Convex Functions, Monotone Operators and Differentiability

These notes start with an introduction to the differentiability of convex functions on Banach spaces, leading to the study of Asplund spaces and their intriguing relationship to monotone operators (and more general set-values maps) and Banach spaces with

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1364 Robert R. Phelps

Convex Functions, Monotone Operators and Differentiability

Springer-Verlag Berlin Heidelberg GmbH

Author

Robert R. Phelps Department of Mathematics GN-50, University of Washington Seattle, WA 98195, USA

Mathematics Subject Classification (1980): 46B20, 46B22, 47H05, 49A29, 49A51,52A07

ISBN 978-3-540-50735-2 DOI 10.1007/978-3-662-21569-2

ISBN 978-3-662-21569-2 (eBook)

This work is subject to copynght. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, repnnting, re-use of illustrations, recitation, broadcasting, reproduction on microfilms or in other ways, and storage in data banks. Duplication of this publication or parts thereof is only permitted under the provisions of the German Copyright Law of September 9, 1965, in its version of June 24, 1985, and a copyright fee must always be paid. Violations fall under the prosecution act of the German Copyright Law.

© Springer-Verlag Berlin Heidelberg 1989 Originally published by Springer-Verlag Berlin Heidelberg New York in 1989 2146/3140-543210

PREFACE These notes had their genesis in a widely distributed but unpublished set of notes Differentiability of convex functions on Banach spaces which I wrote in 1977-78 for a graduate course at University College London (UCL). Those notes were largely incorporated into J. Giles' 1982 Pitman Lecture Notes Convex analysis with application to differentiation of convex functions. In the course of doing so, he reorganized the material somewhat and took advantage of any simpler proofs available at that time. I have not hesitated to return the compliment by using a few of those improvements. At my invitation, R. Bourgin has also incorporated material from the UeL notes in his extremely comprehensive 1983 Springer Lecture Notes Geometric aspects of convex sets with the Radon-Nikodym property. The present notes do not overlap too greatly with theirs, partly because of a substantially changed emphasis and partly because I am able to use results or proofs that have come to light since 1983. Except for some subsequent reVISIOns and modest additions, this material was covered in a graduate course at the University of Washington in Winter Quarter of 1988. The students in my class all had a good background in functional analysis, but there is not a great deal needed to read these notes, since they are largely self-contained; in particular, no background in convex functions is required. The main tool is the separation theorem (a.k.a. the Hahn-Banach theorem); like the standard advice given in mountaineering classes (concerning the all-important bowline for tying oneself into the end of the climbing rope), you should be able to employ it using only one hand while standing blindfolded in a cold shower. These notes have been influenced very considerably by frequent conversations with Isaac Namioka (who has an almost notorious instinct for simplifying proofs) as well as occasional conversations with Terry RockafelIar; I am grateful to them both.