TheoremBase

A Perturbed Maximum Principle of Borwein-Preiss Type in a Real Hilbert Space

A function bounded above with closed superlevel sets on a subset of a real Hilbert space becomes, after subtracting a single small quadratic, a function attaining a sequentially strict maximum at a point close to any given near-maximiser.

Statement

In the setting of Real Hilbert Spaces: Standing Notation and Background, let HH be a real Hilbert space with inner product ⟨⋅,⋅⟩\langle\cdot,\cdot\rangle and norm ∣⋅∣|\cdot|, let AA be a nonempty subset of HH, and let Φ:A→R\Phi:A\to\mathbb{R} be bounded above and have closed superlevel sets in HH. Let μ,λ∈R\mu,\lambda\in\mathbb{R} be positive and let x0∈Ax_{0}\in A satisfy

sup⁡x∈AΦ(x)≤Φ(x0)+μλ2.\sup_{x\in A}\Phi(x)\le\Phi(x_{0})+\mu\lambda^{2}.

Then there exist yˉ∈H\bar{y}\in H and xˉ∈A\bar{x}\in A such that the following hold, where Ψ:A→R\Psi:A\to\mathbb{R} denotes the function given by

Ψ(x)=Φ(x)−μ ∣x−yˉ∣2.\Psi(x)=\Phi(x)-\mu\,|x-\bar{y}|^{2}.

1. (Localisation) ∣yˉ−x0∣≤4λ|\bar{y}-x_{0}|\le 4\lambda, ∣xˉ−x0∣≤4λ|\bar{x}-x_{0}|\le 4\lambda and ∣xˉ−yˉ∣≤8λ|\bar{x}-\bar{y}|\le 8\lambda.

2. (Sequentially strict maximum) The function Ψ\Psi attains a sequentially strict maximum on AA at xˉ\bar{x}.

3. (Near-optimality) sup⁡x∈AΦ(x)≤Φ(xˉ)+2μλ2\displaystyle\sup_{x\in A}\Phi(x)\le\Phi(\bar{x})+2\mu\lambda^{2}.

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