# Another Proof that Convex Functions are Locally Lipschitz Author(s): A. W. Roberts and D. E.

Varberg Source: The American Mathematical Monthly, Vol. 81, No. 9 (Nov., 1974), pp. 1014-1016 Published by: Mathematical Association of America Stable URL: http://www.jstor.org/stable/2319313 . Accessed: 11/12/2013 12:29
Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at . http://www.jstor.org/page/info/about/policies/terms.jsp

.
JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@jstor.org.

.

Mathematical Association of America is collaborating with JSTOR to digitize, preserve and extend access to The American Mathematical Monthly.

http://www.jstor.org

This content downloaded from 128.59.62.83 on Wed, 11 Dec 2013 12:29:39 PM All use subject to JSTOR Terms and Conditions

V. For N2e(X0) of radius28 on which distinct xl and x2 in N8(xo). -IX3 This content downloaded from 128. LEMMA A.59. By convexity (Jensen's inequality f(x) < X 1 m )if(vi) < 1?<i?m} max f(vi) _ M. A convexfunctionf.A different defined recipeyieldsthe withless workand appliesin muchmoregeneralspaces. Thus. (m=2n). ROBERTS AND D. .(XO). (3) embellish Here are the details. 1 in forconvexfunctions). Since a cube is theconvexhull of itsvertices. that is. 79 (1972). + 2f(y).thatis.say by M.According f is locallybounded. Choose a cubeK in U centered at x0 and with vertices vl. Let f be convexon an open convexset U in Rn. to thelemma. it is Lipschitz on a neighborhood of each point xo of U. [November LIPSCHITZ ARE LOCALLY E. set X3 = X2 + (?/O)(X2 . so f is boundedabove on K. we mayforany x in K findscalarsAi satisfying m x = E 1 iVi Ai >? E~ Ai = 1. 1121-1124]. we obtain X2 =- e OC+ e XI + oc OC + 8.62. W. It goes likethis: same result thesize off byshowing(local) boundedness.X1) whereos= || -X and note thatX3is in N2. VARBERG THAT CONVEX FUNCTIONS A. so givenx0. If we solveforx2. is Lipschitzon any compactsubsetof U. ? * f(y) 2f(xo) -M THEOREM A. 11 Dec 2013 12:29:39 PM All use subject to JSTOR Terms and Conditions . VARBERG The Wayne State MathematicsDepartment CoffeeRoom recently brewed the result[thisMONTHLY. f Consequently.Everyconvex following function f on an open convexset in R' is locally Lipschitz.83 on Wed. it is boundedin a neighborhood ofeach pointxo in U. convexity withdesiredgeneralizations. Proof. On theotherhand. (1) control (2) mix boundednesswith to obtaina Lipschitzcondition. Proof. Then f is locally Lipschitz on U. W. ROBERTS AND D.forx in K we maychoose y in K so thatx0 = lx + ly.1014 ANOTHER PROOF A. is locally bounded. E.v2. on an open convex defined set U in Rn. f(xo) < 'f(x) or f(x) ? 2f(xo) andf is also boundedbelow on K. we mayfinda spherical neighborhood f is bounded. vol.

