Differentiability of quasiconvex functions on separable Banach spaces (Q2351739)

In finite dimensions, convex functions have good continuity and differentiability properties: a convex function \(f:\mathbb R^N\to \mathbb R\) is everywhere continuous and a.e.\ differentiable, even twice a.e.\ differentiable, thanks to the famous Alexandrov theorem. If \(X\) is a Banach space, then a convex function \(f:X\to \mathbb R\) is either continuous at every point or discontinuous at every point, so that the differentiability properties should be investigated only for continuous convex functions. \textit{S. Mazur} [Studia Math., Lwów 4, 70-84 (1933; JFM 59.1074.01)] proved that every convex function defined on a separable Banach space \(X\) is Gâteaux differentiable on a residual (hence dense) subset of \(X\). \textit{N. Aronszajn} [Stud. Math. 57, 147--190 (1976; Zbl 0342.46034)] showed that this holds a.e., i.e., excepting a kind of null measure set, called nowadays Aronszajn null. The residual Fréchet differentiability of continuous convex functions defined on Banach spaces with separable dual was proved by \textit{E. Asplund} [Acta Math. 121, 31--47 (1968; Zbl 0162.17501)]. A good presentation of these notions and results can be found in the book by \textit{Y. Benyamini} and \textit{J. Lindenstrauss} [Geometric nonlinear functional analysis. Volume 1. Providence, RI: American Mathematical Society (AMS) (2000; Zbl 0946.46002)]. Continuity and differentiability properties of quasi-convex functions on \(\mathbb R^N\), i.e., functions satisfying \(f((1-\alpha)x+\alpha y)\leq \max\{f(x),f(y)\}\) for all \(x,y\in X\) and \(\alpha\in[0,1]\), were investigated by J.-P. Crouzeix in his thesis from 1977 and in a series of papers (some in cooperation) following it. These functions have weaker continuity properties and, in the case of continuity, the local Lipschitz property (which is essential in the study of differentiability of convex functions) is not available. In a previous paper [J. Convex Anal. 20, No. 3, 701--721 (2013; Zbl 1278.26017)], the author considered the continuity properties of quasi-convex functions defined on topological vector spaces. The present paper is concerned with differentiability properties of quasi-convex functions defined on separable Banach spaces. He tries to obtain analogues of the above differentiability results for convex functions. He works with the class of densely continuous quasi-convex functions \(f:X\to \mathbb R\), meaning the continuity of \(f\) at each point of a dense subset of \(X\). He considers the level sets \(F_\alpha=\{x\in X : f(x)<\alpha\}\) and \(F'_\alpha=\{x\in X : f(x)\leq\alpha\}\), for \(\alpha\in\mathbb R\cup \{-\infty\}\), and the so-called topological essential infimum, \(m(f):=\sup\{\alpha\in\mathbb R : F_\alpha \) is of first Baire category\(\}\in [-\infty,\infty) \). Since the considered functions are real-valued, \(F_{-\infty}=F'_{-\infty}=\emptyset\) and also \(m(f)=\inf\{\alpha\in\mathbb R : F_\alpha \) is of second Baire category\(\}\). The set \(F_{m(f)}\) is of first Baire category, but \(F'_{m(f)}\) is not. As is well known, a function \(f\) is quasi-convex iff all the sets \(F_\alpha\) (resp. \(F'_\alpha\)) are convex. As samples we quote the following results. Let \(X\) be a separable Banach space and \(f:X\to\mathbb R\) be quasi-convex and densely continuous. Then: \(\bullet\) \(f\) is Hadamard differentiable on \(X\setminus F'_{m(f)}\), except at the points of an Aronszajn null set (Theorem 4.2); \(\bullet\) if, in addition, \(X\) is reflexive and \(F_{m(f)}\) is nowhere dense, then \(f\) is Hadamard differentiable on \(X\), except at the points of a Haar null set (Theorem 5.2); \(\bullet\) if, in addition, \(f\) is even, then \(f\) is Gâteaux differentiable on a dense subset of \(X\). If \(X\) is further reflexive, then \(f\) is Gâteaux differentiable on \(X\), except at the points of a Haar null set (Corollary 6.5). The case of ideally quasi-convex functions, i.e., functions \(f:X\to \mathbb R\) such that the level sets \(F_\alpha\) are ideally convex (i.e., convex by series), is also considered. It turns out that an ideally quasi-convex function is quasi-convex and densely continuous.