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Algebraic interior

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Generalization of topological interior

In functional analysis, a branch of mathematics, the algebraic interior or radial kernel of a subset of a vector space is a refinement of the concept of the interior.

Definition

Assume that A {\displaystyle A} is a subset of a vector space X . {\displaystyle X.} The algebraic interior (or radial kernel) of A {\displaystyle A} with respect to X {\displaystyle X} is the set of all points at which A {\displaystyle A} is a radial set. A point a 0 A {\displaystyle a_{0}\in A} is called an internal point of A {\displaystyle A} and A {\displaystyle A} is said to be radial at a 0 {\displaystyle a_{0}} if for every x X {\displaystyle x\in X} there exists a real number t x > 0 {\displaystyle t_{x}>0} such that for every t [ 0 , t x ] , {\displaystyle t\in ,} a 0 + t x A . {\displaystyle a_{0}+tx\in A.} This last condition can also be written as a 0 + [ 0 , t x ] x A {\displaystyle a_{0}+x\subseteq A} where the set a 0 + [ 0 , t x ] x   :=   { a 0 + t x : t [ 0 , t x ] } {\displaystyle a_{0}+x~:=~\left\{a_{0}+tx:t\in \right\}} is the line segment (or closed interval) starting at a 0 {\displaystyle a_{0}} and ending at a 0 + t x x ; {\displaystyle a_{0}+t_{x}x;} this line segment is a subset of a 0 + [ 0 , ) x , {\displaystyle a_{0}+[0,\infty )x,} which is the ray emanating from a 0 {\displaystyle a_{0}} in the direction of x {\displaystyle x} (that is, parallel to/a translation of [ 0 , ) x {\displaystyle [0,\infty )x} ). Thus geometrically, an interior point of a subset A {\displaystyle A} is a point a 0 A {\displaystyle a_{0}\in A} with the property that in every possible direction (vector) x 0 , {\displaystyle x\neq 0,} A {\displaystyle A} contains some (non-degenerate) line segment starting at a 0 {\displaystyle a_{0}} and heading in that direction (i.e. a subset of the ray a 0 + [ 0 , ) x {\displaystyle a_{0}+[0,\infty )x} ). The algebraic interior of A {\displaystyle A} (with respect to X {\displaystyle X} ) is the set of all such points. That is to say, it is the subset of points contained in a given set with respect to which it is radial points of the set.

If M {\displaystyle M} is a linear subspace of X {\displaystyle X} and A X {\displaystyle A\subseteq X} then this definition can be generalized to the algebraic interior of A {\displaystyle A} with respect to M {\displaystyle M} is: aint M A := { a X :  for all  m M ,  there exists some  t m > 0  such that  a + [ 0 , t m ] m A } . {\displaystyle \operatorname {aint} _{M}A:=\left\{a\in X:{\text{ for all }}m\in M,{\text{ there exists some }}t_{m}>0{\text{ such that }}a+\left\cdot m\subseteq A\right\}.} where aint M A A {\displaystyle \operatorname {aint} _{M}A\subseteq A} always holds and if aint M A {\displaystyle \operatorname {aint} _{M}A\neq \varnothing } then M aff ( A A ) , {\displaystyle M\subseteq \operatorname {aff} (A-A),} where aff ( A A ) {\displaystyle \operatorname {aff} (A-A)} is the affine hull of A A {\displaystyle A-A} (which is equal to span ( A A ) {\displaystyle \operatorname {span} (A-A)} ).

Algebraic closure

A point x X {\displaystyle x\in X} is said to be linearly accessible from a subset A X {\displaystyle A\subseteq X} if there exists some a A {\displaystyle a\in A} such that the line segment [ a , x ) := a + [ 0 , 1 ) ( x a ) {\displaystyle [a,x):=a+[0,1)(x-a)} is contained in A . {\displaystyle A.} The algebraic closure of A {\displaystyle A} with respect to X {\displaystyle X} , denoted by acl X A , {\displaystyle \operatorname {acl} _{X}A,} consists of ( A {\displaystyle A} and) all points in X {\displaystyle X} that are linearly accessible from A . {\displaystyle A.}

Algebraic Interior (Core)

