The Engulfing Property from a Convex Analysis Viewpoint
Andrea Calogero () and
Rita Pini ()
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Andrea Calogero: University of Milano-Bicocca
Rita Pini: University of Milano-Bicocca
Journal of Optimization Theory and Applications, 2020, vol. 187, issue 2, No 6, 408-420
Abstract:
Abstract In this note, we provide a simple proof of some properties enjoyed by convex functions having the engulfing property. In particular, making use only of results peculiar to convex analysis, we prove that differentiability and strict convexity are conditions intrinsic to the engulfing property.
Keywords: Engulfing property; Soft engulfing property; Convex function; 26B25; 26A12 (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:187:y:2020:i:2:d:10.1007_s10957-020-01755-1
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DOI: 10.1007/s10957-020-01755-1
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