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 .
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}
[ 2] 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 [0,t_{x}],}
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}+[0,t_{x}]x\subseteq A}
where the set
a
0
+
[
0
,
t
x
]
x
:=
{
a
0
+
t
x
:
t
∈
[
0
,
t
x
]
}
{\displaystyle a_{0}+[0,t_{x}]x~:=~\left\{a_{0}+tx:t\in [0,t_{x}]\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.[ 3]
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[0,t_{m}\right]\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)[ edit ]
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[ 6]
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[0,t_{x}\right],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.
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)).}
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).}
[ 3]
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 [ edit ]
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.}
[ 8]
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.}
[ 9]
Relative algebraic interior [ edit ]
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}
).
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 [ edit ]
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.}
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,
ρ
{\displaystyle \mu ,\rho }
)-Portfolio Optimization" (PDF) .
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