English

Regularly abstract convex functions with respect to the set of Lipschitz continuous concave functions

Optimization and Control 2022-08-03 v1

Abstract

The goal of the paper is to study the particular class of regularly H{\mathcal{H}}-convex functions, when H{\mathcal{H}} is the set LC^(X,R){\mathcal{L}\widehat{C}}(X,{\mathbb{R}}) of real-valued Lipschitz continuous classically concave functions defined on a real normed space XX. For an extended-real-valued function f:XRf:X \mapsto \overline{\mathbb{R}} to be LC^{\mathcal{L}\widehat{C}}-convex it is necessary and sufficient that ff be lower semicontinuous and bounded from below by a Lipschitz continuous function; moreover, each LC^{\mathcal{L}\widehat{C}}-convex function is regularly LC^{\mathcal{L}\widehat{C}}-convex as well. We focus on LC^{\mathcal{L}\widehat{C}}-subdifferentiability of functions at a given point. We prove that the set of points at which an LC^{\mathcal{L}\widehat{C}}-convex function is LC^{\mathcal{L}\widehat{C}}-subdifferentiable is dense in its effective domain. Using the subset LC^θ{\mathcal{L}\widehat{C}}_\theta of the set LC^{\mathcal{L}\widehat{C}} consisting of such Lipschitz continuous concave functions that vanish at the origin we introduce the notions of LC^θ{\mathcal{L}\widehat{C}}_\theta-subgradient and LC^θ{\mathcal{L}\widehat{C}}_\theta-subdifferential of a function at a point which generalize the corresponding notions of the classical convex analysis. Symmetric notions of abstract LCˇ{\mathcal{L}\widecheck{C}}-concavity and LCˇ{\mathcal{L}\widecheck{C}}-superdifferentiability of functions where LCˇ:=LCˇ(X,R){\mathcal{L}\widecheck{C}}:= {\mathcal{L}\widecheck{C}}(X,{\mathbb{R}}) is the set of Lipschitz continuous convex functions are also considered. Some properties and simple calculus rules for LC^θ{\mathcal{L}\widehat{C}}_\theta-subdifferentials as well as LC^θ{\mathcal{L}\widehat{C}}_\theta-subdifferential conditions for global extremum points are established.

Keywords

Cite

@article{arxiv.2208.01541,
  title  = {Regularly abstract convex functions with respect to the set of Lipschitz continuous concave functions},
  author = {Valentin V. Gorokhovik},
  journal= {arXiv preprint arXiv:2208.01541},
  year   = {2022}
}

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18 pages