] by auto
then have "card B ≤ card V"
using assms card_mono by auto
with B show ?thesis by auto
qed

lemma aff_dim_parallel_eq:
fixes S T :: "'n::euclidean_space set"
assumes "affine_parallel (affine hull S) (affine hull T)"
shows "aff_dim S = aff_dim T"
proof -
{
assume "T ≠ {}" "S ≠ {}"
then obtain L where L: "subspace L ∧ affine_parallel (affine hull T) L"
using affine_parallel_subspace[of "affine hull T"]
affine_affine_hull[of T] affine_hull_nonempty
by auto
then have "aff_dim T = int (dim L)"
using aff_dim_parallel_subspace ‹T ≠ {}› by auto
moreover have *: "subspace L ∧ affine_parallel (affine hull S) L"
using L affine_parallel_assoc[of "affine hull S" "affine hull T" L] assms by auto
moreover from * have "aff_dim S = int (dim L)"
using aff_dim_parallel_subspace ‹S ≠ {}› by auto
ultimately have ?thesis by auto
}
moreover
{
assume "S = {}"
then have "S = {}" and "T = {}"
using assms affine_hull_nonempty
unfolding affine_parallel_def
by auto
then have ?thesis using aff_dim_empty by auto
}
moreover
{
assume "T = {}"
then have "S = {}" and "T = {}"
using assms affine_hull_nonempty
unfolding affine_parallel_def
by auto
then have ?thesis
using aff_dim_empty by auto
}
ultimately show ?thesis by blast
qed

lemma aff_dim_translation_eq:
fixes a :: "'n::euclidean_space"
shows "aff_dim ((λx. a + x) ` S) = aff_dim S"
proof -
have "affine_parallel (affine hull S) (affine hull ((λx. a + x) ` S))"
unfolding affine_parallel_def
apply (rule exI[of _ "a"])
using affine_hull_translation[of a S]
apply auto
done
then show ?thesis
using aff_dim_parallel_eq[of S "(λx. a + x) ` S"] by auto
qed

lemma aff_dim_affine:
fixes S L :: "'n::euclidean_space set"
assumes "S ≠ {}"
and "affine S"
and "subspace L"
and "affine_parallel S L"
shows "aff_dim S = int (dim L)"
proof -
have *: "affine hull S = S"
using assms affine_hull_eq[of S] by auto
then have "affine_parallel (affine hull S) L"
using assms by (simp add: *)
then show ?thesis
using assms aff_dim_parallel_subspace[of S L] by blast
qed

lemma dim_affine_hull:
fixes S :: "'n::euclidean_space set"
shows "dim (affine hull S) = dim S"
proof -
have "dim (affine hull S) ≥ dim S"
using dim_subset by auto
moreover have "dim (span S) ≥ dim (affine hull S)"
using dim_subset affine_hull_subset_span by blast
moreover have "dim (span S) = dim S"
using dim_span by auto
ultimately show ?thesis by auto
qed

lemma aff_dim_subspace:
fixes S :: "'n::euclidean_space set"
assumes "subspace S"
shows "aff_dim S = int (dim S)"
proof (cases "S={}")
case True with assms show ?thesis
next
case False
with aff_dim_affine[of S S] assms subspace_imp_affine[of S] affine_parallel_reflex[of S] subspace_affine
show ?thesis by auto
qed

lemma aff_dim_zero:
fixes S :: "'n::euclidean_space set"
assumes "0 ∈ affine hull S"
shows "aff_dim S = int (dim S)"
proof -
have "subspace (affine hull S)"
using subspace_affine[of "affine hull S"] affine_affine_hull assms
by auto
then have "aff_dim (affine hull S) = int (dim (affine hull S))"
using assms aff_dim_subspace[of "affine hull S"] by auto
then show ?thesis
using aff_dim_affine_hull[of S] dim_affine_hull[of S]
by auto
qed

