CONTINUITY OF GENERALIZED CONVEX AND GENERALIZED CONCAVE SET-VALUED FUNCTIONS
1. Introduction
Criteria for the continuity of convex and concave functions play am important role in functional analysis and optimization theory, no matter whether these functions are single- or set-valued. But in the case of single-valued functions it suffices to state such criteria for one of these two classes of functions, because a real- or vector-valued function is convex (resp. concave) if and only if is concave (resp. convex). Unfortunately, this advantage is lost in the case of set-valued functions. Although the continuity properties of convex set-valued functions are quite similar to those of concave set-valued functions, they have to be proved for each of these classes of functions separately. The present paper will show that the same phenomenon arises in the case of a pair of more general set-valued functions. We call these two new types of setvalued functions -convex and -concave, respectively. They are defined as follows.
Assume that is a subset of the open interval [.having zero as a cluster point, and that is a positive real number. Throughout the paper and will always have this meaning. Let and be real topological linear spaces, let denote the set consisting of all nonempty subsets of , and let be a nonempty convex subset of . A function is said to be :
whenever and ;
(ii) -concave if
(ii)
whenever and .
Obviously, for special choices of and in these definitions, we obtain certain kinds of convexity and concavity for set-valued functions which have already been investigated. So, when and , we get the convex and concave set-valued functions; when and , we get the rationally convex and rationally concave set-valued functions; finally, when and , we get the sequentially midpoint conves and sequentially midpoint concave set-valued functions.
Obviously, for special choices of
A relationship between our generalized convexity concept introduced for set-valued functions and some convexity concepts known hitherto merely for single-valued functions has also to be mentioned here. To this end, let be a convex cone in , i.e a nonempty convex set closed under multiplication by positive scalars. If is a function satisfying
whenever and , then , defined by , is an -convex set-valued function. In particular, when and , then (1.1) reduces to an inequality which obviously yields (for suitable and ) diverse convexity concepts for real-valued functions used in optimization and functional analysis.
The goal of the present paper is to characterize the continuity of -convex and -concave set-valued functions. The results we shall prove reveal, for each of these classes of functions, the connection between continuity, on the one hand, and lower semi-continuity;.upper semicontinuity, local boundedness, uniform boundedness, on the other hand. They highlight the usefulness of the two types of set-valued functions introduced here. In a very general setting both necessary and sufficient conditions are obtained for continuity which have been missing even for those particular classes of functions which suggested the general concept of convexity and concavity, respectively. Another feature of these results is that they are a set-valued counterpart to well-known theorems concerning the continuity of convex and concave real-valued functions. By specializing our results, some sufficient conditions for continuity, recently given by K. Nikodem [3], [4], can be obtained.
2. Preliminaries
To make our paper self-contained we mention in this section all the notions concerning set-valued functions we shall need.
Let and be real topological linear spaces, let be a nonempty subset of , and let be a function from to . For simplicity we shall write
for any subset of .
If is a point in , we say that is:
(i) lower semicontinuous at if for every neighbourhood of the origin of there exists a neighbourhood of such that for all ;
(ii) upper semicontinuous at if for every neighbourhood of the origin of there exists a neighbourhood of such that for all ;
(iii) continuous at if is both lower semicontinuous and upper semicontinuous at ;
(iv) locally prebounded at if for every neighbourhood of the origin of there exist a positive integer and a neighbourhood of such that for all ;
(v) locally bounded at if for every neighbourhood of the origin of there exist a positive integer and a neigbourhood of such that ;
(vi) bounded at if the set is bounded, i.e. if for every neighbourhood of the origin of there exists a positive integer such that .
If
(i) lower semicontinuous at
(ii) upper semicontinuous at
(iii) continuous at
(iv) locally prebounded at
(v) locally bounded at
(vi) bounded at
The function is called :
(j) lower semicontinuous (resp. upper semicontinuous, continuous, locally prebounded, locally bounded) on if it is lower semicontinuous (resp. upper semicontinuous, continuous, locally prebounded, locally bounded) at each point of ;
(jj) pointwise bounded on if it is bounded at each point of ;
(jjj) uniformly bounded on if for every neighbourhood of the origin of there exist a positive integer and a nonempty open subset of such that .
(j) lower semicontinuous (resp. upper semicontinuous, continuous, locally prebounded, locally bounded) on
(jj) pointwise bounded on
(jjj) uniformly bounded on
We note that the above-mentioned concepts of lower semicontinuity, upper semicontinuity and continuity of a set-valued function are well known, local preboundedness seems to be used here for the first time, while the other above-introduced concepts have been inspired by concepts used in functional analysis for families of functions.
