Convex analysis in groups and semigroups: a sampler

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Abstract: We define convexity canonically in the setting of monoids. We show that many classical results from convex analysis hold for functions defined on such groups and semigroups, rather than only on vector spaces. Some examples and counter-examples are also discussed.


This very nice paper introduces convexity canonically in the setting of monoids: it provides a canonical theory of convexity for additive groups and semigroups. Similarly, convexity for functions on additive groups and semigroups is also introduced. Having these concepts at hand, the authors reconstruct any classical results from the theory of convex functions such as Hahn-Banach type theorems, Fenchel duality, certain constrained optimization results, and more. Moreover, the interpolation of subadditive and convex function is also studied: given two functions \(f\) and \(g\) with \(g \leq f\) and \(f\), and \(-g\) are convex (on semigroups which are semidivisible), it is shown the existence of an affine function \(a\) such that \(g\leq a\leq f\). At the end, optimization problems over groups are discussed as well.



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