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Lower-semicontinuous functions.

The Ekelands
principle. Convex functions. The subdierential
of a convex function.
January 11, 2012
1 Preliminaries
Let A be a linear space over a eld of scalars . (In our discussions the eld
will always be the real eld R or the complex eld C. )
DEFINITION 1.1Let A ,= O. A family of sets t 1 [ 1 A =: T(A)
is called a topology (on A) if the following assertions are fullled:
1) O, A t,
2) '
i2I
1
i
t, \(1
i
)
i2I
t,
3) 1
1
1
2
t, \1
1
, 1
2
t.
In this case the pair (A, t) is called the topological space.
An important example of topological space is the metric space.
DEFINITION 1.2. Let A ,= O. The aplication d : A A R
+
is called
metric or distance if
M1) \r, j A : d(r, j) = 0 = r = j,
M2) \r, j A : d(r, j) = d(j, r),
M3) \r, j, . A : d(r, .) _ d(r, j) + d(j, .).
(A, d) is called metric space.
We consider in this now that A is a real linear space and T a non-empty
family of seminorms on A.
For r A, j
1
, ..., j
n
T(: N
?
) and - 0 we dene
\ (r; j
1
, ..., j
n
; -) := j A [ j
i
(j r) < -, \i 1, :.
For every r A we consider the following family of sets
|(r) := \ (r; j
1
, ..., j
n
; -) [ : N
?
, j
1
, ..., j
n
T, - 0.
1
Theorem 1.1 There exists a unique topology t = t
P
on A such that |(r) is a
base of neighbourhoods for every r A. Moreover the aplications (r, j) r+j
and (`, r) `r are continuous from (A A, t t) and respectively from
(RA, t
0
t) into (A, t).
A topology t on a linear space A is called linear if the aplications (r, j)
r + j and (`, r) `r dened in the previous theorem are continuous. A
linear topology on A for which the origin has a fundamental system of convex
neighborhoods is called locally convex, and the space A is called locally convex.
We consider two real linear spaces A and 1, and a bilinear aplication 1 :
A 1 R; we will frequently note 1(r, j) by r, j . For every j 1 we can
consider the aplication j
y
: A R, j
y
(r) := [1(r, j)[ . It is obvious that j
y
is a
seminorm. If we consider T := j
y
[ j 1 , we obtain the locally convex space
(A, T), and we denote its topology with m o(A, 1 ).
This topology is separated if and only if for every
r A0, j 1 : 1(r, j) ,= 0.
In a similary mode we have the topology o(1, A) on 1. o(1, A) is separated
if and only if
\j 1 0, r A : 1(r, j) ,= 0.
Let (A, T) a locally separated convex space and let A
?
be its topological
dual on A. The aplication
, : A A
?
R, r, , := ,(r)
is bilinear. So A and A
?
are dual relative to , .
We will denote by n the topology o(A, A
?
) and we will call it the weak
topology on A. The topology o(A
?
, A) denoted by n
?
, will be called the weak
star topology
2 Lower-semicontinuous functions
We consider (A, d) a metric space. Recall that a function ) : (A, d) R is
continous in r
0
A if and only if:
\` R, ` < )(r
0
), l 1(r
0
), \r l : ` < )(r) (1)
and
\` R, ` )(r
0
), l 1(r
0
), \r l : ` )(r). (2)
These conditions suggests the introduction of semicontinuous functions.
So the function ) : (A, d) R is lower-semicontinuous at r
0
(l.s.c.) if the
condition (1) holds, and also the function ) is upper-semicontinuous at r
0
if
condition (2) is satised.
2
It is easy to see that ) is upper-semicontinuous.at r
0
if and only if ) is
lower-semicontinuous at r
0
.
A function which is lower-semicontinuous at each point of A is called lower-
semicontinuous on A.
Let us denote by t
l
, the topology on R dened by the following basis of open
sets
t
l
= ]a, +[; a [, +[ ' O, R.
It is readily seen that the function ) : A R is lower-semicontinuous(l.s.c.) at
r
0
if and only if ) : A

