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Stability of the geometric Ekeland variational principle: Convex case

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Abstract

In geometric terms, the Ekeland variational principle says that a lower-bounded proper lower-semicontinuous functionf defined on a Banach spaceX has a point (x 0,f(x 0)) in its graph that is maximal in the epigraph off with respect to the cone order determined by the convex coneK λ = {(x, α) ∈X × ℝ:λ ∥x∥ ≤ − α}, where λ is a fixed positive scalar. In this case, we write (x 0,f(x 0))∈λ-extf. Here, we investigate the following question: if (x 0,f(x 0))∈λ-extf, wheref is a convex function, and if 〈f n 〉 is a sequence of convex functions convergent tof in some sense, can (x 0,f(x 0)) be recovered as a limit of a sequence of points taken from λ-extf n ? The convergence notions that we consider are the bounded Hausdorff convergence, Mosco convergence, and slice convergence, a new convergence notion that agrees with the Mosco convergence in the reflexive setting, but which, unlike the Mosco convergence, behaves well without reflexivity.

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Communicated by M. Avriel

The research of the second author was partially supported by National Science Foundation Grant No. DMS-90-01096. He wishes to thank the first author and the Université Montpellier II for their hospitality.

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Attouch, H., Beer, G. Stability of the geometric Ekeland variational principle: Convex case. J Optim Theory Appl 81, 1–19 (1994). https://doi.org/10.1007/BF02190310

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