A Mean Value Theorem For Tangentially Convex Functions: Juan Enrique Mart Inez-Legaz

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Set-Valued and Variational Analysis (2023) 31:13

https://doi.org/10.1007/s11228-023-00674-3

A Mean Value Theorem for Tangentially


Convex Functions

Juan Enrique Martı́nez-Legaz1,2

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.

Keywords Mean value theorem · Tangential convexity · Tangential subdifferential ·


Convexity · Monotonicity · Quasiconvexity · Quasimonotonicity

Mathematics Subject Classification (2010) 26B25 · 49J52 · 47H05

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.

Dedicated to Miguel Ángel Goberna on the occasion of his 70th birthday


 Juan Enrique Martı́nez-Legaz
JuanEnrique.Martinez.Legaz@uab.cat

1 Departament d’Economia i d’Història Econòmica, Universitat Autònoma de Barcelona,


Bellaterra, Spain
2 Barcelona Graduate School of Mathematics (BGSMath), Barcelona, Spain
13 Page 2 of 10 J.E. Martı́nez-Legaz

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.

Definition 1 The core of X ⊆ Rn is the set

core(X) := {x ∈ Rn : ∀d ∈ Rn , ∃td > 0 such that x + td ∈ X ∀t ∈ [0, td ]}.

Clearly, core (X) contains the topological interior of X.


A Mean Value Theorem for Tangentially Convex Functions Page 3 of 10 13

Definition 2 A function f : Rn → R ∪ {+∞} is called tangentially convex at


x ∈ core(f −1 (R)) if, for every d ∈ Rn , the limit
f (x + td) − f (x)
f (x, d) := lim
t→0+ t
exists, is finite, and is a convex function of d. If f is tangentially convex at every point of a
given set, one says that f is tangentially convex on that set.

A suitable concept of subdifferential for tangentially convex functions is the following


one, which was implicitly given in [24].

Definition 3 The tangemtial subdifferential of a tangentially convex function f : Rn →


R ∪ {+∞} at x ∈ core(f −1 (R)) is the set
 
∂T f (x) := {x ∗ ∈ Rn : x ∗ , d ≤ f (x, d) ∀d ∈ Rn }.

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)

so that f (x, ·) is the support function of ∂T f (x).


For a convex function f , the tangential subdifferential at x coincides with the Fenchel
subdifferential
 
∂f (x) := {x ∗ ∈ Rn : f (y) ≥ f (x) + x ∗ , y − x ∀y ∈ Rn },
whereas in the case when f is differentiable, one has ∂T f (x) = {∇f (x)}
The notation used in this paper is rather standard; in particular, the set of extreme points
of a convex set C is denoted by ext C, the closed Euclidean ball centered at the origin with
radius N > 0 by B (0; N ), and the Euclidean norm by ·.

3 A Mean Value Theorem

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:

Corollary 5 If f : [a, b] → R is continuous on [a, b] and tangentially convex on ]a, b[,


then there exists c ∈ ]a, b[ such that f (b)−f
b−a
(a)
∈ ∂T f (c).

Proof Apply Lemma 4 to the function g : [a, b] → R defined by


f (b) − f (a)
g(x) := f (x) − (x − a) .
b−a

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.

Theorem 6 If f : Rn → R ∪ {+∞} is continuous on a convex set C ⊆ f −1 (R) and


tangentially convex on C \ ext C, and a and b are two different points in C, then there exists
t0 ∈ ]0, 1[ such that f (b) − f (a) ∈ ∂T f (a + t0 (b − a)) , b − a .

