Skip to main content
7 of 7
Name of "this question" and "this paper"; capitalise title; typo
LSpice
  • 12.9k
  • 4
  • 45
  • 69

Convergence of the infima of convex functions on $\mathbb{R}^m$

Any thoughts on proving the following statement, which is a generalization of the result in convergence of the infima of convex functions from domain $\mathbb{R}$ to $\mathbb{R}^m$ and also Theorem 1 from Pinelis - A Necessary and Sufficient Condition on the Stability of the Infimum of Convex Functions?

Suppose $f_n: \mathbb{R}^m \rightarrow (-\infty, \infty]$ is a sequence of convex functions that converges pointwise to a convex function $f: \mathbb{R}^m \rightarrow (-\infty, \infty]$ that is not monotonic in every coordinate of $\mathbb{R}^m$, then $\inf_{x \in\mathbb{R}^m} f_n(x)$ converges to $\inf_{x\in\mathbb{R}^m} f(x)$.