Regularly abstract convex functions with respect to the set of Lipschitz continuous concave functions

Abstract

Given a set of functions defined on a set X, á function is called abstract -convex if it is the upper envelope of its -minorants, i.e. such its minorants which belong to the set ; and f is called regularly abstract -convex if it is the upper envelope of its maximal (with respect to the pointwise ordering) -minorants. In the paper we first present the basic notions of (regular) -convexity for the case when is an abstract set of functions. For this abstract case a general sufficient condition based on Zorn's lemma for a -convex function to be regularly -convex is formulated. The goal of the paper is to study the particular class of regularly -convex functions, when is the set of real-valued Lipschitz continuous classically concave functions defined on a real normed space X. For an extended-real-valued function to be -convex it is necessary and sufficient that f be lower semicontinuous and bounded from below by a Lipschitz continuous function; moreover, each -convex function is regularly -convex as well. We focus on -subdifferentiability of functions at a given point. We prove that the set of points at which an -convex function is -subdifferentiable is dense in its effective domain. This result extends the well-known classical Brøndsted-Rockafellar theorem on the existence of the subdifferential for convex lower semicontinuous functions to the more wide class of lower semicontinuous functions. Using the subset of the set consisting of such Lipschitz continuous concave functions that vanish at the origin we introduce the notions of -subgradient and -subdifferential of a function at a point which generalize the corresponding notions of the classical convex analysis. Some properties and simple calculus rules for -subdifferentials as well as -subdifferential conditions for global extremum points are established. Symmetric notions of abstract -concavity and -superdifferentiability of functions where is the set of Lipschitz continuous convex functions are also considered.