grandes-ecoles 2023 Q16
Direct Proof of a Stated Identity or Equality
Let $(f^0, g^0) \in \mathbb{R}^{I \times J}$. For all $k \geq 0$, we consider $$g^{k+1} = g_*(f^k) \text{ and } f^{k+1} = f_*(g^{k+1})$$ Assume that there exist $f^\infty = (f_i^\infty)_{i \in I}$ and $g^\infty = (g_j^\infty)_{j \in J}$ such that $|f_i^k - f_i^\infty| \rightarrow 0$ and $|g_j^k - g_j^\infty| \rightarrow 0$ for all $i \in I$ and $j \in J$. We denote $G_* = \sup\{G(f,g) \mid (f,g) \in \mathbb{R}^I \times \mathbb{R}^J\}$.
(a) Show that $G(f^\infty, g^\infty) = G_*$.
(b) Show that $G(f(\epsilon), g(\epsilon)) = G_*$.
(c) Show that there exists a constant $a \in \mathbb{R}$ such that $f(\epsilon)_i = f_i^\infty + a$ and $g(\epsilon)_j = g_j^\infty - a$ for all $(i,j) \in I \times J$.
(d) Deduce that $q(f^k, g^k) \rightarrow q(\epsilon)$.