Lemma 2.1. Let and be real topological linear spaces, let be a nozempty subset of , let be a point in , and let be a function which is bounded at . Then the following assertions are true:
If is lower semicontinuous at , then it is locally prebounded at .
If: is upper semicontinuous at , then it is locally bounded at .
Proof. Let be any neighbourhood of the origin of . Choose a neighbourhood of the origin of such that . Since is bounded at , there exists a positive integer such that . Taking now into consideration that is lower semicontinuous at , we can conclude that there exists a neighbourhood of such that for all . Thus we have
for all , and hence for all . Consequently, is locally prebounded at .
. Let be any neighbourhood of the origin of . Choose a neighbourhood of the origin of such that . Since is bounded, there exists a positive integer such that . In view of the upper semicontinuity of at there exists a neighbourhood of such that . This inclusion implies . Hence is locally bounded at .
3. Continuity of -convex set-valued functions
First we investigate the continuity of an -convex set-valued function at an interior point of its domain.
Theorem 3.1. If and are real topological linear spaces, a convex subset of an interior point of , and an -
-convex function, then the following statements are equivalent:
is both continuous and bounded at .
is both upper semicontinuous and bounded at .
is locally bounded at .
is both locally prebounded and bounded at .
is both lower semicontinuous and bounded at .
Proof. The implications and are obvious, while the implication has been stated in Lemma 2.1.
-convex function, then the following statements are equivalent:
Proof. The implications
Suppose now that is true. Under this assumption is lower semicontinuous at . Indeed, let be a neighbourhood of the origin of . Choose a balanced neighbourhood of the origin of such that . Since is bounded at , there exists a positive integer such that , and since is locally prebounded at , there exist a positive integer and a neighbourhood of such that for all . Take now, on the one hand, a balanced neighbourhood of the origin of such that , and, on the other hand, a number which satisfies the following inequalities:
Of course, is a neighbourhood of contained in . We claim that
Let be a point in . Then there exists such that + ay. From it follows that . Consequently, we have
Taking into account this result as well as the -convexity of , we obtain
Hence (3.1) is proved. Therefore is lower semicontinuous at . So the implication is stated.
To complete the proof we show now that implies . Let be any neighbourhood of the origin of . Choose a balanced neighbourhood of the origin of such that . Since is bounded at , there exists a positive integer such that . On the other hand, since is lower semicontinuous at , there exists for a neighbourhood of such that for all .
Take now a balanced neighbourhood of the origin of such that . Also select a number which satisfies the following inequalities:
The set
is a nieghbourhood of contained in . Furthermore, we have
Indeed, if is in , it can expressed in the form
where . Since and , it follows by the -convexity of that
, and henoe
.
This result implies
This result implies
Thus (3.2) holds. In other words, we have proved that is upper semicontinuous at . Being both lower semicontinuous and upper semicontinuous at , the function is continuous at . Se we have shown that implies .
Corollary 3.2. Let and be real topological linear spaces, let be a convex subset of , let be an interior point of , and let be an -convex function which is bounded at . Then is continuous at if and only if there exists a function satisfying the following conditions :
(i) is locally prebounded at ;
(ii) for all .
(i)
(ii)
Proof. Necessity. Obvious in view of Theorem 3.1.
Sufficiency. It is easily seen that is locally prebounded at . By applying Theorem 3.1 it results that is continuous at .
By means of Theorem 3.1 we can now investigate the continuity of an -convex set-valued function on its whole domain.
Theorem 3.3. If and are real topological linear spaces, a nonempty open convex subset of , and an -concex function, then the following statements are equivalent :
is both continuous and pointwise bounded on .
is both lower semicontinuous and pointwise bounded on .
is both upper semicontinuous and pointwise bounded on .
is both locally prebounded and pointwise bounded on .
is locally bounded on .
is both uniformly and pointwise bounded on .
Proof. According to Theorem 3.1 we have only to show that the statements and are equivalent. Clearly, implies . So it remains to prove that implies .
Proof. According to Theorem 3.1 we have only to show that the statements
Fix any point . Let be a neighbourhood of the origin of . Take a balanced neighbourhood of the origin of such that . Since is uniformly bounded on , there exist for a positive integer and a nonempty open subset of such that .
Select a point . Since is a neighbourhood of and zero a cluster point of , we can find a number such that the point
lies in . Because is bounded, there exists a positive integer such that
Finally, choose a positive integer such that
Then the set
satisfies the following inequality :
Indeed, if is in , then there exists such that
and consequently we have . By the -convexity of it follows that
which implies that
So we obtain
Thus (3.3) is true, as elaimed.