lemma aff_dim_eq_dim:
fixes S :: "'n::euclidean_space set"
assumes "a ∈ affine hull S"
shows "aff_dim S = int (dim ((λx. -a+x) ` S))"
proof -
have "0 ∈ affine hull ((λx. -a+x) ` S)"
unfolding Convex_Euclidean_Space.affine_hull_translation
with aff_dim_zero show ?thesis
by (metis aff_dim_translation_eq)
qed

lemma aff_dim_UNIV [simp]: "aff_dim (UNIV :: 'n::euclidean_space set) = int(DIM('n))"
using aff_dim_subspace[of "(UNIV :: 'n::euclidean_space set)"]
dim_UNIV[where 'a="'n::euclidean_space"]
by auto

lemma aff_dim_geq:
fixes V :: "'n::euclidean_space set"
shows "aff_dim V ≥ -1"
proof -
obtain B where "affine hull B = affine hull V"
and "¬ affine_dependent B"
and "int (card B) = aff_dim V + 1"
using aff_dim_basis_exists by auto
then show ?thesis by auto
qed

lemma aff_dim_negative_iff [simp]:
fixes S :: "'n::euclidean_space set"
shows "aff_dim S < 0 ⟷S = {}"
by (metis aff_dim_empty aff_dim_geq diff_0 eq_iff zle_diff1_eq)

lemma aff_lowdim_subset_hyperplane:
fixes S :: "'a::euclidean_space set"
assumes "aff_dim S < DIM('a)"
obtains a b where "a ≠ 0" "S ⊆ {x. a ∙ x = b}"
proof (cases "S={}")
case True
moreover
have "(SOME b. b ∈ Basis) ≠ 0"
by (metis norm_some_Basis norm_zero zero_neq_one)
ultimately show ?thesis
using that by blast
next
case False
then obtain c S' where "c ∉ S'" "S = insert c S'"
by (meson equals0I mk_disjoint_insert)
have "dim ((+) (-c) ` S) < DIM('a)"
by (metis ‹S = insert c S'› aff_dim_eq_dim assms hull_inc insertI1 of_nat_less_imp_less)
then obtain a where "a ≠ 0" "span ((+) (-c) ` S) ⊆ {x. a ∙ x = 0}"
using lowdim_subset_hyperplane by blast
moreover
have "a ∙ w = a ∙ c" if "span ((+) (- c) ` S) ⊆ {x. a ∙ x = 0}" "w ∈ S" for w
proof -
have "w-c ∈ span ((+) (- c) ` S)"
by (simp add: span_base ‹w ∈ S›)
with that have "w-c ∈ {x. a ∙ x = 0}"
by blast
then show ?thesis
by (auto simp: algebra_simps)
qed
ultimately have "S ⊆ {x. a ∙ x = a ∙ c}"
by blast
then show ?thesis
by (rule that[OF ‹a ≠ 0›])
qed

lemma affine_independent_card_dim_diffs:
fixes S :: "'a :: euclidean_space set"
assumes "~ affine_dependent S" "a ∈ S"
shows "card S = dim {x - a|x. x ∈ S} + 1"
proof -
have 1: "{b - a|b. b ∈ (S - {a})} ⊆ {x - a|x. x ∈ S}" by auto
have 2: "x - a ∈ span {b - a |b. b ∈ S - {a}}" if "x ∈ S" for x
proof (cases "x = a")
case True then show ?thesis by (simp add: span_clauses)
next
case False then show ?thesis
using assms by (blast intro: span_base that)
qed
have "¬ affine_dependent (insert a S)"
then have 3: "independent {b - a |b. b ∈ S - {a}}"
using dependent_imp_affine_dependent by fastforce
have "{b - a |b. b ∈ S - {a}} = (λb. b-a) ` (S - {a})"
by blast
then have "card {b - a |b. b ∈ S - {a}} = card ((λb. b-a) ` (S - {a}))"
by simp
also have "… = card (S - {a})"
by (metis (no_types, lifting) card_image diff_add_cancel inj_onI)
also have "… = card S - 1"
finally have 4: "card {b - a |b. b ∈ S - {a}} = card S - 1" .
have "finite S"
by (meson assms aff_independent_finite)
with ‹a ∈ S› have "card S ≠ 0" by auto
moreover have "dim {x - a |x. x ∈ S} = card S - 1"
using 2 by (blast intro: dim_unique [OF 1 _ 3 4])
ultimately show ?thesis
by auto
qed