R, t
l

is continous at r
0
. The topology t
l
is called
the lower-topology of R. The upper-semicontinuity is similarly dened.
Since a function ) is upper-semicontinuous if and only if ) is lower-semicontinuous,
the following considerations will be restricted to the basic properties of lower-
semicontinuous functions.
Given a function ) : A R, we denote by dom) the set
dom) := r A [ )(r) < +.
Such a set dom) is called the eective domain of ).
The function ) is called proper if dom) ,= O and )(r) , for all r A.
Let ) : A R be any extended real-valued function on A. The set
epi ) := (r, t) A R [)(r) _ t
is called the epigraph of ). The sets
:i

) := r A [ )(r) _ `, \` R
are called the level sets for all ` R.
Theorem 2.1 Let A be a topological space and let ) : A R be any extended
real-valued function on A. Then the following conditions are equivalent:
(i) ) is lower-semicontinuous on A;
(ii) the level sets r A; )(r) _ `, ` R, are closed;
(iii) the epigraph of the function ) is closed in A R;
(i) r A [ )(r) ` t for any ` R.
Proof. (i) = (ii). If ` R and r , :i

) then )(r) `. Since ) is l.s.c. at


r, there exists l 1(r) such that )(j) ` for every j l. We observe that
l :i

) = O, obviously r , :i

), so :i

) is closed.
(ii) = (iii). Let (r, t) (A R) epi ); so )(r) t. There exists ` R
such that )(r) ` t. Then r , :i

), and so exists l 1(r) such that


l :i

) = O. Therefore l] , `] epi ) = O. Because l] , `] 1(r, t)


it follows that (r, t) , epi ), so epi ) is a closed set.
(iii) = (i). Let r A and t R such that )(r) t. Then (r, t) , epi ) and
so exists l 1(r) and - 0 such that (l]t -, t + -[) epi ) = O. It results
that for every j l, (j, t) , epi ), this implies )(r) t. Therefore ) is l.s.c.
for every r A, so ) is lower-semicontinuous.
3
(ii) = (i) because r A [ )(r) ` = A:i

) for ` R.
Given any nonempty subset of A, the function 1
A
on A, dened for
all r A by
1
A
(r) :=

