Given a convex set CC in a real vector space EE and two points x,yCx,y\in C, we investivate which are the possible values for the variation f(y)f(x)f(y)-f(x), where f:C[m,M]f:C\longrightarrow [m,M] 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 xCx\in C.

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Joon Kwon

Institut de Mathématiques, Équipe Combinatoire et Optimisation, Université Pierre-et-Marie-Curie, 4 place Jussieu, 75252 Paris Cedex 05, France

joon.kwon@ens-lyon.org

J. Kwon. “A Universal Bound on the Variations of Bounded Convex Functions.” Journal of Convex Analysis 24 (2017), No. 1, 67–73.