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		<title>130.203.167.237: /* Derivation */</title>
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		<updated>2013-08-11T15:03:23Z</updated>

		<summary type="html">&lt;p&gt;&lt;span class=&quot;autocomment&quot;&gt;Derivation&lt;/span&gt;&lt;/p&gt;
&lt;p&gt;&lt;b&gt;New page&lt;/b&gt;&lt;/p&gt;&lt;div&gt;In [[mathematics]], the &amp;#039;&amp;#039;&amp;#039;support function&amp;#039;&amp;#039;&amp;#039; &amp;#039;&amp;#039;h&amp;#039;&amp;#039;&amp;lt;sub&amp;gt;&amp;#039;&amp;#039;A&amp;#039;&amp;#039;&amp;lt;/sub&amp;gt; of a non-empty [[Closed set|closed]] [[convex set]] &amp;#039;&amp;#039;A&amp;#039;&amp;#039; in &amp;lt;math&amp;gt;\mathbb{R}^n&amp;lt;/math&amp;gt;&lt;br /&gt;
describes the (signed) distances of [[supporting hyperplane]]s of &amp;#039;&amp;#039;A&amp;#039;&amp;#039; from the origin. The support function is a [[convex function]] on &amp;lt;math&amp;gt;\mathbb{R}^n&amp;lt;/math&amp;gt;.&lt;br /&gt;
Any non-empty closed convex set &amp;#039;&amp;#039;A&amp;#039;&amp;#039;  is uniquely determined by   &amp;#039;&amp;#039;h&amp;#039;&amp;#039;&amp;lt;sub&amp;gt;&amp;#039;&amp;#039;A&amp;#039;&amp;#039;&amp;lt;/sub&amp;gt;. Furthermore the support function, as a function of the set &amp;#039;&amp;#039;A&amp;#039;&amp;#039; is compatible with many natural geometric operations, like scaling, translation, rotation and [[Minkowski addition]]. &lt;br /&gt;
Due to these properties, the support function is one of the most central basic concepts in convex geometry.&lt;br /&gt;
&lt;br /&gt;
==Definition==&lt;br /&gt;
The support function  &amp;lt;math&amp;gt;h_A:\mathbb{R}^n\to\mathbb{R}&amp;lt;/math&amp;gt;  &lt;br /&gt;
of a  non-empty closed convex set &amp;#039;&amp;#039;A&amp;#039;&amp;#039; in &amp;lt;math&amp;gt;\mathbb{R}^n&amp;lt;/math&amp;gt; is given by &lt;br /&gt;
:&amp;lt;math&amp;gt; h_A(x)=\sup\{ x\cdot a: a\in A\},&amp;lt;/math&amp;gt;&lt;br /&gt;
&amp;lt;math&amp;gt;x\in\mathbb{R}^n&amp;lt;/math&amp;gt;; see&lt;br /&gt;
&amp;lt;ref name=bonnesen&amp;gt;T. Bonnesen, W. Fenchel, &amp;#039;&amp;#039; Theorie der konvexen Körper,&amp;#039;&amp;#039; Julius Springer, Berlin, 1934. &lt;br /&gt;
English translation: &amp;#039;&amp;#039;Theory of convex bodies,&amp;#039;&amp;#039; BCS Associates, Moscow, ID, 1987.&amp;lt;/ref&amp;gt;&lt;br /&gt;
&amp;lt;ref name=gardner&amp;gt;R. J. Gardner, &amp;#039;&amp;#039;Geometric tomography,&amp;#039;&amp;#039; Cambridge University Press, New York, 1995. Second edition: 2006.&amp;lt;/ref&amp;gt;&lt;br /&gt;
.&amp;lt;ref name=schneider&amp;gt;R. Schneider, &amp;#039;&amp;#039;Convex bodies: the Brunn-Minkowski theory,&amp;#039;&amp;#039; Cambridge University Press, Cambridge, 1993.&amp;lt;/ref&amp;gt; Its interpretation is most intuitive when &amp;#039;&amp;#039;x&amp;#039;&amp;#039; is a unit vector: &lt;br /&gt;
