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18 changes: 5 additions & 13 deletions Mathlib/Analysis/Convex/Approximation.lean
Original file line number Diff line number Diff line change
Expand Up @@ -220,19 +220,11 @@ theorem univ_sSup_of_nat_affine_eq [HereditarilyLindelofSpace E]
(hφc : LowerSemicontinuous φ) (hφcv : ConvexOn ℝ univ φ) :
∃ (l : ℕ → E →L[𝕜] 𝕜) (c : ℕ → ℝ), (∀ i, re ∘ (l i) + const E (c i) ≤ φ)
∧ ⨆ i, re ∘ (l i) + const E (c i) = φ := by
obtain ⟨𝓕', h𝓕'⟩ := hφcv.univ_sSup_of_countable_affine_eq (𝕜 := 𝕜) hφc
by_cases! he : 𝓕'.Nonempty
· obtain ⟨f, hf⟩ := h𝓕'.1.exists_eq_range he
have (i : ℕ) : ∃ (l : E →L[𝕜] 𝕜) (c : ℝ), f i = re ∘ l + const E c := by simp_all
choose l c hlc using this
refine ⟨l, c, fun i => (hlc i) ▸ (h𝓕'.2.2 (f i) (hf ▸ mem_range_self i)).1, ?_⟩
calc
_ = ⨆ i, f i := by congr with i x; exact congrFun (hlc i).symm x
_ = _ := by rw [← sSup_range, ← hf, h𝓕'.2.1]
· refine ⟨fun _ => 0, fun _ => 0, fun i x => ?_, ?_⟩
· simp_all [← congrFun h𝓕'.2.1 x]
· ext x
simp_all [← congrFun h𝓕'.2.1 x]
obtain ⟨l, c, hle, hsup⟩ := hφcv.sSup_of_nat_affine_eq (𝕜 := 𝕜) (s := univ) isClosed_univ
(lowerSemicontinuousOn_univ_iff.2 hφc)
refine ⟨l, c, fun i x ↦ hle i ⟨x, trivial⟩, ?_⟩
ext x
simpa using congrFun hsup ⟨x, trivial⟩

end RCLike

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