A Mean Value Theorem For Tangentially Convex Functions: Juan Enrique Mart Inez-Legaz
A Mean Value Theorem For Tangentially Convex Functions: Juan Enrique Mart Inez-Legaz
A Mean Value Theorem For Tangentially Convex Functions: Juan Enrique Mart Inez-Legaz
https://doi.org/10.1007/s11228-023-00674-3
Received: 28 December 2021 / Accepted: 14 July 2022 / Published online: 27 March 2023
© The Author(s) 2023
Abstract
The main result is an equality type mean value theorem for tangentially convex functions
in terms of tangential subdifferentials, which generalizes the classical one for differentiable
functions, as well as Wegge theorem for convex functions. The new mean value theorem
is then applied, analogously to what is done in the classical case, to characterize, in the
tangentially convex context, Lipschitz functions, increasingness with respect to the ordering
induced by a closed convex cone, convexity, and quasiconvexity.
1 Introduction
The class of tangentially convex functions was introduced by Pshenichnyi [24] half a cen-
tury ago and further studied by Lemaréchal [18], who coined the phrase “tangentially
convex.” Since then it has received some attention in optimization theory, mainly in con-
nection with optimality conditions [1, 14, 21, 22, 26, 27]. The class of tangentially convex
functions at a given point is quite large, as it contains both the class of Gâteaux differen-
tiable functions at that point and that of Clarke regular functions (hence, in particular, the
class of convex functions). It is closed under addition and multiplication by nonnegative
scalars; it therefore contains a rather large set of nonconvex and nondifferentiable functions
(consider, e.g., the sum of a convex function with a Gâteaux differentiable function). Mul-
tiplying two nonnegative tangentially convex functions at a point yields a function which is
tangentially convex at that point, too.
The aim of this paper is to obtain a mean value theorem for tangentially convex functions.
As is well known, the classical mean value theorem is a cornerstone in differential calculus
and, as such, it has many applications in mathematical analysis. In view of its importance, in
the last decades many generalizations have been obtained in the setting of nosmooth analy-
sis. Some of them are stated as inequalities, but the list of papers dealing with mean value
equalities is not so long. To the best of my knowledge, the oldest such result is the mean
value theorem for convex functions, in terms of Fenchel subdifferentials, due to L. L. Wegge
[30]. This theorem is rather close in spirit to the one presented in this paper, the only essen-
tial difference being that the latter deals with tangential subdifferentials instead of Fenchel
subdifferentials. In fact, Wegge’s theorem is an immediate corollary of Theorem 6 below,
but the proofs are of a different nature, that of Theorem 6 relying upon the Hahn-Banach
theorem. Other mean value theorems for convex functions, using weaker hypotheses, were
obtained by J.-B. Hiriart-Urruty [13]. Soon after the introduction of the notion of general-
ized gradient in the PhD thesis by F. H. Clarke [5], a mean value theorem for generalized
gradients was obtained by G. Lebourg [17], which can also be obtained from Theorem 6,
though only in the case of Clarke regular functions. A state of the art in those early days
was presented by J.-B. Hiriart-Urruty in [12], where some mean value theorems for a vari-
ety of subdifferentials were given, in most cases under some Lipschitz-type assumptions,
which are not required in Theorem 6. Mean value theorems for functions defined on infinite
dimensional spaces have been obtained, too; the reader may look at [12] and the references
therein. Another mean value equality for locally Lipschitz functions was given by J. P. Penot
in [23]; in particular, he considered locally Lipschitz tangentially convex functions. There is
also an extensive literature on mean value inequalities in nonsmooth analysis; see [28] and
its list of references.
The rest of the paper is organized as follows. Section 2 contains some fundamental
definitions, including those of tangentially convex function and tangential subdifferential.
