Characterization of the Subdifferentials of Convex Functions

نویسندگان

  • RALPH TYRRELL ROCKAFELLAR
  • R. T. ROCKAFELLAR
چکیده

Each lower semi-continuous proper convex function f on a Banach space E defines a certain multivalued mapping of from E to E* called the subdifferential of f. It is shown here that the mappings arising this way are precisely the ones whose graphs are maximal "cyclically monotone" relations on Ex E*, and that each of these is also a maximal monotone relation. Furthermore, it is proved that of determines f uniquely up to an additive constant. These facts generally fail to hold when E is not a Banach space. The proofs depend on establishing a new result which relates the directional derivatives of f to the existence of approximate subgradients.

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تاریخ انتشار 1965