Proof Let ϕ : [0, 1] → R be the function defined by ϕ(t) := f (a + t (b − a)). Clearly,


f is continuous; moreover, for every t0 ∈ ]0, 1[ one has a + t (b − a) ∈ C \ ext C and
ϕ (t, δ) = f (a + t (b − a), δ(b − a)) for every δ ∈ R, which shows that ϕ is tangentially
convex at t. Hence, by Corollary 5, there exists t0 ∈ ]0, 1[ such that ϕ(1)− ϕ(0) ∈ ∂T ϕ (t0 ).
We thus have
(ϕ(1) − ϕ(0)) δ ≤ ϕ (t0 , d) = f (a + t0 (b − a), δ(b − a)) ∀δ ∈ R.
This means that the linear function l on the one dimensional subspace of Rn generated by
b − a defined by l(d) := (ϕ(1) − ϕ(0))δ, with d = δ(b − a), is a minorant of the sublinear
function f (a + t0 (b − a),·). By the Hahn-Banach theorem, l admits a linear extension Rn 
d  → x ∗ , d , with x ∗ ∈ Rn , that is a minorant of f (a + t0 (b − a),·) over the whole
A Mean Value Theorem for Tangentially Convex Functions Page 5 of 10 13

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 .

Remark 7 It is implicit in the assumption that f is tangentially convex on C \ ext C that


C \ ext C ⊆ core(f −1 (R)). This remark worths to be taken into account for the rest of
the paper.

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.

Corollary 8 Let f : Rn → R ∪ {+∞} and g : Rn → R ∪ {+∞} be continuous on a


convex set C ⊆ f −1 (R) ∩ g −1 (R) and tangentially convex on C \ ext C, and a and b be
two different points in C. Assume that one of the following conditions hold:
(i) One has (f (b) − f (a)(g(b) − g(a)) ≤ 0.
(ii) The function f is differentiable.
Then there exists t0 ∈ ]0, 1[ such that
(f (b)−f (a)) ∂T g (a + t0 (b − a)) , b−a ∩(g(b)−g(a)) ∂T f (a + t0 (b − a) , b − a)  = ∅.
(1)

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

Proposition 9 Let f : Rn → R ∪ {+∞} be continuous on a convex set C ⊆ f −1 (R) and


tangentially convex on C \ ext C, and N > 0. Then

f is N -Lipschitz on C ⇔ ∂T f (x) ⊆ B (0; N ) .
x∈C\ext C

Proof If f is N -Lipschitz on C, then, for x ∈ C \ ext C and x ∗ ∈ ∂T f (x), we have


 ∗  
x  = sup x ∗ , d ≤ sup f (x, d) ≤ N .
d=1 d=1

This proves the implication ⇒.


Conversely, assume that the inclusion on the right hand side of the equivalence holds
true, and let x and y be two different points in C. Then, by Theorem 6, there exist t0 ∈ ]0, 1[
and x ∗ ∈ ∂T f (x + t0 (y − x)) such that f (x) − f (y) = (x ∗ , x − y); hence
 
f (x) − f (y) ≤ x ∗  x − y ≤ N x − y ,
which proves that f is N -Lipschitz on C.

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].

Proposition 10 Let f : Rn → R ∪ {+∞} be continuous and tangentially convex on an


open set U ⊆ f −1 (R) . If the set valued mapping ∂T f : U ⇒ Rn is upper semicontinuous,
then f is locally Lipschitz on U .

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 .

The ordering ≤K on Rn induced by a closed convex cone K ⊆ Rn is defined by


x ≤K y ⇐⇒ y − x ∈ K.
One says that f : Rn→ R ∪ {+∞} is K-nondecreasing (K-nonincreasing) on C ⊆ Rn if,
for every x, y ∈ C such that x ≤K y, one has f (x) ≤ f (y) (f (x) ≥ f (y), respectively).
Recall that the dual cone and the polar cone of K are defined by
 
K ∗ := {x ∗ ∈ Rn : x ∗ , d ≥ 0 ∀d ∈ K}
and
 
K 0 := {x ∗ ∈ Rn : x ∗ , d ≤ 0 ∀d ∈ K},
respectively. A characterization of the monotonicity properties above in terms of tangential
subdifferentials is provided next; in this characterization, aff C denotes the affine hull of
C, that is, the smallest affine manifold that contains C.
A Mean Value Theorem for Tangentially Convex Functions Page 7 of 10 13