lemma independent_card_le_aff_dim:
fixes B :: "'n::euclidean_space set"
assumes "B ⊆ V"
assumes "¬ affine_dependent B"
shows "int (card B) ≤ aff_dim V + 1"
proof -
obtain T where T: "¬ affine_dependent T ∧ B ⊆ T ∧ T ⊆ V ∧ affine hull T = affine hull V"
by (metis assms extend_to_affine_basis[of B V])
then have "of_nat (card T) = aff_dim V + 1"
using aff_dim_unique by auto
then show ?thesis
using T card_mono[of T B] aff_independent_finite[of T] by auto
qed

lemma aff_dim_subset:
fixes S T :: "'n::euclidean_space set"
assumes "S ⊆ T"
shows "aff_dim S ≤ aff_dim T"
proof -
obtain B where B: "¬ affine_dependent B" "B ⊆ S" "affine hull B = affine hull S"
"of_nat (card B) = aff_dim S + 1"
using aff_dim_inner_basis_exists[of S] by auto
then have "int (card B) ≤ aff_dim T + 1"
using assms independent_card_le_aff_dim[of B T] by auto
with B show ?thesis by auto
qed

lemma aff_dim_le_DIM:
fixes S :: "'n::euclidean_space set"
shows "aff_dim S ≤ int (DIM('n))"
proof -
have "aff_dim (UNIV :: 'n::euclidean_space set) = int(DIM('n))"
using aff_dim_UNIV by auto
then show "aff_dim (S:: 'n::euclidean_space set) ≤ int(DIM('n))"
using aff_dim_subset[of S "(UNIV :: ('n::euclidean_space) set)"] subset_UNIV by auto
qed

lemma affine_dim_equal:
fixes S :: "'n::euclidean_space set"
assumes "affine S" "affine T" "S ≠ {}" "S ⊆ T" "aff_dim S = aff_dim T"
shows "S = T"
proof -
obtain a where "a ∈ S" using assms by auto
then have "a ∈ T" using assms by auto
define LS where "LS = {y. ∃x ∈ S. (-a) + x = y}"
then have ls: "subspace LS" "affine_parallel S LS"
using assms parallel_subspace_explicit[of S a LS] ‹a ∈ S› by auto
then have h1: "int(dim LS) = aff_dim S"
using assms aff_dim_affine[of S LS] by auto
have "T ≠ {}" using assms by auto
define LT where "LT = {y. ∃x ∈ T. (-a) + x = y}"
then have lt: "subspace LT ∧ affine_parallel T LT"
using assms parallel_subspace_explicit[of T a LT] ‹a ∈ T› by auto
then have "int(dim LT) = aff_dim T"
using assms aff_dim_affine[of T LT] ‹T ≠ {}› by auto
then have "dim LS = dim LT"
using h1 assms by auto
moreover have "LS ≤ LT"
using LS_def LT_def assms by auto
ultimately have "LS = LT"
using subspace_dim_equal[of LS LT] ls lt by auto
moreover have "S = {x. ∃y ∈ LS. a+y=x}"
using LS_def by auto
moreover have "T = {x. ∃y ∈ LT. a+y=x}"
using LT_def by auto
ultimately show ?thesis by auto
qed

lemma aff_dim_eq_0:
fixes S :: "'a::euclidean_space set"
shows "aff_dim S = 0 ⟷ (∃a. S = {a})"
proof (cases "S = {}")
case True
then show ?thesis
by auto
next
case False
then obtain a where "a ∈ S" by auto
show ?thesis
proof safe
assume 0: "aff_dim S = 0"
have "~ {a,b} ⊆ S" if "b ≠ a" for b
by (metis "0" aff_dim_2 aff_dim_subset not_one_le_zero that)
then show "∃a. S = {a}"
using ‹a ∈ S› by blast
qed auto
qed

