TheoremBase

Quadratic Increment Characterisation of Semiconvexity

Statement

Let nn be a natural number with 1≤n1\le n and let R\mathbb{R} be the real numbers with the order ≤\le of their ordered field structure; write 22 for 1+11+1, which satisfies 0<20<2 and therefore has a multiplicative inverse by claim 8 of Elementary Order Arithmetic in an Ordered Field, and write s2\tfrac{s}{2} for the product of ss with that inverse. For a real number ss write s2s^{2} for the power s⋅ss\cdot s. Regard Euclidean space Rn\mathbb{R}^{n} as a real vector space, with the sum of points and the scalar multiple, write x−yx-y for the difference of points, and let ∥ ⋅ ∥\lVert\,\cdot\,\rVert be the Euclidean norm.

Let C⊆RnC\subseteq\mathbb{R}^{n} be convex, let f:C→Rf:C\to\mathbb{R}, and let μ∈R\mu\in\mathbb{R} satisfy 0≤μ0\le\mu.

Then ff is semiconvex on CC with constant μ\mu if and only if for all x,y∈Cx,y\in C and every t∈Rt\in\mathbb{R} with 0≤t0\le t and t≤1t\le 1,

f(t x+(1−t) y)≤t f(x)+(1−t) f(y)+μ2 t(1−t) ∥x−y∥2,f\bigl(t\,x+(1-t)\,y\bigr)\le t\,f(x)+(1-t)\,f(y)+\frac{\mu}{2}\,t(1-t)\,\lVert x-y\rVert^{2},

the point t x+(1−t) yt\,x+(1-t)\,y lying in CC because CC is convex.

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