In Section 3, a mean value theorem for tangentially convex functions, which is the main
result of this paper, is presented, together with another mean value theorem of Cauchy
type for such functions. Finally, Section 4 uses the mean value theorem of the preceding
section to characterize, in the tangentially convex context, Lipschitz functions, increas-
ingness with respect to the ordering induced by a closed convex cone, convexity, and
quasiconvexity.
2 Preliminaries
This section recalls the fundamental notions used in the paper, namely those of tangentially
convex function and tangential subdifferential.
First, the well known concept of the core (or algebraic interior) of a subset of an
Euclidean space, which is required in the definiton of tangential convexity, is recalled.
In the preceding equality and throughout the paper, ·, · denotes the Euclidean inner
product.
Since f (x, ·) is positively homogeneous, it is sublinear when f is tangentially convex;
therefore ∂T f (x) = 0. Furthermore, for every d ∈ Rn one has
f (x, d) = ∗ max x ∗ , d ,
x ∈∂T f (x)
This section contains the main result: a mean value theorem for tangentially convex
functions. The starting point is the following Rolle type theorem.
Lemma 4 If f : [a, b] → R is continuous on [a, b], tangentially convex on ]a, b[, and
f (a) = 0 = f (b), then there exists c ∈ ]a, b[ such that 0 ∈ ∂T f (c).
Proof If f is constant, then, clearly, ∂T f (c) = {0} for every c ∈ ]a, b[. If f is not constant,
then either a global maximum or a global minimum of f (there are such points by the Weier-
strass extreme value theorem) belongs to ]a, b[. If c ∈ ]a, b[ is a global maximum of f , then
f (c, −δ) ≤ 0 and f (c, δ) ≤ 0 for every δ ≥ 0. Hence, 0 is a global maximum of the con-
vex function f (c, ·) , which clearly implies that f (c, ·) ≡ 0, and this is in turn equivalent
13 Page 4 of 10 J.E. Martı́nez-Legaz
to the equality ∂T f (c) = {0}. If c ∈ ]a, b[ is a global minimum of f , then f (c, −1) ≥ 0
and f (c, 1) ≥ 0; therefore, in view of the equality ∂T f (c) = −f (c, −1), f (c, 1) , we
deduce that 0 ∈ ∂T f (c).
As in the classical case of differentiable functions, from a Rolle type theorem one easily
derives a mean value theorem for one variable functions:
As one of the reviewers of the initial version of this paper kindly pointed out, more gen-
eral variants of Lemma 4 and Corollary 5 are already available in the literature. Indeed,
Theorems 1 and 2 in [13] , which only require continuity, but no differentiability assump-
tion, state the existence of c ∈ ]a, b[ such that 0 ∈ f (c) or f (b)−f b−a
(a)
∈ f (c) ,
respectively, the set f (c) being defined in terms of Dini derivatives in such a way
that, in the particular case when the one-sided directional derivatives of f at c exist, it
reduces to
f (c) := −f (c, −1), f (c, 1) ∪ f (c, 1), −f (c, −1) .
Since, in the tangentially convex case, one has −f (c, −1) ≤ f (c, 1), it turns out that, in
such a case, f (c) = ∂T f (c) , and therefore one obtains Lemma 4 and Corollary 5 as
immediate corollaries of Theorems 1 and 2 in [13], respectively.
The main result is the folllowing mean value theorem for tangentially convex functions
of several variables.
space, that is, x ∗ ∈ ∂T f (a + t0 (b − a)). Furthermore, since this linear function extends l,
we have
f (b) − f (a) = ϕ(1) − ϕ(0) = l(b − a) = (x ∗ , b − a) ∈ ∂T f (a + t0 (b − a)) , b − a .
The classical mean value theorem is an immediate consequence of Theorem 6, since the
tangential subdifferential of a differentiable function reduces to the singleton of its gradient.
Wegge mean value theorem [30] also follows, because ∂T f = ∂f if f is convex. In the same
way, Lebourg mean value theorem is a consequence of Theorem 6 in the case of Clarke
regular functions, because for such functions the tangential subdifferential coincides with
the Clarke generalized gradient.
