\[ \DeclareMathOperator*{\argmax}{argmax} \DeclareMathOperator*{\value}{value} \DeclareMathOperator*{\opt}{opt} \]
The Turning Point Property Implies the Montonic Property

First, we prove that the Turning Point Property implies the Monotonic Property. Intuitively, this makes sense because if you can't have some \( j \lt j' \lt i \lt i' \) where \( j' \) is a better candidate for \( i \) than \( j \) but it a worse candidate for \( i' \) than \( j \), it's impossible for \( j' \) be \( \opt(i) \) and \( j \) to be \( \opt(i') \). Therefore, \( \opt(i) \) can't decrease.

We can prove this formally by proving the contrapositive: that if the Monotonic Property is not satisfied, the Turning Point Property is also not satisfied.

First, recall the Turning Point Property states that

\[ \forall j \lt j', \nexists i \lt i': \\ \begin{align} dp[j'] + f(i, j') & \gt dp[j] + f(i, j) \\ & \text{and} \\ dp[j] + f(i', j) & \gt dp[j'] + f(i', j') \end{align} \]

The property is not satisfied if there exists a single counterexample, that is

\[ \exists j \lt j', \exists i \lt i': \\ \begin{align} dp[j'] + f(i, j') & \gt dp[j] + f(i, j) \\ & \text{and} \\ dp[j] + f(i', j) & \gt dp[j'] + f(i', j') \end{align} \]

Furthermore, \( \exists j \lt j', \exists i \lt i' \) can just be written as \( \exists j \lt j' \lt i \lt i' \).

Now suppose that the Monotonic Property is not satisfied. That means there must exist some \( i \lt i' \) such that \( \opt(i) \gt \opt(i') \).

Let \( j' = \opt(i) \) and \( j = \opt(i') \). Note that \( j' \gt j \).

Since \( j' = \opt(i) \) and \( j \neq \opt(i) \), it follows that the value that \( j' \) yields for \( dp[i] \) is larger than the value than \( j \) yields. In other words, \( dp[j'] + f(i, j') \gt dp[j] + f(i, j) \).

Since \( j = \opt(i') \) and \( j' \neq \opt(i') \), by similar logic, \( dp[j] + f(i', j) \gt dp[j'] + f(i', j') \).

Putting this together, we have

\[ \exists i \lt i', \exists j \lt j': \\ \begin{align} dp[j'] + f(i, j') & \gt dp[j] + f(i, j) \\ & \text{and} \\ dp[j] + f(i', j) & \gt dp[j'] + f(i', j') \end{align} \]

Furthermore, \( \exists i \lt i', \exists j \lt j' \) can just be written as \( \exists j \lt j', \lt i \lt i' \). This is the same thing as the Turning Point Property not being satisfied. This completes the proof.

The Quadrangle Inequality Implies the Turning Point Property

Now, we prove that the Quadrangle Inequality implies the Turning Point Property. Intuitively, this makes sense because if the Quadrangle Inequality is rearranged:

\[ \begin{align} f(i, j) + f(i', j') & \geq f(i', j) + f(i, j') \\ f(i', j') - f(i', j) & \geq f(i, j') - f(i, j) \end{align} \]

If \( f(i, j') - f(i, j) \) is interpreted as the "rate of change" of \( j \), when fixing \( i \), and f(i', j') - f(i', j) is the rate of change of \( j \) when fixing \( i' \), that means as you increase \( i \), \( f(i, j') \) increases faster than \( f(i, j) \), so at some point, \( j' \) must overtake \( j \) as a candidate for \( opt(i) \), which is what the Turning Point Property states.

Formally, again, we can prove this by proving the contrapositive: if the Turning Point Property isn't satisfied, the Quadrangle Inequality cannot be satisfied either.

Recall that the Quadrangle Inequality states that \( \forall i \lt i' \lt j \lt j', f(i, j) + f(i', j') \geq f(i', j) + f(i, j') \), so it is not satisfied if \( \exists i \lt i' \lt j \lt j', f(i, j) + f(i', j') \lt f(i', j) + f(i, j') \)

Previously, we have established that the Turning Point Property is not satisfied if

\[ \exists j \lt j' \lt i \lt i': \\ \begin{align} dp[j'] + f(i, j') & \gt dp[j] + f(i, j) \\ & \text{and} \\ dp[j] + f(i', j) & \gt dp[j'] + f(i', j') \end{align} \]

We can add the two inequalities together:

\[ \require{cancel} \begin{align} dp[j'] + f(i, j') & \gt dp[j] + f(i, j) \\ dp[j] + f(i', j) & \gt dp[j'] + f(i', j') \\\\ dp[j] + dp[j'] + f(i, j') + f(i', j) & \gt dp[j] + dp[j'] + f(i, j) + f(i', j') \\ \cancel{dp[j]} + \cancel{dp[j']} + f(i, j') + f(i', j) & \gt \cancel{dp[j]} + \cancel{dp[j']} + f(i, j) + f(i', j') \\ f(i, j') + f(i', j) & \gt f(i, j) + f(i', j') \\ f(i, j) + f(i', j') & \lt f(i', j) + f(i, j') \end{align} \]

This is the same thing as the Quadrangle Inequality not being satisfied. This completes the proof.

Since the Quadrangle Inequality implies the Turning Point Property and the Turning Point Property implies the Monotonic Property, the Quadrangle Inequality also implies the Monotonic Property.