0 if r
+ if r A.
is called the indicator function of .
We observe that dom1
A
= and epi 1
A
= [0, [. We also observe that
1
A
is l.s.c. if and only if is closed.
The remark that for a function ) : A R, )(r) = inft [ (r, t) epi ),
for every r A(with the convention that inf O = +), sugests the following
construction.
Let A R be a set dened as the epigraph, this means that (r, t
2
)
if (r, t
1
) and t
1
_ t
2
_ . For such a set we consider the function
,
A
: A R, ,
A
(r) := inft [ (r, t) .
It is obvious that dom,
A
= Pr
X
() . We observe that if (A, t) is a topological
space and A R dened like the epigraph then
epi ,
A
.
So, if is closed, ,
A
is lower-semicontinuous. The function ) := ,
epi f
is called
the l.s.c envelope or the l.s.c closure of ) : A R.
DEFINITION 1.1 The function ) : (A, t) R is called lower-semicontinuous(upper-
semicontinuous) at r
0
if
)(r
0
) = lim
x!x0
inf )(r), ()(r
0
) = lim
x!x0
sup)(r)).
We recall that
lim
x!x0
inf )(r) = sup
V 2V(x0)
inf
x2V
)(r)
and
lim
x!x0
sup)(r) = inf
V 2V(x0)
sup
x2V
)(r)
where 1(r
0
) is a base of neighbourhoods of r
0
in A.
The following result takes place.
Theorem 2.2 Let ), q : (A, t) R and r A. Then:
(i) epi ) = epi ), and so ) _ );
(ii) ) = supq : A R [ q _ ), q l.s.c.;
(iii) )(r) = lim
y!x
inf )(j);
(i) )(r) = )(r) = ) is l.s.c. at r = )(r) = lim
y!x
inf )(j).
Let (A, t) be a topological space. We say that the sequence (r
n
)
n2N
A is
convergent if
r A, \\ 1(r), :
V
N, \: N, : _ :
V
: r
n
\.
4
Theorem 2.3 (Weierstrass). Let (A, t) a compact topological space and ) :
A R a lower-semicontinuous function. Then there exists r A such that
)(r) _ )(r) for every r A. In addition if ) is a proper function then ) is
lower-bounded and it reaches its minimum.
DEFINITION 1.3. Let (A, d) be a metric space. The sequence (r
n
)
n2N
is said to be fundamental or Cauchy if
\- 0, :
"
N, \:, : _ :
"
: d(r
n
, r
m
) < -.
We recall that a sequence (r
n
k
)
k2N
, with (:
k
)
k2N
a ascending sequence, is called
the subsequence of the sequence (r
n
).
Theorem 2.4 Let (r
n
) (A, d) be a fundamental sequence. If (r
n
) has a
subsequence convergent at r A then r
n
r.
The metric space (A, d) is complete if every fundamental sequence is con-
vergent. Sometimes it is useful the next characterization of complete metric
spaces.
Theorem 2.5 Let (A, d) be a metric space. Then the two following conditions
are equivalent:
(i) (A, d) is a complete metric space,
(ii) \(r
n
) A such that
P
n0
d(r
n
, r
n+1
) < : (r
n
) is convergent.
An interesting result is the following.
Theorem 2.6 (Baire). Let (A, d) be a complete metric space and (1
n
) a se-
quence of open and dense sets on A. Then
n2N
1
n
is dense in A.
A consequence of this theorem is the following result.
Theorem 2.7 (Baire). Let (A, d) be a complete metric space and let (1
n
) be
a sequence of closed sets from A. If A = '
n2N
1
n
then there exists :
0
N such
that int 1
n0
,= O.
Another theorem, established recently, with various and important aplica-
tions, is "the variational principle of Ekeland".
Theorem 2.8 (Ekeland). Let (A, d) be a complete metric space and ) : A R
a proper function, lower-semicontinuous and lower-bounded. Then for every
r
0
dom) and - 0 there exists r
"
A such that
)(r
"
) _ )(r
0
) -d(r
0
, r
"
),
and
)(r
"
) < )(r) + -d(r
"
, r), \r Ar
"
.
5
Proof. Suppose that r
0
dom) and - 0. Then for every r A we consider
the set 1(r) := j A [ )(j) + -d(r, j) _ )(r). We have that r 1(r)
dom) for every r dom) and 1(r) = A for r A dom). We also observe
that for j 1(r), 1(j) 1(r). The relation is obvious for r , dom). So let
r dom), j 1(r) and . 1(j). Then we have
)(j) + -d(r, j) _ )(r), )(.) + -d(j, .) _ )(j),
As we know d(r, .) _ d(r, j) + d(j, .), \r, j, . A, this follows that )(.) +
-d(r, .) _ )(r), so . 1(r).
For every r A we consider
q(r) := inf)(j) [ j 1(r) R
(because ) lower bounded). We obtain for r dom) and j 1(r) that
-d(r, j) _ )(r) )(j) _ )(r) q(r). (3)
We build a sequence (r
n
)
n0
in the following way: exists r
1
1(r
0
) such that
)(r
1
) < q(r
0
) + 2
1
; by using the recurrence with r
n
known, exists r
n+1

1(r
n
) such that )(r
n+1
) < q(r
n
) +2
n1
. Since r
n+1
1(r
n
) and 1(r
n+1
)
1(r
n
) we have that q(r
n+1
) q(r
n
). From (3) it follows that
-d(r
n
, r
n+1
) _ )(r
n
) q(r
n
) _ )(r) q(r
n1
) < 2
n
.
Therefore
P
n0
d(r
n
, r
n+1
) is convergent, and using Theorem 4, there exists r
"

