Uniform prox-regularity of functions and epigraphs in Hilbert spaces
The authors present characterizations of prox-regular and uniformly prox-regular functions on Hilbert spaces by means of their epigraphs. In the first main theorem it is shown that under sufficient conditions a lower semicontinuous function \(f\) is prox-regular at a point \(\overline x\in\text{dom\,}f\) for \(\overline v\in\partial f(\overline x)\) if and only if its epigraph \(\text{epi\,}f\) is prox-regular at \((\overline x, f(\overline x))\) for \((\overline v, -1)\in N(\text{epi\,}f, (\overline x,f(\overline x))\). Here, \(\partial f(\overline x)\) means the limiting subdifferential of \(f\) at \(\overline x\) and \(N(\text{epi\,}f,(\overline x,f(\overline x))\) means the proximal normal cone to the set \(\text{epi\,}f\) at \((\overline x,f(\overline x))\). The second main theorem characterizes lower semicontinuous functions which are prox-regular and uniformly prox-regular on some neighborhood of a point \(\overline x\) (for all associated subgradients.) It is shown that if \(f\) is uniformly prox-regular on some neighborhood of \(\overline x\) then \(\text{epi\,}f\) is prox-regular at \((\overline x,f(\overline x))\). Conversely, if \(\text{epi\,}f\) is prox-regular at \((\overline x,f(\overline x))\) then \(f\) is prox-regular on some neighborhood of \(\overline x\). It is pointed out that the results can be formulated and proved by a simpler way if \(f\) is assumed to be locally Lipschitz and, especially, for finite dimensional spaces.
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