A universal bound on the variations of bounded convex functions
Optimization and Control
2015-03-18 v2
Abstract
Given a convex set in a real vector space and two points , we investivate which are the possible values for the variation , where is a bounded convex function. We then rewrite the bounds in terms of the Funk weak metric, which will imply that a bounded convex function is Lipschitz-continuous with respect to the Thompson and Hilbert metrics. The bounds are also proved to be optimal. We also exhibit the maximal subdifferential of a bounded convex function at a given point .
Cite
@article{arxiv.1401.2104,
title = {A universal bound on the variations of bounded convex functions},
author = {Joon Kwon},
journal= {arXiv preprint arXiv:1401.2104},
year = {2015}
}