A such that r
n
r
"
. Since r
n
1(r
m
) for all : _ :, we have that )(r
n
) _
)(r
m
) -d(r
m
, r
n
). As we know ) is l.s.c. at r
"
, by passing to the limit, we
obtain that r
"
1(r
m
), and so 1(r
"
) 1(r
m
) for every : N. In particular
r
"
1(r
0
), this means that r
"
satises the rst relation from the conclusion.
Let e r 1(r
"
), we have that for all : N, e r 1(r
n
). By using (3) we have
that
-d(r
n
, e r) _ )(r
n
) )(e r) _ )(r
n
) q(r
n
) _ )(r
n
) q(r
n1
) < 2
n
,
this follows that d(r
"
, e r) = 0, so r
"
= e r. Therefore 1(r
"
) = r
"
, so the second
conclusion of the theorem is satised.
3 Convex functions
DEFINITION 2.1 A subset of the linear space A is said to be convex if
whenever it contains r
1
and r
2
it also contains `
1
r
1
+ `
2
r
2
, where `
1
_ 0,
`
2
_ 0 and `
1
+ `
2
= 1
DEFINITION 2.2.The function ) : A R is called convex if the inequal-
ity
)(`r + (1 `)j) _ `)(r) + (1 `))(j) (4)
6
holds for every ` [0, 1] and all r, j A such that the right-hand side is well
dened.
The function is called strictly convex if an inequality strictly holds in in-
equality (4) for every ` ]0, 1[ and for all pairs of distinct point r, j A with
)(r) < and )(j) < .
The function q : A R is said to be (strictly) concave if the function q is
(strictly) convex.
Proposition 3.1 Let ) : A R. Then the following conditions are equivalent:
(i) ) is convex;
(ii) ,
x;y
: R R, ,
x;y
(t) := )((1 t)r + tj), is a convexfunction for all
r, j A;
(iii) dom) is a convex set and
)(`r + (1 `)j) _ `)(r) + (1 `))(j) \r, j dom), \` ]0, 1[;
(i) \: N
?
, \`
1
, ..., `
n
]0, 1[, `
1
+ ... + `
n
= 1, \r
1
, ..., r
n
A :
)(`
1
r
1
+ ... + `
n
r
n
) _ `
1
)(r
1
) + ... + `
n
)(r
n
); (5)
() epi ) is a convex subset of A R.
Proof. The following implications are obvious: (i) = (ii), (ii) = (i), (i) =
(iii), (iii) = (i) and (i) = (i).
(i) = () Let (r
1
, t
1
), (r
2
, t
2
) epi ) and ` ]0, 1[. Then r
1
, r
2
dom),
)(r
1
) _ t
1
and )(r
2
) _ t
2
. Supposing ) is convex, from the inequality (4) it
follows that
)(`r
1
+ (1 `)r
2
) _ `)(r
1
) + (1 `))(r
2
) _ `t
1
+ (1 `)t
2
,
and so `(r
1
, t
1
) + (1 `)(r
2
, t
2
) epi ). This proves that epi ) is a convex set
of A R.
() = (i) Let / N
?
, `
1
, ..., `
k
]0, 1[ such that
k
P
i=1
`
i
= 1, and r
1
, ..., r
k

