In
mathematical analysis
Analysis is the branch of mathematics dealing with continuous functions, limit (mathematics), limits, and related theories, such as Derivative, differentiation, Integral, integration, measure (mathematics), measure, infinite sequences, series (m ...
, Ekeland's variational principle, discovered by
Ivar Ekeland
Ivar I. Ekeland (born 2 July 1944, Paris) is a French mathematician of Norwegian descent. Ekeland has written influential monographs and textbooks on nonlinear functional analysis, the calculus of variations, and mathematical economics, as well a ...
,
is a theorem that asserts that there exist nearly optimal solutions to some
optimization problem
In mathematics, computer science and economics, an optimization problem is the problem of finding the ''best'' solution from all feasible solutions.
Optimization problems can be divided into two categories, depending on whether the variables ...
s.
Ekeland's principle can be used when the lower
level set
In mathematics, a level set of a real-valued function of real variables is a set where the function takes on a given constant value , that is:
: L_c(f) = \left\~,
When the number of independent variables is two, a level set is calle ...
of a minimization problems is not
compact
Compact as used in politics may refer broadly to a pact or treaty; in more specific cases it may refer to:
* Interstate compact
* Blood compact, an ancient ritual of the Philippines
* Compact government, a type of colonial rule utilized in British ...
, so that the
Bolzano–Weierstrass theorem cannot be applied. The principle relies on the
completeness of the
metric space
In mathematics, a metric space is a set together with a notion of ''distance'' between its elements, usually called points. The distance is measured by a function called a metric or distance function. Metric spaces are the most general settin ...
.
The principle has been shown to be equivalent to completeness of metric spaces.
In
proof theory
Proof theory is a major branchAccording to Wang (1981), pp. 3–4, proof theory is one of four domains mathematical logic, together with model theory, axiomatic set theory, and recursion theory. Jon Barwise, Barwise (1978) consists of four correspo ...
, it is equivalent to
ΠCA0 over RCA0, i.e. relatively strong.
It also leads to a quick proof of the
Caristi fixed point theorem In mathematics, the Caristi fixed-point theorem (also known as the Caristi–Kirk fixed-point theorem) generalizes the Banach fixed-point theorem for maps of a complete metric space into itself. Caristi's fixed-point theorem modifies the ''ε''- va ...
.
History
Ekeland was associated with the
Paris Dauphine University
Paris Dauphine University - PSL (french: Université Paris-Dauphine, also known as Paris Dauphine - PSL or Dauphine - PSL) is a public research university based in Paris, France. It is one of the 13 universities formed by the division of the ancie ...
when he proposed this theorem.
Ekeland's variational principle
Preliminary definitions
A function
valued in the
extended real numbers
In mathematics, the affinely extended real number system is obtained from the real number system \R by adding two infinity elements: +\infty and -\infty, where the infinities are treated as actual numbers. It is useful in describing the algebra on ...