by definition, &amp;#039;&amp;#039;A&amp;#039;&amp;#039; is contained in the closed half space &lt;br /&gt;
:&amp;lt;math&amp;gt;  \{y\in\mathbb{R}^n: y\cdot x \le h_A(x) \}&amp;lt;/math&amp;gt; &lt;br /&gt;
and there is at least one point of &amp;#039;&amp;#039;A&amp;#039;&amp;#039; in the boundary&lt;br /&gt;
:&amp;lt;math&amp;gt; H(x)= \{y\in\mathbb{R}^n: y\cdot x = h_A(x) \}&amp;lt;/math&amp;gt;&lt;br /&gt;
of this half space. The hyperplane &amp;#039;&amp;#039;H&amp;#039;&amp;#039;(&amp;#039;&amp;#039;x&amp;#039;&amp;#039;) is therefore called a &amp;#039;&amp;#039;supporting hyperplane&amp;#039;&amp;#039; &lt;br /&gt;
with &amp;#039;&amp;#039;exterior&amp;#039;&amp;#039; (or &amp;#039;&amp;#039;outer&amp;#039;&amp;#039;) unit normal vector &amp;#039;&amp;#039;x&amp;#039;&amp;#039;.&lt;br /&gt;
The word &amp;#039;&amp;#039;exterior&amp;#039;&amp;#039; is important here, as &lt;br /&gt;
the orientation of &amp;#039;&amp;#039;x&amp;#039;&amp;#039; plays a role, the set &amp;#039;&amp;#039;H&amp;#039;&amp;#039;(&amp;#039;&amp;#039;x&amp;#039;&amp;#039;) is in general different from  &amp;#039;&amp;#039;H&amp;#039;&amp;#039;(-&amp;#039;&amp;#039;x&amp;#039;&amp;#039;).&lt;br /&gt;
Now  &amp;#039;&amp;#039;h&amp;#039;&amp;#039;&amp;lt;sub&amp;gt;&amp;#039;&amp;#039;A&amp;#039;&amp;#039;&amp;lt;/sub&amp;gt; is the (signed) distance of &amp;#039;&amp;#039;H&amp;#039;&amp;#039;(&amp;#039;&amp;#039;x&amp;#039;&amp;#039;) from the origin.&lt;br /&gt;
&lt;br /&gt;
==Examples==&lt;br /&gt;
The support function of a singleton &amp;#039;&amp;#039;A&amp;#039;&amp;#039;={&amp;#039;&amp;#039;a&amp;#039;&amp;#039;}  is  &amp;lt;math&amp;gt;h_{A}(x)=x \cdot a&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
The support function of the Euclidean unit ball &amp;#039;&amp;#039;B&amp;#039;&amp;#039;&amp;lt;sub&amp;gt;&amp;#039;&amp;#039;1&amp;#039;&amp;#039;&amp;lt;/sub&amp;gt; is  &amp;lt;math&amp;gt;h_{B_1}(x)=|x|&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
If &amp;#039;&amp;#039;A&amp;#039;&amp;#039; is a line segment through the origin with endpoints -&amp;#039;&amp;#039;a&amp;#039;&amp;#039; and &amp;#039;&amp;#039;a&amp;#039;&amp;#039; then &amp;lt;math&amp;gt;h_A(x)=|x\cdot a|&amp;lt;/math&amp;gt;.&lt;br /&gt;
&lt;br /&gt;
==Properties==&lt;br /&gt;
&lt;br /&gt;
===As a function of &amp;#039;&amp;#039;x&amp;#039;&amp;#039;===&lt;br /&gt;
The support function of a &amp;#039;&amp;#039;compact&amp;#039;&amp;#039; convex set is real valued and continuous, but if the &lt;br /&gt;
set is unbounded, its support function is extended real valued (it takes the value  &lt;br /&gt;
&amp;lt;math&amp;gt;\infty&amp;lt;/math&amp;gt;). As any nonempty closed convex set is the intersection of&lt;br /&gt;
its supporting half spaces, the function &amp;#039;&amp;#039;h&amp;#039;&amp;#039;&amp;lt;sub&amp;gt;&amp;#039;&amp;#039;A&amp;#039;&amp;#039;&amp;lt;/sub&amp;gt; determines &amp;#039;&amp;#039;A&amp;#039;&amp;#039; uniquely.  &lt;br /&gt;