lemma affine_hull_UNIV:
fixes S :: "'n::euclidean_space set"
assumes "aff_dim S = int(DIM('n))"
shows "affine hull S = (UNIV :: ('n::euclidean_space) set)"
proof -
have "S ≠ {}"
using assms aff_dim_empty[of S] by auto
have h0: "S ⊆ affine hull S"
using hull_subset[of S _] by auto
have h1: "aff_dim (UNIV :: ('n::euclidean_space) set) = aff_dim S"
using aff_dim_UNIV assms by auto
then have h2: "aff_dim (affine hull S) ≤ aff_dim (UNIV :: ('n::euclidean_space) set)"
using aff_dim_le_DIM[of "affine hull S"] assms h0 by auto
have h3: "aff_dim S ≤ aff_dim (affine hull S)"
using h0 aff_dim_subset[of S "affine hull S"] assms by auto
then have h4: "aff_dim (affine hull S) = aff_dim (UNIV :: ('n::euclidean_space) set)"
using h0 h1 h2 by auto
then show ?thesis
using affine_dim_equal[of "affine hull S" "(UNIV :: ('n::euclidean_space) set)"]
affine_affine_hull[of S] affine_UNIV assms h4 h0 ‹S ≠ {}›
by auto
qed

lemma disjoint_affine_hull:
fixes s :: "'n::euclidean_space set"
assumes "~ affine_dependent s" "t ⊆ s" "u ⊆ s" "t ∩ u = {}"
shows "(affine hull t) ∩ (affine hull u) = {}"
proof -
have "finite s" using assms by (simp add: aff_independent_finite)
then have "finite t" "finite u" using assms finite_subset by blast+
{ fix y
assume yt: "y ∈ affine hull t" and yu: "y ∈ affine hull u"
then obtain a b
where a1 [simp]: "sum a t = 1" and [simp]: "sum (λv. a v *⇩R v) t = y"
and [simp]: "sum b u = 1" "sum (λv. b v *⇩R v) u = y"
by (auto simp: affine_hull_finite ‹finite t› ‹finite u›)
define c where "c x = (if x ∈ t then a x else if x ∈ u then -(b x) else 0)" for x
have [simp]: "s ∩ t = t" "s ∩ - t ∩ u = u" using assms by auto
have "sum c s = 0"
moreover have "~ (∀v∈s. c v = 0)"
by (metis (no_types) IntD1 ‹s ∩ t = t› a1 c_def sum_not_0 zero_neq_one)
moreover have "(∑v∈s. c v *⇩R v) = 0"
by (simp add: c_def if_smult sum_negf
ultimately have False
using assms ‹finite s› by (auto simp: affine_dependent_explicit)
}
then show ?thesis by blast
qed

lemma aff_dim_convex_hull:
fixes S :: "'n::euclidean_space set"
shows "aff_dim (convex hull S) = aff_dim S"
using aff_dim_affine_hull[of S] convex_hull_subset_affine_hull[of S]
hull_subset[of S "convex"] aff_dim_subset[of S "convex hull S"]
aff_dim_subset[of "convex hull S" "affine hull S"]
by auto

lemma aff_dim_cball:
fixes a :: "'n::euclidean_space"
assumes "e > 0"
shows "aff_dim (cball a e) = int (DIM('n))"
proof -
have "(λx. a + x) ` (cball 0 e) ⊆ cball a e"
unfolding cball_def dist_norm by auto
then have "aff_dim (cball (0 :: 'n::euclidean_space) e) ≤ aff_dim (cball a e)"
using aff_dim_translation_eq[of a "cball 0 e"]
aff_dim_subset[of "(+) a ` cball 0 e" "cball a e"]
by auto
moreover have "aff_dim (cball (0 :: 'n::euclidean_space) e) = int (DIM('n))"
using hull_inc[of "(0 :: 'n::euclidean_space)" "cball 0 e"]
centre_in_cball[of "(0 :: 'n::euclidean_space)"] assms
by (simp add: dim_cball[of e] aff_dim_zero[of "cball 0 e"])
ultimately show ?thesis
using aff_dim_le_DIM[of "cball a e"] by auto
qed

