Under which conditions does small uniform norm imply 'similarity' of subgradients.
Let $mathcal{S}$ be the set of proper convex functions functions from $X$ to $mathbb{R}$, where $X$ is a open and convex subset of $mathbb{R}^{n}$. I was wondering under which conditions on $mathcal{S}$ we have
begin{gather}
forall epsilon>0 exists delta>0 text{ such that for } f,h in mathcal{S} , ||f-h||_{infty} < delta \
Rightarrow underset{ x in X}{sup} underset{ v in partial f(x), w in partial h(x)}{sup}||v-w||_2 <epsilon
end{gather}
Motivation: Intuitively, the fact that $||f-h||_{infty}$ is small, means that the shape of the graphs of the functions are similar and hence also their suporting hyperplanes might be similar. Of course this is just a picture that I have in mind for the 1-dimensional case.
Any help or suggestions for possible references to similar results would be great.
From where the problemm comes: I have a function $F$ that maps convex functions to elements of their subgradient at any given point. I would like to show that if the mapped functions are similar, i.e. $||f-h||_{infty}$ is sufficiently small, then we can say that $||F(h)-F(f)||_{2}$ is small.
functional-analysis convex-analysis
add a comment |
Let $mathcal{S}$ be the set of proper convex functions functions from $X$ to $mathbb{R}$, where $X$ is a open and convex subset of $mathbb{R}^{n}$. I was wondering under which conditions on $mathcal{S}$ we have
begin{gather}
forall epsilon>0 exists delta>0 text{ such that for } f,h in mathcal{S} , ||f-h||_{infty} < delta \
Rightarrow underset{ x in X}{sup} underset{ v in partial f(x), w in partial h(x)}{sup}||v-w||_2 <epsilon
end{gather}
Motivation: Intuitively, the fact that $||f-h||_{infty}$ is small, means that the shape of the graphs of the functions are similar and hence also their suporting hyperplanes might be similar. Of course this is just a picture that I have in mind for the 1-dimensional case.
Any help or suggestions for possible references to similar results would be great.
From where the problemm comes: I have a function $F$ that maps convex functions to elements of their subgradient at any given point. I would like to show that if the mapped functions are similar, i.e. $||f-h||_{infty}$ is sufficiently small, then we can say that $||F(h)-F(f)||_{2}$ is small.
functional-analysis convex-analysis
add a comment |
Let $mathcal{S}$ be the set of proper convex functions functions from $X$ to $mathbb{R}$, where $X$ is a open and convex subset of $mathbb{R}^{n}$. I was wondering under which conditions on $mathcal{S}$ we have
begin{gather}
forall epsilon>0 exists delta>0 text{ such that for } f,h in mathcal{S} , ||f-h||_{infty} < delta \
Rightarrow underset{ x in X}{sup} underset{ v in partial f(x), w in partial h(x)}{sup}||v-w||_2 <epsilon
end{gather}
Motivation: Intuitively, the fact that $||f-h||_{infty}$ is small, means that the shape of the graphs of the functions are similar and hence also their suporting hyperplanes might be similar. Of course this is just a picture that I have in mind for the 1-dimensional case.
Any help or suggestions for possible references to similar results would be great.
From where the problemm comes: I have a function $F$ that maps convex functions to elements of their subgradient at any given point. I would like to show that if the mapped functions are similar, i.e. $||f-h||_{infty}$ is sufficiently small, then we can say that $||F(h)-F(f)||_{2}$ is small.
functional-analysis convex-analysis
Let $mathcal{S}$ be the set of proper convex functions functions from $X$ to $mathbb{R}$, where $X$ is a open and convex subset of $mathbb{R}^{n}$. I was wondering under which conditions on $mathcal{S}$ we have
begin{gather}
forall epsilon>0 exists delta>0 text{ such that for } f,h in mathcal{S} , ||f-h||_{infty} < delta \
Rightarrow underset{ x in X}{sup} underset{ v in partial f(x), w in partial h(x)}{sup}||v-w||_2 <epsilon
end{gather}
Motivation: Intuitively, the fact that $||f-h||_{infty}$ is small, means that the shape of the graphs of the functions are similar and hence also their suporting hyperplanes might be similar. Of course this is just a picture that I have in mind for the 1-dimensional case.
Any help or suggestions for possible references to similar results would be great.