In the special case where M := X , {\displaystyle M:=X,} the set aint X A {\displaystyle \operatorname {aint} _{X}A} is called the algebraic interior or core of A {\displaystyle A} and it is denoted by A i {\displaystyle A^{i}} or core A . {\displaystyle \operatorname {core} A.} Formally, if X {\displaystyle X} is a vector space then the algebraic interior of A X {\displaystyle A\subseteq X} is aint X A := core ( A ) := { a A :  for all  x X ,  there exists some  t x > 0 ,  such that for all  t [ 0 , t x ] , a + t x A } . {\displaystyle \operatorname {aint} _{X}A:=\operatorname {core} (A):=\left\{a\in A:{\text{ for all }}x\in X,{\text{ there exists some }}t_{x}>0,{\text{ such that for all }}t\in \left,a+tx\in A\right\}.}

We call A algebraically open in X if A = aint X A {\displaystyle A=\operatorname {aint} _{X}A}

If A {\displaystyle A} is non-empty, then these additional subsets are also useful for the statements of many theorems in convex functional analysis (such as the Ursescu theorem):

i c A := { i A  if  aff A  is a closed set,  otherwise {\displaystyle {}^{ic}A:={\begin{cases}{}^{i}A&{\text{ if }}\operatorname {aff} A{\text{ is a closed set,}}\\\varnothing &{\text{ otherwise}}\end{cases}}}

i b A := { i A  if  span ( A a )  is a barrelled linear subspace of  X  for any/all  a A ,  otherwise {\displaystyle {}^{ib}A:={\begin{cases}{}^{i}A&{\text{ if }}\operatorname {span} (A-a){\text{ is a barrelled linear subspace of }}X{\text{ for any/all }}a\in A{\text{,}}\\\varnothing &{\text{ otherwise}}\end{cases}}}

If X {\displaystyle X} is a Fréchet space, A {\displaystyle A} is convex, and aff A {\displaystyle \operatorname {aff} A} is closed in X {\displaystyle X} then i c A = i b A {\displaystyle {}^{ic}A={}^{ib}A} but in general it is possible to have i c A = {\displaystyle {}^{ic}A=\varnothing } while i b A {\displaystyle {}^{ib}A} is not empty.

Examples

If A = { x R 2 : x 2 x 1 2  or  x 2 0 } R 2 {\displaystyle A=\{x\in \mathbb {R} ^{2}:x_{2}\geq x_{1}^{2}{\text{ or }}x_{2}\leq 0\}\subseteq \mathbb {R} ^{2}} then 0 core ( A ) , {\displaystyle 0\in \operatorname {core} (A),} but 0 int ( A ) {\displaystyle 0\not \in \operatorname {int} (A)} and 0 core ( core ( A ) ) . {\displaystyle 0\not \in \operatorname {core} (\operatorname {core} (A)).}

Properties of core

Suppose A , B X . {\displaystyle A,B\subseteq X.}

  • In general, core A core ( core A ) . {\displaystyle \operatorname {core} A\neq \operatorname {core} (\operatorname {core} A).} But if A {\displaystyle A} is a convex set then:
    • core A = core ( core A ) , {\displaystyle \operatorname {core} A=\operatorname {core} (\operatorname {core} A),} and
    • for all x 0 core A , y A , 0 < λ 1 {\displaystyle x_{0}\in \operatorname {core} A,y\in A,0<\lambda \leq 1} then λ x 0 + ( 1 λ ) y core A . {\displaystyle \lambda x_{0}+(1-\lambda )y\in \operatorname {core} A.}
  • A {\displaystyle A} is an absorbing subset of a real vector space if and only if 0 core ( A ) . {\displaystyle 0\in \operatorname {core} (A).}
  • A + core B core ( A + B ) {\displaystyle A+\operatorname {core} B\subseteq \operatorname {core} (A+B)}
  • A + core B = core ( A + B ) {\displaystyle A+\operatorname {core} B=\operatorname {core} (A+B)} if B = core B . {\displaystyle B=\operatorname {core} B.}

Both the core and the algebraic closure of a convex set are again convex. If C {\displaystyle C} is convex, c core C , {\displaystyle c\in \operatorname {core} C,} and b acl X C {\displaystyle b\in \operatorname {acl} _{X}C} then the line segment [ c , b ) := c + [ 0 , 1 ) b {\displaystyle [c,b):=c+[0,1)b} is contained in core C . {\displaystyle \operatorname {core} C.}

