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20 votes
3 answers
2k views

Convergence of convex functions

I can prove the following result. Theorem 1. Let $f_n:\mathbb{R}^n\to \mathbb{R}$ be a sequence of convex functions that converges almost everywhere to a function $f:\mathbb{R}^n\to\mathbb{R}$. Then …
Piotr Hajlasz's user avatar
15 votes
1 answer
1k views

Second order differentiability of convex functions

Let $f:\mathbb{R}^n\to\mathbb{R}$ be a convex function. Then $f$ is locally Lipschitz and hence differentiable a.e. (Rademacher). Let $E\subset\mathbb{R}^n$ be the set of points where $f$ is different …
Piotr Hajlasz's user avatar
13 votes
2 answers
704 views

Regularity of convex sets in $\mathbb{R}^n$

The following result is Proposition 2.4.3 in [1]: Theorem. Let $K\subset\mathbb{R}^n$ be a bounded convex set with the non-empty interior. Then $\partial K\in C^{1,1}$ if and only if there is $r>0$ s …
Piotr Hajlasz's user avatar
13 votes
1 answer
1k views

Aleksandrov's proof of the second order differentiability of convex functions

Aleksandrov [A], proved a remarkable property of convex functions. Theorem. If $f:\mathbb{R}^n\to\mathbb{R}$ is convex, then for almost every $x\in\mathbb{R}^n$ there is $Df(x)\in\mathbb{R}^n$ and …
Piotr Hajlasz's user avatar
10 votes
4 answers
3k views

Convexity and Lipschitz continuity

It is probably an easy question, but somehow I am stuck. Question Is the following statement true? If yes, how to prove it? Suppose that $f\in C^1(\mathbb{R}^n)$ is convex and $$ \langle\nabla f(x)-\ …
Piotr Hajlasz's user avatar
8 votes
0 answers
448 views

Are there any characterizations of $C^2$ convex functions?

There are several characterizations of convex functions with the Lipschitz continuous gradient. If we already know that the function is of class $C^1$, then we have the following equivalent conditions …
Piotr Hajlasz's user avatar
5 votes
2 answers
1k views

Distance to a closed set. Is this result known?

Given a closed set $\varnothing\neq E\subset\mathbb{R}^n$, let $\operatorname{Unp}(E)$ be the set if points $x\in\mathbb{R}^n$ for which there is a unique point $y\in E$ nearest to $x$. Clearly $E\sub …
Piotr Hajlasz's user avatar