This can be used to describe certain geometric properties of convex sets analytically. &lt;br /&gt;
For instance, a set &amp;#039;&amp;#039;A&amp;#039;&amp;#039; is point symmetric with respect to the origin if and only &amp;#039;&amp;#039;h&amp;#039;&amp;#039;&amp;lt;sub&amp;gt;&amp;#039;&amp;#039;A&amp;#039;&amp;#039;&amp;lt;/sub&amp;gt;&lt;br /&gt;
is an [[even function]].&lt;br /&gt;
&lt;br /&gt;
In general, the support function is not differentiable. However, directional derivatives&lt;br /&gt;
exist and yield support functions of support sets. If &amp;#039;&amp;#039;A&amp;#039;&amp;#039; is &amp;#039;&amp;#039;compact&amp;#039;&amp;#039; and convex, &lt;br /&gt;
and &amp;#039;&amp;#039;h&amp;#039;&amp;#039;&amp;lt;sub&amp;gt;&amp;#039;&amp;#039;A&amp;#039;&amp;#039;&amp;lt;/sub&amp;gt;&amp;#039;(&amp;#039;&amp;#039;u&amp;#039;&amp;#039;;&amp;#039;&amp;#039;x&amp;#039;&amp;#039;) denotes the directional derivative of&lt;br /&gt;
&amp;#039;&amp;#039;h&amp;#039;&amp;#039;&amp;lt;sub&amp;gt;&amp;#039;&amp;#039;A&amp;#039;&amp;#039;&amp;lt;/sub&amp;gt; at &amp;#039;&amp;#039;u&amp;#039;&amp;#039; &amp;amp;ne; &amp;#039;&amp;#039;0&amp;#039;&amp;#039; in direction &amp;#039;&amp;#039;x&amp;#039;&amp;#039;,&lt;br /&gt;
we have &lt;br /&gt;
:&amp;lt;math&amp;gt; h_A&amp;#039;(u;x)= h_{A \cap H(u)}(x) \qquad x \in \mathbb{R}^n.&amp;lt;/math&amp;gt;&lt;br /&gt;
Here &amp;#039;&amp;#039;H&amp;#039;&amp;#039;(&amp;#039;&amp;#039;u&amp;#039;&amp;#039;) is the supporting hyperplane of &amp;#039;&amp;#039;A&amp;#039;&amp;#039; with exterior normal vector &amp;#039;&amp;#039;u&amp;#039;&amp;#039;, defined&lt;br /&gt;
above. If &amp;#039;&amp;#039;A&amp;#039;&amp;#039; &amp;amp;cap; &amp;#039;&amp;#039;H&amp;#039;&amp;#039;(&amp;#039;&amp;#039;u&amp;#039;&amp;#039;) is a sinlgeton {&amp;#039;&amp;#039;y&amp;#039;&amp;#039;}, say, it follows that the support function is differentable at &lt;br /&gt;
&amp;#039;&amp;#039;u&amp;#039;&amp;#039; and its gradient coincides with &amp;#039;&amp;#039;y&amp;#039;&amp;#039;. Conversely, if &amp;#039;&amp;#039;h&amp;#039;&amp;#039;&amp;lt;sub&amp;gt;&amp;#039;&amp;#039;A&amp;#039;&amp;#039;&amp;lt;/sub&amp;gt; is differentiable at &amp;#039;&amp;#039;u&amp;#039;&amp;#039;, then &amp;#039;&amp;#039;A&amp;#039;&amp;#039; &amp;amp;cap; &amp;#039;&amp;#039;H&amp;#039;&amp;#039;(&amp;#039;&amp;#039;u&amp;#039;&amp;#039;) is a sinlgeton. Hence &amp;#039;&amp;#039;h&amp;#039;&amp;#039;&amp;lt;sub&amp;gt;&amp;#039;&amp;#039;A&amp;#039;&amp;#039;&amp;lt;/sub&amp;gt; is differentable at all points &amp;#039;&amp;#039;u&amp;#039;&amp;#039; &amp;amp;ne; &amp;#039;&amp;#039;0&amp;#039;&amp;#039; &lt;br /&gt;
if and only if &amp;#039;&amp;#039;A&amp;#039;&amp;#039; is &amp;#039;&amp;#039;strictly convex&amp;#039;&amp;#039; (the boundary of &amp;#039;&amp;#039;A&amp;#039;&amp;#039; does not contain any line segments). &lt;br /&gt;
&lt;br /&gt;
