ScalingStacks

Proposition 3.46 . [02LV]

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Proposition 3.46.

Let A:Qℝ→NℝA\colon Q_{\mathbb{R}}\to N_{\mathbb{R}} be an affine map defined as A=H+u0A=H+u_{0} for a linear map HH and a point u0∈Nℝu_{0}\in N_{\mathbb{R}}. Let ff be a concave function on NℝN_{\mathbb{R}} such that dom⁡(f)∩im⁡(A)≠∅{\operatorname{dom}}(f)\cap\operatorname{im}(A)\not=\emptyset and gg a concave function on QℝQ_{\mathbb{R}} such that stab⁡(g)∩im⁡(H∨)≠∅\operatorname{stab}(g)\cap\operatorname{im}(H^{\vee})\not=\emptyset. Then

  1. (1)

    stab⁡(A∗​g)=(H∨)−1​(stab⁡(g))\operatorname{stab}(A_{\ast}g)=(H^{\vee})^{-1}(\operatorname{stab}(g)) and

    (A∗​g)∨=(H∨)∗​(g∨)+u0;(A_{\ast}g)^{\vee}=(H^{\vee})^{\ast}(g^{\vee})+u_{0};
  2. (2)

    H∨​(stab⁡(f))⊂stab⁡(A∗​f)⊂H∨​(stab⁡(f))¯H^{\vee}(\operatorname{stab}(f))\subset\operatorname{stab}(A^{\ast}f)\subset{\overline{H^{\vee}(\operatorname{stab}(f))}} and

    (A∗​cl⁡(f))∨=cl⁡((H∨)∗​(f∨−u0));(A^{\ast}{\operatorname{cl}}(f))^{\vee}={\operatorname{cl}}((H^{\vee})_{\ast}(f^{\vee}-u_{0}));
  3. (3)

    if ri⁡(dom⁡(f))∩im⁡(A)≠∅\operatorname{ri}({\operatorname{dom}}(f))\cap\operatorname{im}(A)\not=\emptyset then stab⁡(A∗​f)=H∨​(stab⁡(f))\operatorname{stab}(A^{\ast}f)=H^{\vee}(\operatorname{stab}(f)) and, for all yy in this set,

    (A∗​f)∨​(y)=(H∨)∗​(f∨−u0)​(y)=maxx∈(H∨)−1​(y)⁡(f∨​(x)−⟨x,u0⟩).(A^{\ast}f)^{\vee}(y)=(H^{\vee})_{\ast}(f^{\vee}-u_{0})(y)=\max_{x\in(H^{\vee})^{-1}(y)}(f^{\vee}(x)-\langle x,u_{0}\rangle).

    Moreover, for y∈ri⁡(stab⁡(A∗​f))y\in\operatorname{ri}(\operatorname{stab}(A^{\ast}f)), a point x∈(H∨)−1​(y)x\in(H^{\vee})^{-1}(y) realizes this maximum if and only if x∈∂f⁡(A​v)x\in\partial f(Av) for a v∈Qℝv\in Q_{\mathbb{R}} such that y∈∂(A∗​f)​(v)y\in\partial(A^{*}f)(v).

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