Cyclic hypomonotonicity, cyclic submonotonicity, and integration

A. Daniilidis, P. Georgiev

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Abstract

Rockafellar has shown that the subdifferentials of convex functions are always cyclically monotone operators. Moreover, maximal cyclically monotone operators are necessarily operators of this type, since one can construct explicitly a convex function, which turns out to be unique up to a constant, whose subdifferential gives back the operator. This result is a cornerstone in convex analysis and relates tightly convexity and monotonicity. In this paper, we establish analogous robust results that relate weak convexity notions to corresponding notions of weak monotonicity, provided one deals with locally Lipschitz functions and locally bounded operators. In particular, the subdifferentials of locally Lipschitz functions that are directionally hypomonotone [respectively, directionally submonotone] enjoy also an additional cyclic strengthening of this notion and in fact are maximal under this new property. Moreover, every maximal cyclically hypomonotone [respectively, maximal cyclically submonotone] operator is always the Clarke subdifferential of some directionally weakly convex [respectively, directionally approximately convex] locally Lipschitz function, unique up to a constant, which in finite dimentions is a lower C 2 function [respectively, a lower C 1 function].
Original languageEnglish
Pages (from-to)19-39
JournalJournal of Optimization Theory and Applications
Volume122
Issue number1
DOIs
Publication statusPublished - 1 Jul 2004

Keywords

  • approximately convex functions
  • cyclicity
  • hypomonotone operators
  • integration
  • lower C functions k
  • Submonotone operators
  • weakly convex functions

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