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For questions involving the concept of convexity
1
vote
Local strong convexity of a strictly convex function
While this is "locally strongly convex" away from $x=0$, its "local modulus of strong convexity" decreases to zero for $x\to 0$. …
5
votes
Quantitative stability: Hausdorff distance between subdifferentials
I doubt that there is a simple bound without some other restriction. Consider $f(x) = C|x|$, i.e. $\partial f(0) = [-C,C]$. Then there is a convex $g$ with $\|f-g\|_\infty\leq\epsilon$ but $g\equiv 0$ …
1
vote
0
answers
195
views
Lower semicontinuity of Bregman distances/divergences
For a Banach space $X$ and a convex functional $J:X \to [0,\infty]$ (i.e. with values in the extended reals), consider the associated Bregman distance: For $x,y\in X$ and $\xi\in\partial J(y)$:
\begin …
1
vote
Accepted
Any example of a multi-valued monotone maximal operator without subdifferential?
My prime example of such an operator comes from saddle point problems of the form
$$
\min_x\max_y F(x) + \langle Kx,y\rangle - G(y)
$$
with $F,G$ being two proper, convex, lower-semicontinuous functio …
3
votes
1
answer
546
views
Directional derivates and unique subgradients
I have a question about the fine structure of convex functions. Convex functions behave very regular in the interior of their domain of definition (e.g. they are locally Lipschitz continuous there) bu …
1
vote
Given the following two assumptions, How to conclude $\lim_{k \rightarrow \infty}|\nabla g_r...
Note that the conclusion is that the gradient of $g_r$ converges to zero, not $g_r$ itself!
The first inequality and the fact that $r>0$ imply
$$\ g_r(M(y^k)) - g_r(y^k) > r|\nabla g_r(y^k)|^2 \geq 0 …
8
votes
Some questions about Invexity
I second Czenek's recommendation. Moreover, it could be helpful to know this cute little characterization of invexity (due to Craven and Grower, see also here):
Theorem: A differentiable function $f$ …