A. If there exists i such that )(r
i
) = then, obviously, (5) is satisfyied. If
)(r
i
) R for every i 1, / then (r
i
, )(r
i
)) epi ), \i, and since the epigraph
of ) is convex, we have
k
P
i=1
`
i
(r
i
, )(r
i
)) epi ), so (5) holds.
Finally, supposing that )(r
i
) < , \i 1, / and supposing that there exists
i
0
with )(r
i0
) = ; by taking t
i
R such that (r
i
, t
i
) epi ), for i ,= i
0
, and
as we know (r
i0
, :) epi )
i0
, \: N, we have
)(`
1
r
1
+...+`
k
r
k
) _ `
1
t
1
+...+`
i01
t
i01
+`
i0
(:)+`
i0+1
t
i0+1
+...+`
k
t
k
\: N.
Letting : in the upper inequality, it follows that
)(
k
X
i=1
`
i
r
i
) = ,
7
and so (5) takes place.
Another consequence of the convexity of ) : A R is the convexity of the
level sets
r A [ )(r) _ `(= :i

)) where ` R.
A function ) with the property that :i

) is convex for all ` R is called


quasi-convex.
So ) : A R is quasi-convex if and only if
\r, j A, \` [0, 1] : )((1 `)r + `j) _ max)(r), )(j).
An important example of convex function is the indicator function.
1
A
(r) :=

0 if r
+ if r A.
Proposition 3.2 The subset of A is convex if and only if its indicator func-
tion 1
A
is convex.
Theorem 3.3 Let ) : A R be a convex function. If there exists r
0
A such
that )(r
0
) = , then )(r) = , for every r raint )(dom)).
Proof. Let r raint )(dom)). If r
0
dom), there exists j 0 such that
j(r
0
r) dom) r,so (1 + j)r jr
0
dom). Taking ` :=
1
+1
]0, 1[,
r = (1 `)r
0
+ `j, and then
)(r) _ (1 `))(r
0
) + `)(j) = .
We say that ) : A R is a sublinear functional if
1) )(`r) = `)(r), \r A and \` ]0, [,
2) )(r + j) _ )(r) + )(j), \r, j A
3) )(0) = 0.
It is easy to see that every sublinear functional is a convex function. The
previous theorem shows us that if ) is sublinear and 0 raint )(dom)), then )
is a proper function.
3.1 Lower-semicontinuous convex functions
Theorem 3.4 Let ) : A R. Then the following conditions are equivalent:
(i) ) is convex and lower-semicontinous;
(ii) epi ) is a convex and closed set.
Theorem 3.5 Let ) : A R be a proper function satisfying the following
conditions:
1) )(0) = 0,
2) )(`r) = `)(r), for every r A, ` ]0, [,
3) ) is quasi-convex,
4) ) is l.s.c. in every r dom).
Supposing a) )(r) _ 0 \r A or /) dom) r A [ )(r) 0. Then )
is sublinear, and so convex.
8
Remark 3.6 Let ) : A R a quasi-convex function, lower-semicontinuous,proper
and positive homogenous. We consider the functions )
1
:= max), 0 and
)
2
:= ) + 1
A
, where := r A [ )(r) < 0. Then )
1
and )
2
are sublin-
ear(if ,= O).
Remark 3.7 Let ) : A R a quasi-convex, l.s.c, proper and a positively
homogeneous function. If ) is increased on a neighborhood of origin or A is
nite dimensional then )
1
:= max), 0 is a sublinear functional.
A similar result established in Theorem 2.3 is the following.
Theorem 3.8 Let ) : A R a convex and lower-semicontinuous function. If
there exists r
0
A such that )(r
0
) = then )(r) = for every r dom).
Proof. If we suppose that exists r
0
dom) such that )(r) := t R. Then
(r, t) epi ) and (r
0
, t :) epi ) for every : N. It follows that
1
:
(r
0
, t :) + (1
1
:
)(r, t) =

