An extension theorem for convex functions of class \(C^{1,1}\) on Hilbert spaces (Q333855)

Let \(\mathbb{H}\) be a real Hilbert space and \(E\subset \mathbb{H}\). For \(f: E\to\mathbb{R}\) and \(G: E\to \mathbb{H}\) one looks for a function \(F: \mathbb{H}\to \mathbb{R}\) of class \(C^{1,1}\) such that \(F=f\) and \(\nabla(F)=G\) on \(E\). A necessary and sufficient condition for the existence of such an extension was found by \textit{E. Le Gruyer} [Geom. Funct. Anal. 19, No. 4, 1101--1118 (2009; Zbl 1196.54035)]. In a recent paper [``Whitney extension theorems for convex functions of the classes \(C^1\) and \(C^{1,\omega}\)'', Preprint, \url{arXiv:1507.03931}], the authors introduced a new condition, called \((CW^{1,1})\), and proved that, provided this condition is satisfied, there exists a convex extension \(F\) in \(C^{1,1}(\mathbb{R}^n)\) such that \(\mathrm{Lip}(\nabla F)\leq c(n)\mathrm{Lip}(G)\), where the constant \(c(n)\) depends only on \(n\), but tends to \(\infty\) as \(n\to \infty\). In the present paper, they extend this result to an arbitrary Hilbert space and improve it by showing that the constant \(c(n)\) can be taken equal to \(1\), that is \(\mathrm{Lip}(\nabla F)=\mathrm{Lip}(G)\). One says that the pair \((f,G)\) of functions (as above) satisfies the condition \((CW^{1,1})\) on \(E\) if there exists \(M>0\) such that \[ f(x)-f(y)-\langle G(y),x-y\rangle\geq M^{-1}\left\|G(x)-G(y)\right\|^2\,, \] for all \(x,y\in E\). It follows that \(G\) is \(M\)-Lipschitz on \(E\) and if \(E\) is open and convex then \(f\) is in \(C^{1,1}(E),\) convex and \(\nabla f=G\) is \(M\)-Lipschitz. The authors also give a counterexample to a related question concerning smooth convex extensions of smooth convex functions with derivatives which are not uniformly continuous.