Abstract
Given a convex set in a real vector space and two points , we investivate which are the possible values for the variation , where is a bounded convex function. We then rewrite the bounds in terms of the Funk weak metric, which will imply that a bounded convex function is Lipschitz-continuous with respect to the Thompson and Hilbert metrics. The bounds are also proved to be optimal. We also exhibit the maximal subdifferential of a bounded convex function at a given point .
Suggested citation
J. Kwon. “A Universal Bound on the Variations of Bounded Convex Functions.” Journal of Convex Analysis 24 (2017), No. 1, 67–73.
Copyright Heldermann Verlag 2017