Relation to topological interior

Let X {\displaystyle X} be a topological vector space, int {\displaystyle \operatorname {int} } denote the interior operator, and A X {\displaystyle A\subseteq X} then:

  • int A core A {\displaystyle \operatorname {int} A\subseteq \operatorname {core} A}
  • If A {\displaystyle A} is nonempty convex and X {\displaystyle X} is finite-dimensional, then int A = core A . {\displaystyle \operatorname {int} A=\operatorname {core} A.}
  • If A {\displaystyle A} is convex with non-empty interior, then int A = core A . {\displaystyle \operatorname {int} A=\operatorname {core} A.}
  • If A {\displaystyle A} is a closed convex set and X {\displaystyle X} is a complete metric space, then int A = core A . {\displaystyle \operatorname {int} A=\operatorname {core} A.}

Relative algebraic interior

If M = aff ( A A ) {\displaystyle M=\operatorname {aff} (A-A)} then the set aint M A {\displaystyle \operatorname {aint} _{M}A} is denoted by i A := aint aff ( A A ) A {\displaystyle {}^{i}A:=\operatorname {aint} _{\operatorname {aff} (A-A)}A} and it is called the relative algebraic interior of A . {\displaystyle A.} This name stems from the fact that a A i {\displaystyle a\in A^{i}} if and only if aff A = X {\displaystyle \operatorname {aff} A=X} and a i A {\displaystyle a\in {}^{i}A} (where aff A = X {\displaystyle \operatorname {aff} A=X} if and only if aff ( A A ) = X {\displaystyle \operatorname {aff} (A-A)=X} ).

Relative interior

If A {\displaystyle A} is a subset of a topological vector space X {\displaystyle X} then the relative interior of A {\displaystyle A} is the set rint A := int aff A A . {\displaystyle \operatorname {rint} A:=\operatorname {int} _{\operatorname {aff} A}A.} That is, it is the topological interior of A in aff A , {\displaystyle \operatorname {aff} A,} which is the smallest affine linear subspace of X {\displaystyle X} containing A . {\displaystyle A.} The following set is also useful: ri A := { rint A  if  aff A  is a closed subspace of  X ,  otherwise {\displaystyle \operatorname {ri} A:={\begin{cases}\operatorname {rint} A&{\text{ if }}\operatorname {aff} A{\text{ is a closed subspace of }}X{\text{,}}\\\varnothing &{\text{ otherwise}}\end{cases}}}

Quasi relative interior

If A {\displaystyle A} is a subset of a topological vector space X {\displaystyle X} then the quasi relative interior of A {\displaystyle A} is the set qri A := { a A : cone ¯ ( A a )  is a linear subspace of  X } . {\displaystyle \operatorname {qri} A:=\left\{a\in A:{\overline {\operatorname {cone} }}(A-a){\text{ is a linear subspace of }}X\right\}.}

In a Hausdorff finite dimensional topological vector space, qri A = i A = i c A = i b A . {\displaystyle \operatorname {qri} A={}^{i}A={}^{ic}A={}^{ib}A.}

See also

References

  1. ^ Aliprantis & Border 2006, pp. 199–200.
  2. John Cook (May 21, 1988). "Separation of Convex Sets in Linear Topological Spaces" (PDF). Retrieved November 14, 2012.
  3. ^ Jaschke, Stefan; Kuchler, Uwe (2000). "Coherent Risk Measures, Valuation Bounds, and ( μ , ρ {\displaystyle \mu ,\rho } )-Portfolio Optimization" (PDF).
  4. Zălinescu 2002, p. 2.
  5. ^ Narici & Beckenstein 2011, p. 109.
  6. Nikolaĭ Kapitonovich Nikolʹskiĭ (1992). Functional analysis I: linear functional analysis. Springer. ISBN 978-3-540-50584-6.
  7. ^ Zălinescu 2002, pp. 2–3.
  8. Kantorovitz, Shmuel (2003). Introduction to Modern Analysis. Oxford University Press. p. 134. ISBN 9780198526568.
  9. Bonnans, J. Frederic; Shapiro, Alexander (2000), Perturbation Analysis of Optimization Problems, Springer series in operations research, Springer, Remark 2.73, p. 56, ISBN 9780387987057.

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