Proposition 11 If f : Rn → R ∪ {+∞} is continuous on an open convex set C ⊆ f −1 (R)


and tangentially convex on C, then the following equivalences hold:
f is K-nondecreasing on C ⇔ ∂T f (x) ⊆ K ∗ ∀x ∈ C \ ext C. (2)
f is K-nonincreasing on C ⇔ ∂T f (x) ⊆ K 0
∀x ∈ C \ ext C. (3)

Proof We first prove (3). If f is K-nonincreasing on C, x ∈ C \ ext C and d ∈ K, then,


for small enough t > 0, one has x + td ∈ C and x ≤K x + td; hence f (x + td) ≤ f (x).
From this inequality, it easily follows that f (x, d) ≤ 0; hence, since x ∗ , d ≤ f (x, d),
we obtain x ∗ , d ≤ 0, thus proving that x ∗ ∈ K 0 .
Conversely, let x and y be two different points in C such that x ≤K y. By Theorem 6,
there exist t0 ∈ ]0, 1[ and x ∗ ∈ ∂T f (y + t0 (x − y)) such that f (x) − f (y) = x ∗ , x − y .
Since x ∗ , x − y ≤ 0, we immediately deduce that f (x) ≥ f (y), which proves that f is
K-nonincreasing on C.
Equivalence (2) is nothing but (3) with K replaced with −K.

A fundamental notion in nonlinear analysis is that of monotonicity. A set valued mapping


F : Rn ⇒ Rn is said to be monotone if, for every x, y ∈ Rn , x ∗ ∈ F (x) and y ∗ ∈ F (y), one
has x ∗ − y ∗ , x − y ≥ 0. It is well known and easy to prove that the Fenchel subdifferential
operator is monotone; therefore, a natural question is whether the tangential subdifferential
operator is monotone, too. The following two results establish that this is the case only
for convex functions, in which case the tangential subdifferential and the Fenchel subdif-
ferential agree. Other characterizations of convexity in terms of monotonicity of various
subdifferentials were obtained by D. Aussel, J. N. Corvellec and M. Lassonde [2] and R.
Correa, A. Jofré and L. Thibault [6, 7].

Proposition 12 If f : Rn → R ∪ {+∞} is continuous on f −1 (R), the set f −1 (R) is convex


and open, f is tangentially convex on f −1 (R), and ∂T f is monotone, then ∂T f = ∂f .

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).

Corollary 13 If f : Rn → R ∪ {+∞} is continuous on f −1 (R), the set f −1 (R) is convex


and open, f is tangentially convex on f −1 (R), and ∂T f is monotone, then f is convex.

Proof By Proposition 12, the function f is subdifferentiable on its domain and is therefore
convex.

In a similar way as monotonicity of the tangential subdifferential is closely related to


convexity, as we have just seen, quasimonotonicity (a notion weaker than monotonicity) of
the tangential subdifferential is closely related to quasiconvexity (a notion weaker than con-
vexity). A function f : Rn → R ∪ {+∞} is said to be quasiconvex if all its sublevel sets
f −1 (]−∞, λ]), λ ∈ R, are convex. Clearly, every convex function is quasiconvex. Quasi-
convex functions are not so well known as convex functions, nevertheless they are important
in optimization and, maybe even more, in economic theory, mainly in microeconomics.
They were introduced by B. de Finetti [8]; for an introduction to quasiconvex functions,
13 Page 8 of 10 J.E. Martı́nez-Legaz

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].

Definition 14 [11, 16] A set valued mapping F : Rn ⇒ Rn is said to be quasimonotone if,


for every x, y ∈ Rn , x ∗ ∈ F (x) and y ∗ ∈ F (y), one has
   
min x ∗ , y − x , y ∗ , x − y ≤ 0.

