The converse characterization of convex Lipschitzian functions

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Let XX be the domain of a Lipschitzian function F:X→RF:X\to\mathbb{R}, and let ∇F(x)\nabla F(\boldsymbol{x}) denote the set of subgradients of FF at x\boldsymbol{x}. For x,y∈X\boldsymbol{x},\boldsymbol{y}\in X and 0≤t≤10\leq t\leq 1, assume that ∇F(x)∩∇F(y)≠∅\nabla F(\boldsymbol{x})\cap\nabla F(\boldsymbol{y})\neq\varnothing. Convexity characterization. The function FF is convex if and only if

∇F(x)∩∇F(y)=∇F(tx+(1−t)y).\nabla F(\boldsymbol{x})\cap\nabla F(\boldsymbol{y})=\nabla F(t\boldsymbol{x}+(1-t)\boldsymbol{y}).

This is proposed as the converse of the preceding convexity property for subgradient sets; the supplied text does not state whether the characterization has been proved or remains open.

References

Primary source

Jürgen Jost and Dong Zhang, “Discrete-to-Continuous Extensions: piecewise multilinear extension, min-max theory and spectral theory”, arXiv:2106.04116 (2021).

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