From where the problemm comes: I have a function $F$ that maps convex functions to elements of their subgradient at any given point. I would like to show that if the mapped functions are similar, i.e. $||f-h||_{infty}$ is sufficiently small, then we can say that $||F(h)-F(f)||_{2}$ is small.
functional-analysis convex-analysis
functional-analysis convex-analysis
edited Nov 18 at 16:02
asked Nov 18 at 14:06
sigmatau
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1,7551924
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Assuming any conditions on $S$ if $S$ still contains at least one non-smooth function then your claim does not hold.
Proof: Let $f in S$ such that $f$ is not differentiable at $x_0 in X.$ Hence there exist $v , w in partial f(x_0) $ such that $ v neq w $. Set $ epsilon = | v -w | $
Then observe that for any positive delta , your statement does not holds for two functions $f,~ h$ where $ f = h $ and $v in partial f(x_0) $ and $ w in partial h(x_0) $.
P.S:
But I feel like your claim would be true if you switch the second $sup$ to $inf$.
I found this ( math.stackexchange.com/questions/976913/…). Hence, there exists a notion of convergence of function which guarantees that the subdifferentials converge in some sense, but I have to give it a look.
– sigmatau
Nov 18 at 20:45
are you confident that the result holds if we switch $sup$ with $inf$. Do you have an idea how to prove that?
– sigmatau
Nov 19 at 8:33
1
@sigmatau I'm not 100 % sure about. I just guessed , that's what my intuition tells me. I need to pick up pen I spend time to prove it (or reject it). I suggest you write a separate question for that.
– Red shoes
Nov 19 at 17:17
Already did it today math.stackexchange.com/questions/3004735/… . Thank you for your help. .
– sigmatau
Nov 19 at 17:22
add a comment |
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1 Answer
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votes
Assuming any conditions on $S$ if $S$ still contains at least one non-smooth function then your claim does not hold.
Proof: Let $f in S$ such that $f$ is not differentiable at $x_0 in X.$ Hence there exist $v , w in partial f(x_0) $ such that $ v neq w $. Set $ epsilon = | v -w | $
Then observe that for any positive delta , your statement does not holds for two functions $f,~ h$ where $ f = h $ and $v in partial f(x_0) $ and $ w in partial h(x_0) $.
P.S:
But I feel like your claim would be true if you switch the second $sup$ to $inf$.
I found this ( math.stackexchange.com/questions/976913/…). Hence, there exists a notion of convergence of function which guarantees that the subdifferentials converge in some sense, but I have to give it a look.
– sigmatau
Nov 18 at 20:45
are you confident that the result holds if we switch $sup$ with $inf$. Do you have an idea how to prove that?
– sigmatau
Nov 19 at 8:33
1
@sigmatau I'm not 100 % sure about. I just guessed , that's what my intuition tells me. I need to pick up pen I spend time to prove it (or reject it). I suggest you write a separate question for that.
– Red shoes
Nov 19 at 17:17
Already did it today math.stackexchange.com/questions/3004735/… . Thank you for your help. .
– sigmatau
Nov 19 at 17:22
add a comment |
Assuming any conditions on $S$ if $S$ still contains at least one non-smooth function then your claim does not hold.
Proof: Let $f in S$ such that $f$ is not differentiable at $x_0 in X.$ Hence there exist $v , w in partial f(x_0) $ such that $ v neq w $. Set $ epsilon = | v -w | $
Then observe that for any positive delta , your statement does not holds for two functions $f,~ h$ where $ f = h $ and $v in partial f(x_0) $ and $ w in partial h(x_0) $.
P.S:
But I feel like your claim would be true if you switch the second $sup$ to $inf$.
I found this ( math.stackexchange.com/questions/976913/…). Hence, there exists a notion of convergence of function which guarantees that the subdifferentials converge in some sense, but I have to give it a look.
– sigmatau
Nov 18 at 20:45
are you confident that the result holds if we switch $sup$ with $inf$. Do you have an idea how to prove that?
– sigmatau
Nov 19 at 8:33
1
@sigmatau I'm not 100 % sure about. I just guessed , that's what my intuition tells me. I need to pick up pen I spend time to prove it (or reject it). I suggest you write a separate question for that.
– Red shoes
Nov 19 at 17:17
Already did it today math.stackexchange.com/questions/3004735/… . Thank you for your help. .
