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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 $x\to 0$. …
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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 $g\equiv 0$ …
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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 …
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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 …
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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 …
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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 …
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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 $f$ …
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