Tag Archives: convexity

A discontinuous midpoint convex function

Let’s recall that a real function \(f: \mathbb R \to \mathbb R\) is called convex if for all \(x, y \in \mathbb R\) and \(\lambda \in [0,1]\) we have \[
f((1- \lambda) x + \lambda y) \le (1- \lambda) f(x) + \lambda f(y)\] \(f\) is called midpoint convex if for all \(x, y \in \mathbb R\) \[
f \left(\frac{x+y}{2}\right) \le \frac{f(x)+f(y)}{2}\] One can prove that a continuous midpoint convex function is convex. Sierpinski proved the stronger theorem, that a real-valued Lebesgue measurable function that is midpoint convex will be convex.

Can one find a discontinuous midpoint convex function? The answer is positive but requires the Axiom of Choice. Why? Because Robert M. Solovay constructed a model of Zermelo-Fraenkel set theory (ZF), exclusive of the axiom of choice where all functions are Lebesgue measurable. Hence convex according to Sierpinski theorem. And one knows that convex functions defined on \(\mathbb R\) are continuous.

Referring to my previous article on the existence of discontinuous additive map, let’s use a Hamel basis \(\mathcal B = (b_i)_{i \in I}\) of \(\mathbb R\) considered as a vector space on \(\mathbb Q\). Take \(i_1 \in I\), define \(f(i_1)=1\) and \(f(i)=0\) for \(i \in I\setminus \{i_1\}\) and extend \(f\) linearly on \(\mathbb R\). \(f\) is midpoint convex as it is linear. As the image of \(\mathbb R\) under \(f\) is \(\mathbb Q\), \(f\) is discontinuous as explained in the discontinuous additive map counterexample.

Moreover, \(f\) is unbounded on all open real subsets. By linearity, it is sufficient to prove that \(f\) is unbounded around \(0\). Let’s consider \(i_1 \neq i_2 \in I\). \(G= b_{i_1} \mathbb Z + b_{i_2} \mathbb Z\) is a proper subgroup of the additive \(\mathbb R\) group. Hence \(G\) is either dense of discrete. It cannot be discrete as the set of vectors \(\{b_1,b_2\}\) is linearly independent. Hence \(G\) is dense in \(\mathbb R\). Therefore, one can find a non vanishing sequence \((x_n)_{n \in \mathbb N}=(q_n^1 b_{i_1} + q_n^2 b_{i_2})_{n \in \mathbb N}\) (with \((q_n^1,q_n^2) \in \mathbb Q^2\) for all \(n \in \mathbb N\)) converging to \(0\). As \(\{b_1,b_2\}\) is linearly independent, this implies \(\vert q_n^1 \vert, \vert q_n^2 \vert \underset{n\to+\infty}{\longrightarrow} \infty\) and therefore \[
\lim\limits_{n \to \infty} \vert f(x_n) \vert = \lim\limits_{n \to \infty} \vert f(q_n^1 b_{i_1} + q_n^2 b_{i_2}) \vert = \lim\limits_{n \to \infty} \vert q_n^1 \vert = \infty.\]

A discontinuous real convex function

Consider a function \(f\) defined on a real interval \(I \subset \mathbb R\). \(f\) is called convex if: \[\forall x, y \in I \ \forall \lambda \in [0,1]: \ f((1-\lambda)x+\lambda y) \le (1-\lambda) f(x) + \lambda f(y)\]

Suppose that \(I\) is a closed interval: \(I=[a,b]\) with \(a < b\). For \(a < s < t < u < b\) one can prove that: \[\frac{f(t)-f(s)}{t-s}\le \frac{f(u)-f(s)}{u-s}\le\frac{f(u)-f(t)}{u-t}.\] It follows from those relations that \(f\) has left-hand and right-hand derivatives at each point of the interior of \(I\). And therefore that \(f\) is continuous at each point of the interior of \(I\).
Is a convex function defined on an interval \(I\) continuous at all points of the interval? That might not be the case and a simple example is the function: \[\begin{array}{l|rcl}
f : & [0,1] & \longrightarrow & \mathbb R \\
& x & \longmapsto & 0 \text{ for } x \in (0,1) \\
& x & \longmapsto & 1 \text{ else}\end{array}\]

It can be easily verified that \(f\) is convex. However, \(f\) is not continuous at \(0\) and \(1\).

