Convex analysis | Functional analysis

Minkowski functional

In mathematics, in the field of functional analysis, a Minkowski functional (after Hermann Minkowski) or gauge function is a function that recovers a notion of distance on a linear space. If is a subset of a real or complex vector space then the Minkowski functional or gauge of is defined to be the function valued in the extended real numbers, defined by where the infimum of the empty set is defined to be positive infinity (which is not a real number so that would then not be real-valued). The Minkowski function is always non-negative (meaning ) and is a real number if and only if is not empty. This property of being nonnegative stands in contrast to other classes of functions, such as sublinear functions and real linear functionals, that do allow negative values. In functional analysis, is usually assumed to have properties (such as being absorbing in for instance) that will guarantee that for every this set is not empty precisely because this results in being real-valued. Moreover, is also often assumed to have more properties, such as being an absorbing disk in since these properties guarantee that will be a (real-valued) seminorm on In fact, every seminorm on is equal to the Minkowski functional of any subset of satisfying (where all three of these sets are necessarily absorbing in and the first and last are also disks). Thus every seminorm (which is a function defined by purely algebraic properties) can be associated (non-uniquely) with an absorbing disk (which is a set with certain geometric properties) and conversely, every absorbing disk can be associated with its Minkowski functional (which will necessarily be a seminorm). These relationships between seminorms, Minkowski functionals, and absorbing disks is a major reason why Minkowski functionals are studied and used in functional analysis. In particular, through these relationships, Minkowski functionals allow one to "translate" certain geometric properties of a subset of into certain algebraic properties of a function on (Wikipedia).

Minkowski functional
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From playlist Mathematical analysis and applications

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