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arXiv 1101.1972math.FA
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convex-concave functions的通有可微性:刻画

The generic differentiability of convex-concave functions: Characterization

Abbas Moameni

摘要:

由R T建立。Rockafellar,实值凹凸函数是一般可微的。本文证明了:对于定义在开凸集$C \times D,$上的凹凸函数,存在$C$的稠密子集${\cal N}$和$D$的稠密子集${\cal M}$,使得关于第一个变量(分别为1,2,3,4)的偏导数.第二变量)存在于${\cal N} \times D$上(分别$C \times {\cal M}$),因此函数在${\cal N} \times {\cal M}$上是可微分的。这是凹凸函数的一个有趣的性质,它不适用于凸-凸函数。作为一个直接的应用,我们恢复一般的单值单调算子。

英文摘要:

As established by R T. Rockafellar, real valued convex-concave functions are generically differentiable. It this paper we shall show that for a convex-concave function defined on an open convex set $C \times D,$ there exist dense subsets ${\cal N}$ of $C$ and ${\cal M}$ of $D$ such that the partial derivative with respect to the first variable (resp. second variable) exists on ${\cal N} \times D$ (resp. $C \times {\cal M}$) and therefore the function is differentiable on ${\cal N} \times {\cal M}$. This is an interesting property of convex-concave functions and it does not hold for convex-convex functions. As an immediate application we recover the generic single-valuedness of monotone operators.

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