The following result is a generalization of Cauchy mean value theorem.
Proof We first observe that, as a direct consequence of Theorem 6, the result holds true
when f (a) = f (b). We thus may assume that f (a) < f (b), and then we define h : Rn →
R ∪ {+∞} by
g (a) − g (b)
h (x) := g (x) + f (x) .
f (b) − f (a)
Applying Theorem 6 to this function, we obtain the existence of t0 ∈ ]0, 1[ such that
0 ∈ ∂T h (a + t0 (b − a)) , b − a = ∂T g (a + t0 (b − a)) , b − a
g (a) − g (b)
+ ∂T f (a + t0 (b − a) , b − a) .
f (b) − f (a)
From this relation, (1) easily follows.
4 Some Applications
This section presents some applications of Theorem 6. They are all generalizations of stan-
dard applications of the mean value theorem for differentiable functions. The first one is a
characterization of the Lipschitz property for tangentially convex functions.
13 Page 6 of 10 J.E. Martı́nez-Legaz
It is very well known that continuously differentiable functions are locally Lipschitz. The
following proposition is a generalization of this result for tangentially convex functions with
upper semicontinuous tangential subdifferential. For the notion of upper semicontinuous set
valued mapping, see [4].
Proof Let x ∈ U and take > 0 such that x + B(0; ) ⊆ U . Since the image of a
compact
set under an upper semicontinuous set valued mapping is compact
[4], the set
∂T f (y) is compact; therefore, for some N > 0, we have ∂T f (y) ⊆
y∈x+B(0;) y∈x+B(0;)
B (0; N ) . Thus, applying Proposition 9, we obtain that f is N -Lipschitz on x + B(0; ),
which proves that f is locally Lipschitz on U .
Proof Let x ∈ f −1 (R), x ∗ ∈ ∂T f (x), and y ∈ f −1 (R) \ {x}. By Theorem 6, there exist
t0 ∈ ]0, 1[ and z∗ ∈ ∂T f (x + t0 (y − x)) such that f (y) − f (x) = z∗ , y − x . Since ∂T f
is monotone, from the preceding equality we obtain f (y) − f (x) ≥ x ∗ , y − x , which
shows that x ∗ ∈ ∂f (x) . Hence ∂T f (x) ⊆ ∂f (x). Since the opposite inclusion is an easy
consequence of the tangential convexity of f , we conclude that ∂T f (x) = ∂f (x).
Proof By Proposition 12, the function f is subdifferentiable on its domain and is therefore
convex.
see [3], and for applications to economics, as well as other important developments on qua-
siconvexity, see [20, 25]. As for the notion of quasimonotonicity, wich will be introduced
next, the interested reader may consult [10]; some applications to economics are discussed
in [15, 20].
The last result will establish the close relationship linking quasiconvexity, quasimono-
tonicity of the tangential subdifferential, and the Greenberg-Pierskalla subdifferential. Other
characterizations of quasiconvexity in terms of quasimonotonicity of various subdifferen-
tials were obtained by A. Hassouni [11], D. T. Luc [19], and D. Aussel, J. N. Corvellec and
M. Lassonde [2].
Acknowledgements I gratefully acknowledge financial support from the Spanish Ministry of Science, Inno-
vation and Universities, through the grant PGC2018-097960-B-C21 and the Severo Ochoa Program for
Centers of Excellence in R&D (CEX2019-000915-S). I am affiliated with MOVE (Markets, Organizations
and Votes in Economics). I am greatly indebted to Soghra Nobakhtian for having posed me the question
whether tangentially convex functions admit a mean value theorem, to two anonymous reviewers for help-
ful remarks, and to Jean-Baptiste Hiriart-Urruty for having provided me with a scanned copy of [13] (a very
interesting paper, which, unfortunately, appears not to be available online).
Funding Open Access Funding provided by Universitat Autònoma de Barcelona.
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