Let A∈Rn SA(x) is defined as the following
SA(x)=supy∈AxTy
where x∈Rn.
Show that if A is a bounded set, then SA(x) is a continuous function.
I tried the following:
Let A be a bounded set in Rn and y∈A. So ‖y‖≤M where M>0. (If M=0→‖y‖=0→y=0→SA(x)=0→SA(x) is continuous ∀x).
Let ‖x−xc‖<δ=ϵM,∀ϵ>0 be a neighborhood of xc where xc∈Rn.
I need to show that
|SA(x)−SA(xc)|=|supy∈AxTy−supy∈AxTcy|<ϵ
How can I proceed?
Please follow my proof and complete it.
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