A counterexample to Krein-Milman theorem

In the theory of functional analysis, the Krein-Milman theorem states that for a separated locally convex topological vector space \(X\), a compact convex subset \(K\) is the closed convex hull of its extreme points.

For the reminder, an extreme point of a convex set \(S\) is a point in \(S\) which does not lie in any open line segment joining two points of S. A point \(p \in S\) is an extreme point of \(S\) if and only if \(S \setminus \{p\}\) is still convex.

In particular, according to the Krein-Milman theorem, a non-empty compact convex set has a non-empty set of extreme points. Let see what happens if we weaken some hypothesis of Krein-Milman theorem. Continue reading A counterexample to Krein-Milman theorem

A topological vector space with no non trivial continuous linear form

We consider here the \(L^p\)- spaces of real functions defined on \([0,1]\) for which the \(p\)-th power of the absolute value is Lebesgue integrable. We focus on the case \(0 < p < 1\). We'll prove that those \(L^p\)-spaces are topological vector spaces on which there exists no continuous non-trivial linear forms (i.e. not vanishing identically). Continue reading A topological vector space with no non trivial continuous linear form

An unbounded convex not containing a ray

We consider a normed vector space \(E\) over the field of the reals \(\mathbb{R}\) and a convex subset \(C \subset E\).

We suppose that \(0 \in C\) and that \(C\) is unbounded, i.e. there exists points in \(C\) at distance as big as we wish from \(0\).

The following question arises: “does \(C\) contains a ray?”. It turns out that the answer depends on the dimension of the space \(E\). If \(E\) is of finite dimension, then \(C\) always contains a ray, while if \(E\) is of infinite dimension \(C\) may not contain a ray. Continue reading An unbounded convex not containing a ray

A compact whose convex hull is not compact

We consider a topological vector space \(E\) over the field of the reals \(\mathbb{R}\). The convex hull of a subset \(X \subset E\) is the smallest convex set that contains \(X\).

The convex hull may also be defined as the intersection of all convex sets containing X or as the set of all convex combinations of points in X.

The convex hull of \(X\) is written as \(\mbox{Conv}(X)\). Continue reading A compact whose convex hull is not compact

A compact convex set whose extreme points set is not close

Let’s remind that an extreme point \(c\) of a convex set \(C\) in a real vector space \(E\) is a point in \(C\) which does not lie in any open line segment joining two points of \(C\).

The specific case of dimension \(2\)

Proposition: when \(C\) is closed and its dimension is equal to \(2\), the set \(\hat{C}\) of its extreme points is closed.
Continue reading A compact convex set whose extreme points set is not close

An empty intersection of nested closed convex subsets in a Banach space

We consider a decreasing sequence \((C_n)_{n \in \mathbb{N}}\) of non empty closed convex subsets of a Banach space \(E\).

If the convex subsets are closed balls, their intersection is not empty. To see this let \(x_n\) be the center and \(r_n > 0\) the radius of the ball \(C_n\). For \(0 \leq n < m\) we have \(\Vert x_m-x_n\Vert \leq r_n – r_m\) which proves that \((x_n)_{n \in \mathbb{N}}\) is a Cauchy sequence. As the space \(E\) is Banach, \((x_n)_{n \in \mathbb{N}}\) converges to a limit \(x\) and \(x \in \bigcap_{n=0}^{+\infty} C_n\). Continue reading An empty intersection of nested closed convex subsets in a Banach space