– sigmatau
Nov 19 at 17:22
add a comment |
Assuming any conditions on $S$ if $S$ still contains at least one non-smooth function then your claim does not hold.
Proof: Let $f in S$ such that $f$ is not differentiable at $x_0 in X.$ Hence there exist $v , w in partial f(x_0) $ such that $ v neq w $. Set $ epsilon = | v -w | $
Then observe that for any positive delta , your statement does not holds for two functions $f,~ h$ where $ f = h $ and $v in partial f(x_0) $ and $ w in partial h(x_0) $.
P.S:
But I feel like your claim would be true if you switch the second $sup$ to $inf$.
Assuming any conditions on $S$ if $S$ still contains at least one non-smooth function then your claim does not hold.
Proof: Let $f in S$ such that $f$ is not differentiable at $x_0 in X.$ Hence there exist $v , w in partial f(x_0) $ such that $ v neq w $. Set $ epsilon = | v -w | $
Then observe that for any positive delta , your statement does not holds for two functions $f,~ h$ where $ f = h $ and $v in partial f(x_0) $ and $ w in partial h(x_0) $.
P.S:
But I feel like your claim would be true if you switch the second $sup$ to $inf$.
edited Nov 18 at 18:40
answered Nov 18 at 18:29
Red shoes
4,706621
4,706621
I found this ( math.stackexchange.com/questions/976913/…). Hence, there exists a notion of convergence of function which guarantees that the subdifferentials converge in some sense, but I have to give it a look.
– sigmatau
Nov 18 at 20:45
are you confident that the result holds if we switch $sup$ with $inf$. Do you have an idea how to prove that?
– sigmatau
Nov 19 at 8:33
1
@sigmatau I'm not 100 % sure about. I just guessed , that's what my intuition tells me. I need to pick up pen I spend time to prove it (or reject it). I suggest you write a separate question for that.
– Red shoes
Nov 19 at 17:17
Already did it today math.stackexchange.com/questions/3004735/… . Thank you for your help. .
– sigmatau
Nov 19 at 17:22
add a comment |
I found this ( math.stackexchange.com/questions/976913/…). Hence, there exists a notion of convergence of function which guarantees that the subdifferentials converge in some sense, but I have to give it a look.
– sigmatau
Nov 18 at 20:45
are you confident that the result holds if we switch $sup$ with $inf$. Do you have an idea how to prove that?
– sigmatau
Nov 19 at 8:33
1
@sigmatau I'm not 100 % sure about. I just guessed , that's what my intuition tells me. I need to pick up pen I spend time to prove it (or reject it). I suggest you write a separate question for that.
– Red shoes
Nov 19 at 17:17
Already did it today math.stackexchange.com/questions/3004735/… . Thank you for your help. .
– sigmatau
Nov 19 at 17:22
I found this ( math.stackexchange.com/questions/976913/…). Hence, there exists a notion of convergence of function which guarantees that the subdifferentials converge in some sense, but I have to give it a look.
– sigmatau
Nov 18 at 20:45
I found this ( math.stackexchange.com/questions/976913/…). Hence, there exists a notion of convergence of function which guarantees that the subdifferentials converge in some sense, but I have to give it a look.
– sigmatau
Nov 18 at 20:45
are you confident that the result holds if we switch $sup$ with $inf$. Do you have an idea how to prove that?
– sigmatau
Nov 19 at 8:33
are you confident that the result holds if we switch $sup$ with $inf$. Do you have an idea how to prove that?
– sigmatau
Nov 19 at 8:33
1
1
@sigmatau I'm not 100 % sure about. I just guessed , that's what my intuition tells me. I need to pick up pen I spend time to prove it (or reject it). I suggest you write a separate question for that.
– Red shoes
Nov 19 at 17:17
@sigmatau I'm not 100 % sure about. I just guessed , that's what my intuition tells me. I need to pick up pen I spend time to prove it (or reject it). I suggest you write a separate question for that.
– Red shoes
Nov 19 at 17:17
Already did it today math.stackexchange.com/questions/3004735/… . Thank you for your help. .
– sigmatau
Nov 19 at 17:22
Already did it today math.stackexchange.com/questions/3004735/… . Thank you for your help. .
– sigmatau
Nov 19 at 17:22
add a comment |
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