Cyclic Hypomonotonicity,Cyclic Submonotonicity,and Integration |
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Authors: | Daniilidis A Georgiev P |
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Institution: | (1) Department of Economics – CODE, Universitat Autònoma de Barcelona, Bellaterra, Spain |
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Abstract: | Rockafellar has shown that the subdifferentials of convex functions are always cyclically monotone operators. Moreover, maximal cyclically monotone operators are necessarily operators of this type, since one can construct explicitly a convex function, which turns out to be unique up to a constant, whose subdifferential gives back the operator. This result is a cornerstone in convex analysis and relates tightly convexity and monotonicity. In this paper, we establish analogous robust results that relate weak convexity notions to corresponding notions of weak monotonicity, provided one deals with locally Lipschitz functions and locally bounded operators. In particular, the subdifferentials of locally Lipschitz functions that are directionally hypomonotone respectively, directionally submonotone] enjoy also an additional cyclic strengthening of this notion and in fact are maximal under this new property. Moreover, every maximal cyclically hypomonotone respectively, maximal cyclically submonotone] operator is always the Clarke subdifferential of some directionally weakly convex respectively, directionally approximately convex] locally Lipschitz function, unique up to a constant, which in finite dimentions is a lower C2 function respectively, a lower C1 function]. |
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Keywords: | Submonotone operators hypomonotone operators cyclicity integration weakly convex functions approximately convex functions lower Ck functions |
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