Optimal Lipschitzian selection operator in quasi-convex optimization
Given a bounded real function f defined on a closed bounded real interval I, the problem is to find a quasi-convex function f' which minimizes the supremum of \(| f(s)-f'(s)|\) for all s in I, over the class of all quasi-convex functions f' on I. Such a nearest function f' is not unique in general. For each f, is it possible to select a nearest f' so that the selection operator \(f\to f'\) satisfies a Lipschitz condition with some constant C? If so, does there exist an operator for which C is minimum? It is shown that there exists a maximal nearest function \(\bar f\) so that the operator \(f\to f'\) is such an optimal Lipschitzian selection operator with \(C=2\).
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