Abstract
In a pseudo-Euclidean space with scalar product , we show that the singularities of projections on -monotone sets and of the associated Fitzpatrick functions are covered by countable surfaces having positive normal vectors with respect to the -product. By L. Zajíček [On the differentiation of convex functions in finite and infinite dimensional spaces, Czechoslovak Math. J. 29/104 (1979) 340–348], the singularities of a convex function can be covered by a countable collection of surfaces. We show that the normal vectors to these surfaces are restricted to the cone generated by , where , the closure of the range of the gradient of .
Suggested citation
D. Kramkov, M. Sîrbu. “Singularities of Fitzpatrick and Convex Functions.” Journal of Convex Analysis 31 (2024), No. 3, 827–846.
Copyright Banach Press 2024