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A convex function has a subgradient at every interior point of its domain
Statement
Assume the Axiom of Choice (The Axiom of Choice) and the Axiom of Countable Choice (The Axiom of Countable Choice ()). Let be convex and let be convex. Then is nonempty for every .
Facts & Assumptions
Given: Fix and assume the choice principles in the Statement (Interior, closure, boundary, limit point, isolated point and dense subset of a metric space). The restriction of to the open convex set is continuous by A convex function on an open convex set is continuous, and subgradients have the convention of Subgradients and the subdifferential of a convex function, The epigraph and hypograph of a real-valued function.
AC and supply the choice functions asserted in The Axiom of Choice and The Axiom of Countable Choice ().
The function is convex if and only if its epigraph is a convex subset of (A function is convex exactly when its epigraph is convex).
At every boundary point of a nonempty convex set there is a nonzero supporting normal whose inner product with every displacement into the set is nonpositive (Every boundary point belonging to a nonempty Euclidean convex set has a supporting hyperplane).
Proof
Choose a closed ball centred at and contained in . The restricted epigraph is closed by continuity and convex by [L1]. The point is on its boundary, so [A1] licenses the hypotheses of [L2], which gives a supporting normal . Since the epigraph contains every upward vertical ray, ; if , the ball contains small displacements from in both directions and forces , impossible. Thus , and rescaling to gives on .
Let . Choose so that . The local inequality from step 1.1 gives , while convexity gives . Combining and dividing by yields . Thus .
Depends on
- A function is convex exactly when its epigraph is convex
- A convex function on an open convex set is continuous
- Every boundary point belonging to a nonempty Euclidean convex set has a supporting hyperplane
- Subgradients and the subdifferential of a convex function
- The epigraph and hypograph of a real-valued function
- Interior, closure, boundary, limit point, isolated point and dense subset of a metric space
- The Axiom of Choice
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
Used by
Dependency tree · two levels
28 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- D. Bertsekas, MIT 6.253 Convex Analysis and Optimization, Lectures 7 and 12 (standard reference, not scraped)
- D. Drusvyatskiy, Convex Analysis and Nonsmooth Optimization, Theorem 3.36 (standard reference, not scraped)