Minimal convex majorants of functions and Demyanov--Rubinov super(sub)differentials

Valentin V. Gorokhovik

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arXiv · 1801.01282

Minimal convex majorants of functions and Demyanov--Rubinov super(sub)differentials

Valentin V. Gorokhovik

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Abstract

The primary goal of the paper is to establish characteristic properties of (extended) real-valued functions defined on normed vector spaces that admit the representation as the lower envelope of their minimal (with respect to pointwise ordering) convex majorants. The results presented in the paper generalize and extend the well-known Demyanov-Rubinov characterization of upper semicontinuous positively homogeneous functions as the lower envelope of exhaustive families of continuous sublinear functions to more larger classes of (not necessarily positively homogeneous) functions defined on arbitrary normed spaces. As applications of the above results, we introduce, for nonsmooth functions, a new notion of the Demyanov-Rubinov subdifferential at a given point, and show that it generalizes a number of known notions of subdifferentiability, in particular, the Fenchel-Moreau subdifferential of convex functions and the Dini-Hadamard (directional) subdifferential of directionally differentiable functions. Some applications of Demyanov-Rubinov subdifferentials to extremal problems are considered.

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Valentin V. Gorokhovik. 2018-01-04. Minimal convex majorants of functions and Demyanov--Rubinov super(sub)differentials. https://arxiv.org/abs/1801.01282

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