On the graph convergence of subdifferentials of convex functions

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Publication:4396407





Let \(X\) be any Banach space; for any convex function \(\phi\colon X\to\mathbb R\cup\left\{+\infty\right\}\) define the following subset of \(X\times \mathbb R\times X^*\): \[ \Delta \phi = \left\{ {(x,\phi(x),x^*): x^*\in\partial\phi(x)} \right\} . \] The authors provide a new proof of ``Attouch's theorem: For proper lower semicontinuous convex functions \(f,f_n\colon X\to \mathbb R\cup\left\{+\infty\right\}\), the following are equivalent: (a) The functions \(f_n\) Mosco-converge to \(f\) and the functions \(f_n^*\) Mosco\(^*\)-converge to \(f^*\); (b) The sets \(\Delta f_n\) Painlevé-Kuratowski converge to \(\Delta f\); (c) The graphs of the convex subdifferentials \(\partial f_n\) Painlevé-Kuratowski converge to \(\partial f\) and some \((a,a^*)\in\partial f\) is such that the point \((a,a^*,f(a))\) can be realized as the limit of \((a_n,a_n^*,f(a_n))\) for some sequence \((a_n,a_n^*)\in\partial f_n\). This form of Attouch's theorem appears in [\textit{H. Attouch} and \textit{G. Beer}, Arch. Math. 60, No. 4, 389-400 (1993; Zbl 0778.49018)]. If \(X\) is reflexive, then \(f_n\to f\) (Mosco) if and only if \(f_n^*\to f^*\) (Mosco\(^*\)), so this result reduces to the classical Attouch theorem; outside the reflexive case, this equivalence does not hold, and both parts of statement (a) are essential. Using careful direct analysis involving the Fenchel subdifferential of nonconvex functions and repeated application of the Brondsted-Rockafellar theorem, the authors here present a proof that is comparatively self-contained, and in particular does not rely on Rockafellar's integration theorem (which reconstructs a convex function from its subdifferential by exploiting the cyclic monotonicity of the associated multifunction [see \textit{R. T. Rockafellar}, Pac. J. Math. 33, 209-216 (1970; Zbl 0199.47101)].




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