It follows directly from its definition that the support function is positive homogeneous:&lt;br /&gt;
:&amp;lt;math&amp;gt; h_A(\alpha x)=\alpha h_A(x),  \qquad \alpha \ge 0, x\in \mathbb{R}^n,&amp;lt;/math&amp;gt;&lt;br /&gt;
and subadditive:&lt;br /&gt;
:&amp;lt;math&amp;gt; h_A(x+y)\le h_A(x)+ h_A(y),  \qquad x,y\in \mathbb{R}^n.&amp;lt;/math&amp;gt;&lt;br /&gt;
It follows that &amp;#039;&amp;#039;h&amp;#039;&amp;#039;&amp;lt;sub&amp;gt;&amp;#039;&amp;#039;A&amp;#039;&amp;#039;&amp;lt;/sub&amp;gt; is a [[convex function]]. &lt;br /&gt;
It is crucial in convex geometry that these properties characterize support functions:&lt;br /&gt;
Any positive homogeneous, convex, real valued function on &amp;lt;math&amp;gt;\mathbb{R}^n&amp;lt;/math&amp;gt; is the &lt;br /&gt;
support function of a nonempty compact convex set. Several proofs are known&lt;br /&gt;
,&amp;lt;ref name=schneider/&amp;gt;&lt;br /&gt;
one is using the fact that the [[Legendre transform]] of a positive homogeneous, convex, real valued function &lt;br /&gt;
is the (convex) indicator function of a compact convex set. &lt;br /&gt;
&lt;br /&gt;
Many authors restrict  the support function to the Euclidean unit sphere &lt;br /&gt;
and consider it as a function on &amp;#039;&amp;#039;S&amp;#039;&amp;#039;&amp;lt;sup&amp;gt;&amp;#039;&amp;#039;n&amp;#039;&amp;#039;-1&amp;lt;/sup&amp;gt;. &lt;br /&gt;
The homogeneity property shows that this restriction determines the &lt;br /&gt;
support function on &amp;lt;math&amp;gt;\mathbb{R}^n&amp;lt;/math&amp;gt;, as defined above.&lt;br /&gt;
&lt;br /&gt;
===As a function of &amp;#039;&amp;#039;A&amp;#039;&amp;#039;===&lt;br /&gt;
The support functions of a dilated or translated set are closely related to the original set &amp;#039;&amp;#039;A&amp;#039;&amp;#039;:&lt;br /&gt;
:&amp;lt;math&amp;gt; h_{\alpha A}(x)=\alpha h_A(x),  \qquad \alpha \ge 0, x\in \mathbb{R}^n&amp;lt;/math&amp;gt;&lt;br /&gt;
and &lt;br /&gt;
:&amp;lt;math&amp;gt; h_{A+b}(x)=h_A(x)+x\cdot b,  \qquad x,b\in \mathbb{R}^n.&amp;lt;/math&amp;gt;&lt;br /&gt;
The latter generalises to &lt;br /&gt;
:&amp;lt;math&amp;gt; h_{A+B}(x)=h_A(x)+h_B(x),  \qquad x\in \mathbb{R}^n,&amp;lt;/math&amp;gt;&lt;br /&gt;
where &amp;#039;&amp;#039;A&amp;#039;&amp;#039; + &amp;#039;&amp;#039;B&amp;#039;&amp;#039; denotes the [[Minkowski sum]]:&lt;br /&gt;
:&amp;lt;math&amp;gt;A + B := \{\, a + b \in \mathbb{R}^{n} \mid a \in A,\ b \in B \,\}.&amp;lt;/math&amp;gt;&lt;br /&gt;
The [[Hausdorff distance]] {{nowrap|&amp;#039;&amp;#039;d&amp;#039;&amp;#039;&amp;lt;sub&amp;gt;&amp;amp;thinsp;H&amp;lt;/sub&amp;gt;(&amp;#039;&amp;#039;A&amp;#039;&amp;#039;, &amp;#039;&amp;#039;B&amp;#039;&amp;#039;)}}  &lt;br /&gt;
of two nonempty compact convex sets &amp;#039;&amp;#039;A&amp;#039;&amp;#039; and &amp;#039;&amp;#039;B&amp;#039;&amp;#039; can be expressed in terms of support functions, &lt;br /&gt;
: &amp;lt;math&amp;gt; d_{\mathrm H}(A,B) =  \| h_A-h_B\|_\infty&amp;lt;/math&amp;gt;&lt;br /&gt;