It is easy to see that every monotone mapping is quasimonotone.


Many notions of subdifferential for quasiconvex functions have been proposed in the
literature. The oldest one is the Greenberg-Pierskalla subdifferential, which is the largest of
all of them. If a function has a nonempty Greenberg-Pierskalla subdifferential at every point
of its domain, then it is quasiconvex, but the converse does not hold (in the same way as a
convex function does not necessarily have a nonempty Fenchel subdifferential everywhere).
Conditions for the nonemptiness of the Greenberg-Pierskalla subdifferential of quasiconvex
functions have been recently investigated in [29].

Definition 15 [9] The Greenberg-Pierskalla subdifferential of a function f : Rn → R ∪


{+∞} at x ∈ f −1 (R) is the set
 
∂ GP f (x) := {x ∗ ∈ Rn : f (x) = min{f (y) : x ∗ , y − x ≥ 0}}.
If this set is nonempty, one says that f is GP-subdifferentiable at x.

The well known notion of stationary point is recalled next.

Definition 16 We say that x ∈ Rn is a stationary point of f : Rn → R ∪ {+∞}


if f is Gâteaux differentiable at x and ’∇f (x) = 0 (equivalently, if f is tangentially
subdifferentiable at x and ∂T f (x) = {0}).

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].

Proposition 17 Let f : Rn → R ∪ {+∞} be continuous on f −1 (R), the set f −1 (R) be


convex and open, and f be tangentially convex on f −1 (R).
If f is quasiconvex, then ∂T f is quasimonotone.
Conversely, if ∂T f is quasimonotone, then ∂T f \ {0} ⊆ ∂ GP f (pointwise); hence, if,
moreover, f is GP-subdifferentiable at x, then f is quasiconvex.

Proof If f is quasiconvex, then, for every x, y ∈ Rn , x ∗ ∈ ∂T f (x) and y ∗ ∈ ∂T f (y), using


[19, Theorem 5.2] we obtain
    
min x ∗ , y − x , y ∗ , x − y ≤ min f x, y − x, f (y, x − y) ≤ 0,
which proves that ∂T f is quasimonotone.
Conversely, assume that ∂T f is quasimonotone, and let x ∈ f −1 (R) , x ∗ ∈ ∂T f (x) \ {0}
and y ∈ f −1 (R) be such that x ∗ , y − x ≥ 0. For sufficiently small  > 0, we have
A Mean Value Theorem for Tangentially Convex Functions Page 9 of 10 13

y + x ∗ ∈ f −1 (R) . Hence, by Theorem 6, there exist t0 ∈ ]0, 1[ and z∗ ∈ ∂T f (x + t0 (y +


x ∗ − x)) such that
 
f (y + x ∗ ) − f (x) = z∗ , y + x ∗ − x . (4)
From the quasimonotonicity of ∂T f , it easily follows that
   
min x ∗ , y + x ∗ − x , z∗ , x − y − x ∗ ≤ 0;
hence, in view of the inequality x ∗ , y − x ≥ 0, we deduce that z∗ , x − y − x ∗ ≤ 0,
which, by (4), implies that f (y + x ∗ ) − f (x) ≥ 0. Setting  → 0+ , since f is continuous
we obtain f (y) ≥ f (x). This proves that x ∗ ∈ ∂ GP f (x). Thus ∂T f (x) \ {0} ⊆ ∂ GP f (x)
for every x ∈ f −1 (R) . If f is GP-subdifferentiable at x, this inclusion implies that f is
GP-subdifferentiable on its domain, and therefore f is quasiconvex.

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.
Open Access This article is licensed under a Creative Commons Attribution 4.0 International License, which
permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give
appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence,
and indicate if changes were made. The images or other third party material in this article are included in the
article’s Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is
not included in the article’s Creative Commons licence and your intended use is not permitted by statutory
regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder.
To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/.

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