Locally \(C^{1,1}\) convex extensions of \(1\)-jets (Q832433)

Summary: Let \(E\) be an arbitrary subset of \(\mathbb{R}^n\), and let \(f:E\to\mathbb{R},G:E\to\mathbb{R}^n\) be given functions. We provide necessary and sufficient conditions for the existence of a convex function \(F\in C^{1,1}_{\mathrm{loc}}(\mathbb{R}^n)\) such that \(F=f\) and \(\nabla F=G\) on \(E\). We give a useful explicit formula for such an extension \(F\), and a variant of our main result for the class \(C^{1,\omega}_{\mathrm{loc}}\), where \(\omega\) is a modulus of continuity. We also present two applications of these results, concerning how to find \(C^{1,1}_{\mathrm{loc}}\) convex hypersurfaces with prescribed tangent hyperplanes on a given subset of \(\mathbb{R}^n\), and some explicit formulas for (not necessarily convex) \(C^{1,1}_{\mathrm{loc}}\) extensions of \(1\)-jets.