where, on the right hand side, the [[uniform norm]] on the unit sphere is used. &lt;br /&gt;
&lt;br /&gt;
The properties of the support function as a function of the set &amp;#039;&amp;#039;A&amp;#039;&amp;#039; are sometimes summarized in saying&lt;br /&gt;
that &amp;lt;math&amp;gt;\tau&amp;lt;/math&amp;gt;:&amp;#039;&amp;#039;A&amp;#039;&amp;#039; &amp;lt;math&amp;gt;\mapsto&amp;lt;/math&amp;gt; &amp;#039;&amp;#039;h&amp;#039;&amp;#039; &amp;lt;sub&amp;gt;&amp;#039;&amp;#039;A&amp;#039;&amp;#039;&amp;lt;/sub&amp;gt; maps the family of non-empty&lt;br /&gt;
compact convex sets to the cone of all real-valued continuous functions on the sphere whose positive &lt;br /&gt;
homogeneous extension is convex. Abusing terminology slightly,  &amp;lt;math&amp;gt;\tau&amp;lt;/math&amp;gt; &lt;br /&gt;
is sometimes called &amp;#039;&amp;#039;linear&amp;#039;&amp;#039;, as it respects Minkowski addition, although it is not &lt;br /&gt;
defined on a linear space, but rather on an (abstract) convex cone of nonempty compact convex sets. &lt;br /&gt;
The mapping &amp;lt;math&amp;gt;\tau&amp;lt;/math&amp;gt; is an isometry between this cone, endowed with the Hausdorff metric, and &lt;br /&gt;
a subcone of the family of continuous functions on &amp;#039;&amp;#039;S&amp;#039;&amp;#039;&amp;lt;sup&amp;gt;&amp;#039;&amp;#039;n&amp;#039;&amp;#039;-1&amp;lt;/sup&amp;gt; with the uniform norm.&lt;br /&gt;
&lt;br /&gt;
==Variants==&lt;br /&gt;
In contrast to the above, support functions are sometimes defined on the boundary of &amp;#039;&amp;#039;A&amp;#039;&amp;#039; rather than on &lt;br /&gt;
&amp;#039;&amp;#039;S&amp;#039;&amp;#039;&amp;lt;sup&amp;gt;&amp;#039;&amp;#039;n&amp;#039;&amp;#039;-1&amp;lt;/sup&amp;gt;, under the assumption that there exists a unique exterior unit normal at each boundary point. &lt;br /&gt;
Convexity is not needed for the definition.&lt;br /&gt;
For an oriented [[regular surface]], &amp;#039;&amp;#039;M&amp;#039;&amp;#039;, with a [[unit normal vector]], &amp;#039;&amp;#039;N&amp;#039;&amp;#039;, defined everywhere on its surface, the support function &lt;br /&gt;
is then defined by&lt;br /&gt;
: &amp;lt;math&amp;gt;{x}\mapsto{x}\cdot N({x})&amp;lt;/math&amp;gt;.&lt;br /&gt;
In other words, for any &amp;lt;math&amp;gt;{x}\in M&amp;lt;/math&amp;gt;, this support function gives the &lt;br /&gt;
signed distance of the unique hyperplane that touches &amp;#039;&amp;#039;M&amp;#039;&amp;#039; in &amp;#039;&amp;#039;x&amp;#039;&amp;#039;.&lt;br /&gt;
&lt;br /&gt;
== See also ==&lt;br /&gt;
* [[Barrier cone]]&lt;br /&gt;
* [[Supporting functional]]&lt;br /&gt;
&lt;br /&gt;
==References==&lt;br /&gt;
&lt;br /&gt;
&amp;lt;references/&amp;gt;&lt;br /&gt;
&lt;br /&gt;
[[Category:Convex geometry]]&lt;br /&gt;
[[Category:Types of functions]]&lt;/div&gt;</summary>
		<author><name>130.203.167.237</name></author>
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