Characterization of the subdifferentials of convex functions

Abstract

Each lower semi-continuous proper convex function / on a Banach space E defines a certain multivalued mapping df from E to E* called the subdifferential of /. It is shown here that the mappings arising this way are precisely the ones whose graphs are maximal cyclically relations on E X E*, and that each of these is also a maximal monotone relation. Furthermore, it is proved that df determines / uniquely up to an additive constant. These facts generally fail to hold when E is not a Banach space. The proofs depend on establishing a new result which relates the directional derivatives of / to the existence of approximate subgradients.