1
:
r
0
+
: 1
:
r, t 1

epi ), \: N
?
,
and so (r, t 1) epi ) = epi ), therefore )(r) _ )(r) 1, which is absurd. So
the proof is complete.
Proposition 3.9 Let ) : A R be an convex and lower-semicontinous func-
tion. Assume that there exists r
0
A such that )(r
0
) = . Then ) is
nowhere nite on A.
Proof. If there was a j
0
A such that < )(j
0
) < + then the convexity
of ) would imply that
)(`r
0
+ (1 `)j
0
) = , for each ` ]0, 1].
Inasmuch as ) is lower-semicontinous, letting ` approach to zero, )(j
0
) =
would hold which contradicts the assumption. The proof is now complete.
Let ) : A R be any convex function on A. The closure of the func-
tion ), denoted by cl ), is by denition the lower-semicontinous hull of ), i.e.,
cl )(r) = lim
y!x
inf )(j) for all r A if lim
y!x
0
inf )(j) for every r
0
A or
cl )(r) = for all r A if lim
y!x
0
inf )(j) = for some r
0
A. The convex
function ) is said to be closed if cl ) = ). Particulary, a proper convex function
is closed if and only if it is lower-semicontinous.
For every proper closed convex function one has
(cl ))(r) = lim
y!x
inf )(j), \r A.
As a consequence of the upper equality one obtains
epi(cl )) = epi).
9
Theorem 3.10 Let ) : A R a convex function. Supposing that )(r
0
) R
and
j 0, ' _ 0, \r 1(r
0
, j) : )(r) _ )(r
0
) + '.
Then ) is a proper function and
\j
0
]0, j[, \r, j 1(r
0
, j
0
) : [)(r) )(j)[ _
'
j

j + j
0
j j
0
|r j| .
In particulary ) is continuous on 1(r
0
, j).
The conclusion of the previous theorem shows that ) is Lipschitz on a neigh-
borhood of r
0
. We say that the proper function ) : A R is locally Lipschitz
on a set dom) if for every r exists \ 1(r) such that \ dom)
and ) is Lipschitz on \.
Theorem 3.11 Let ) : A R a proper and convex function. If ) is upper-
bounded on a neighborhood of a point from dom) then ) is locally Lipschitz on
i:t(dom))(,= O) and so continuous on i:t(dom)).
Proof. Supposing that there exists ' R, r
0
A and \ 1(0) such that
\r r
0
+ \ : )(r) _ '.
It is obvious that r
0
i:t(dom)). Let r i:t(dom)), then there exists
j dom) and ` ]0, 1[ such that r = `r
0
+ (1 `)j. Let r r + `\, so there
exists \ such that r = r + ` = `(r
0
+ ) + (1 `)j. Therefore
)(r) _ `)(r
0
+ ) + (1 `))(j) _ '
0
:= `' + (1 `))(j), \r r + l
where l := `\ 1(0). If we use the previous theorem we obtain that )
is Lipschitz on a neighborhood of r, and so ) is continuous on r. And since
r i:t(dom)) is arbitrary, then the conclusion of the theorem takes place.
3.2 Conjugate functions
Let A be a linear normed space over a real eld and let A
?
be its conjugate
space. Consider any function ) : A R. The function )
?
: A
?
R dened by
)
?
(r
?
) = supr, r
?
)(r); r A, \r
?
A
?
is called the conjugate function of ).
Let us observe that if there exists r
0
A such that )(r
0
) = then
)
?
(r
?
) = for all r
?
A
?
, and if )(r) = for every r then )
?
(r
?
) =
, \r
?
A
?
. In case if ) is a proper function we have
)
?
(r
?
) = supr, r
?
)(r) [ r dom).
The conjugate function of / : A
?
R is dened in a similary mode:
/ : A R, /
?
(r) := supr, r
?
/(r
?
) [ r
?
A
?
.
10
Theorem 3.12 Let ), q : A R, / : 1 R, / : A
?
R and a linear and
continouous operator from A to 1 ( /(A, 1 )).
(i) )
?
is convex and n
?
-l.s.c, and /
?
is convex and (n) l.s.c;
(ii) )(r) + )
?
(r
?
) _ r, r
?
, \r A, \r A
?
(Young-Fenchel inequality);
(iii) ) _ q = q
?
_ )
?
;
(i) )
?
= )
?
= co:
11

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