Let f be convexon an open convexset U in a normedlinear space. ***. Finallylet x e Ni and y e Nj be any two distinct choose a segment [w.2.w11= <K1 y1 K whichyieldstheconclusion|f(y) . **. i = 1. tion on an infinite normedlinearspace maybe locallyunbounded.thenf is locally bounded on U.For dimensional thelinearfunctionalf: normed p p'(O) on thespace ofpolynomials example. m. Now let D be a compactsubsetof U. Iff is boundedabove in a neighborhood ofjust one point. ***. as does some finitesubcollectionNl. Km} where Ki is the Lipschitz constant corresponding to pointsof D and Ni. f(X2) ? Then A(X2) .62. < +8[f(X3) eAtX3) -f(XI) I < M and ca= x| -x1 whichcombinedwithIf ? f(X2) - yields f(X1) < (2M/e) X2-X1 1. Let K = max{K1. by p max Ip(x)I A slight fixes additionalcondition has thisproperty.f(x) <f(z) .we supposethatthegivenpointis theorigin Proof. If A = l/p. Nm.x in N} This content downloaded from 128. y] in its interior z E Ni. From theconvexity off on segment [w. 11 Dec 2013 12:29:39 PM All use subject to JSTOR Terms and Conditions . -K f(x) . So does theproof ofTheorem A. everything up.1974] and so by convexity.then V = {v: v = (1-A)x + Az.x | *. For convenience is bounded above and thatf N = N(0). I The definitions Now fortheembellishments.f(w) <f(y) .f(y) <l y-xll 1x.z] containing segment so thatwe Ni and [x. N2.f(X 1) < CLASSROOM NOTES 1015 f(x1) + G . LEMMA B. Since therolesof x1 and x2 can be interchanged. We concludethatfis locallyLipschitzon U. of notation. The collection {N.(xo).K2.(XA) . Let y be by M on a spherical neighborhood = anyother pointof U and choose p > 1 so thatz py is in U.z]. A convexfuncanydifficulties. of convex.f(x) I < K ||y . onlythelemmaoffers butthey are real.bounded.(xo)} of neighborhoods obtained above covers D. and Lipschitz all extend without modification to an arbitrary normed linearspace. we have l(X2) - f(XI) I < (2M/8) -|X2-X1| thatis.59.f(X3).f is Lipschitzon N.83 on Wed.

thevertices found. is bounded above in a neighborhood Iff ofone pointof U. Moreover. b) # (0. thepolar of U is defined by U0 = {(u. If z = (a.1016 R. H. b) and (a. LOHMAN AND T. We can make a substitute is stillessentially thatof Theorem A.62. MORRISON and linearinequalities. Letf be convexon an open convexset U in a normedlinear space. [1.MACALESTER COLLEGE. and theproofof the resulting dimensional spaces. PAUL.y)>U}. whileit is usuallystatedthatthepolar of a convex is a convex polyhedron polyhedron (cf. it is an inresultthatcan be easily understood witha minimal teresting geometric by students in geometry. ST. ON POLARS OF CONVEX POLYGONS ROBERT H. thenfis Lipschitz(with Lipschitzconstant 2M/e)on V. THEOREM is a strong often forsetsin infinite Compactness requirement. The purposeof thisnote is to give a very elementary methodfor completely thepolars of certain determining convexpolygonsin R2. no mentionis made of how of thepolar can be explicitly of our result. theorem ? M on an open convexset U in a normed THEOREM C. St.and thisis thecontent Given a set U in thereal linearspace R2.First. J.83 on Wed.0). p. 11 Dec 2013 12:29:39 PM All use subject to JSTOR Terms and Conditions . thenfis locally Lipschitz on U. If U containsan ?-neighborhood ofa subsetV. B. Letf be convexwithIf _ linearspace.v)eR2: Iux+vy| < 1 forall (x. especially forit. A)f(x) + if(z) < M + f(z). MN 55104. PAUL.it is often In discussionsconcerning convexity necessary to findthe polar of a convexset in Euclidean space. HAMLINE UNIVERSITY. DEPARTMENT OF MATHEMATICS. missing. DEPARTMENT OF MATHEMATICS. We feelthisis worthwhile fortworeasons.59. MN 55101. LOHMAN AND TERRY J. it is simple to show that {z}? is the infinite strip This content downloaded from 128. A repetition of the secondparagraphin theproofof LemmaA showsthatit is also boundedbelow on each suchneighborhood. henceLipschitzon any compactsubsetof U. I We have all theingredients fora tangy generalization. background Second. Thus.f is boundedabove in someneighborhood of each pointy in U. MORRISON - [November is a neighborhood of y = Az withradius(1 f(v) < (1 - A). 174]).