Extreme points of sublevel-compact sets #
Convex-analysis facts supplementing Mathlib's extreme-point / Krein-Milman API, built towards: the infimum of a linear functional over a closed convex set is attained at an extreme point of the set, given a known compact sublevel set.
If l is continuous on s and has a compact sublevel set {y ∈ s | l y ≤ l x₀} at some
x₀ ∈ s, then l attains its minimum over all of s.
The set of minimizers of a continuous linear functional over s is an exposed subset of s.
The set of minimizers of a continuous linear functional is an extreme subset of s.
The set of minimizers of a continuous linear functional is compact, given a compact
sublevel set at some x₀ ∈ s.
Layer 1 capstone: In an LCTVS, if l is a continuous linear functional on a set s
with a compact sublevel set at some x₀ ∈ s, then the minimum of l over s is attained at
an extreme point of s.