lemma aff_dim_open:
fixes S :: "'n::euclidean_space set"
assumes "open S"
and "S ≠ {}"
shows "aff_dim S = int (DIM('n))"
proof -
obtain x where "x ∈ S"
using assms by auto
then obtain e where e: "e > 0" "cball x e ⊆ S"
using open_contains_cball[of S] assms by auto
then have "aff_dim (cball x e) ≤ aff_dim S"
using aff_dim_subset by auto
with e show ?thesis
using aff_dim_cball[of e x] aff_dim_le_DIM[of S] by auto
qed

lemma low_dim_interior:
fixes S :: "'n::euclidean_space set"
assumes "¬ aff_dim S = int (DIM('n))"
shows "interior S = {}"
proof -
have "aff_dim(interior S) ≤ aff_dim S"
using interior_subset aff_dim_subset[of "interior S" S] by auto
then show ?thesis
using aff_dim_open[of "interior S"] aff_dim_le_DIM[of S] assms by auto
qed

corollary empty_interior_lowdim:
fixes S :: "'n::euclidean_space set"
shows "dim S < DIM ('n) ⟹ interior S = {}"
by (metis low_dim_interior affine_hull_UNIV dim_affine_hull less_not_refl dim_UNIV)

corollary aff_dim_nonempty_interior:
fixes S :: "'a::euclidean_space set"
shows "interior S ≠ {} ⟹ aff_dim S = DIM('a)"
by (metis low_dim_interior)

subsection ‹Caratheodory's theorem›

lemma convex_hull_caratheodory_aff_dim:
fixes p :: "('a::euclidean_space) set"
shows "convex hull p =
{y. ∃s u. finite s ∧ s ⊆ p ∧ card s ≤ aff_dim p + 1 ∧
(∀x∈s. 0 ≤ u x) ∧ sum u s = 1 ∧ sum (λv. u v *⇩R v) s = y}"
unfolding convex_hull_explicit set_eq_iff mem_Collect_eq
proof (intro allI iffI)
fix y
let ?P = "λn. ∃s u. finite s ∧ card s = n ∧ s ⊆ p ∧ (∀x∈s. 0 ≤ u x) ∧
sum u s = 1 ∧ (∑v∈s. u v *⇩R v) = y"
assume "∃s u. finite s ∧ s ⊆ p ∧ (∀x∈s. 0 ≤ u x) ∧ sum u s = 1 ∧ (∑v∈s. u v *⇩R v) = y"
then obtain N where "?P N" by auto
then have "∃n≤N. (∀k<n. ¬ ?P k) ∧ ?P n"
apply (rule_tac ex_least_nat_le, auto)
done
then obtain n where "?P n" and smallest: "∀k<n. ¬ ?P k"
by blast
then obtain s u where obt: "finite s" "card s = n" "s⊆p" "∀x∈s. 0 ≤ u x"
"sum u s = 1"  "(∑v∈s. u v *⇩R v) = y" by auto

have "card s ≤ aff_dim p + 1"
proof (rule ccontr, simp only: not_le)
assume "aff_dim p + 1 < card s"
then have "affine_dependent s"
using affine_dependent_biggerset[OF obt(1)] independent_card_le_aff_dim not_less obt(3)
by blast
then obtain w v where wv: "sum w s = 0" "v∈s" "w v ≠ 0" "(∑v∈s. w v *⇩R v) = 0"
using affine_dependent_explicit_finite[OF obt(1)] by auto
define i where "i = (λv. (u v) / (- w v)) ` {v∈s. w v < 0}"
define t where "t = Min i"
have "∃x∈s. w x < 0"
proof (rule ccontr, simp add: not_less)
assume as:"∀x∈s. 0 ≤ w x"
then have "sum w (s - {v}) ≥ 0"
apply (rule_tac sum_nonneg```