Monotonic Analysis over Cones: I (Q4822669)

The authors discuss the structure of so-called IPH (i.e., increasing and positively homogeneous) functions and extend important results known for convex functions. In detail, let \(X\) be a locally convex space ordered by a solid and convex cone \(K\subset X\). It is shown that IPH functions on \(K\) can be characterized by the classes \({\mathcal L}\) and \(U\) of supremally and infimally generated elementary functions according to \[ l_y(x)= \max\{\lambda\in\mathbb{R}_+\mid\lambda y\leq x\},\quad u_y(x)= \min\{\mu\in \mathbb{R}_+\mid x\leq \mu y\} \] (where \(x,y\in K\)). Setting \(Y:= \{y\in K\mid p(y)= 1\}\) it is pointed out that the function \(p: K\to\mathbb{R}_+\) is IPH if and only if \[ p(x)=\max_{y\in Y}\,l_y(x),\qquad\forall x\in K \] and if and only if \[ p(x)= \min_{y\in Y}\,u_y(x),\qquad\forall x\in K. \] Hence IPH functions can be supremally and infimally generated by subsets of \({\mathcal L}\) and of \({\mathcal U}\), respectively, which means that the class of IPH functions coincides exactly with the class of abstract \({\mathcal L}\)-convex functions and with the class of abstract \(U\)-concave functions. In the further investigations the authors provide duality results regarding the lower and the upper polar functions of \(p\), regarding the \(K\)-support sets from below and from above of \(p\) and regarding the \(K\)-subdifferential and the \(K\)-superdifferential of \(p\).