On the other hand, notice that
On the other hand, notice that
Therefore is a neighbourhood of . Together with (3.3) this remark expresses that is locally bounded at .
Corollary 3.4. Let and be real topological linear spaces, let be a nonempty open convex subset of , and let be an convex function which is pointwise bounded on and for which there exists a point such that one (and hence all) of the following statements is true:
(i) is continuous at :
(ii) is lower semicontinuous at ;
(iii) is upper semicontinuous at ;
(iv) is locally prebounded at ;
(v) is locally bounded at .
(i)
(ii)
(iii)
(iv)
(v)
Then is continuous on .
Proof. The function is uniformly bounded on , because it is locally bounded at . By applying Theorem 3.3 it follows that is continuous on .
Proof. The function
Corollary 3.5. Let and be real topological linear spaces, let be a nonempty open convex subset of , and let be an -convex function which is pointwise bounded on and for which there exists a nonempty open subset of such that is bounded. Then is continous on .
Proof. Since is bounded, the function is uniformly bounded on . By applying Theorem 3.3 it follows that is continuous on .
4. Continuity of -eoneave set-valued functions
We start by proving an auxiliary lemma.
Lemma 4.1. If and are real topological linear spaces, a convex subset of an interior point of , and an -
concave function which is bounded at , then the following statements are equivalent:
is upper semicontinuous at .
For every neighbourhood of the origin of there exist a positive integer and a neighbourhood of such that .
For every neighbourhood of the origin of there exist a positive integer and a neighbourhood of such that
Lemma 4.1. If
concave function which is bounded at
Proof. The implication is obvious. In order to prove that holds, consider any neighbourhood of the origin of . Then choose a balanced neighbourhood of the origin of such that . By there exist a positive integer and a neighbourhood of such that
On the other hand, since is a bounded set, there exists a positive integer such that
From (4.2) and (4.3) we obtain
If we set , we can conclude that (4.1) holds. Thus the implication is true.
Suppose now that holds. Let be a neighbourhood of the origin of . Choose a balanced neighbourhood of the origin of such that . By there exist a positive integer and a neighbourhood of such that
Next choose a positive integer for which holds. Taking into account that zero is a cluster point of , we can find an satisfying both
Note that is a neighbourhood of contained in . Let be a point in . Then there exists such that , and hence we have
Since was arbitrarily chosen in , we have for all . Thus is upper semicontinuous at . Consequently, the impllication is also true.
Like in Section 3 we begin with the investigation of the continuity of an ( )-concave set-valued function at an interior point of its domain.
Theorem 4.2. If and are real topological linear spaces, a convex subset of an interior point of , and an concave function, then the following statements are equivalent:
is both continuous and bounded at .
is both upper semicontinuous and bounded at .
is locally bounded at .
Proof. The implication is obvious, while the implication has been stated in Lemma 2.1. Therefore it is sufficient to prove that implies .
Proof. The implication
If is locally bounded at , it is evident that is bounded at . Moreover, is lower semicontinuous at . Indeed, let be any neighbourhood of the origin of . Choose a balanced neighbourhood of the origin of such that . Since is locally bounded at , there exist a positive integer and a neighbourhood of such that
Taking into account that zero is a cluster point of , we can find an satisfying the following inequalities :
Select now a balanced neighbourhood of the origin of such that , and then set
Obviously, is a neighbourhood of contained in . Let be a point in . Then there exists such that
Accordingly we have . In view of the concavity of it follows that
But the points and belong to . Therefore (4.4) and (4.5) yield
Since was arbitrarily chosen in , we have for all . Hence is lower semicontinuous at .
Finally, we prove that is also upper semicontinuous at . Let be any neighbourhood of the origin of . Choose a neighbourhood of the origin of such that . Since is locally bounded at , there exist a positive integer and a neighbourhood of such that
In particular, we have
From (4.6) and (4.7) it results that
By applying Lemma 4.1 it follows that is upper semicontinuous at .
Being both lower semicontinuous and upper semicontinuous at , the function is continuous at . Hence the implication is proved.
Being both lower semicontinuous and upper semicontinuous at
Corollary 4.3. Let and be real topological linear spaces, let be a convex subset of , let be an interior point of , and let be an -concave function. Then is both continuous and bounded at if and only if there exists a function which satisfies the following conditions:
(i) is locally bounded at ;
(ii) for all .
(i)
(ii)
Proof. Necessity. Obvious in view of Theorem 4.2.
Sufficiency. It is evident that is locally bounded at . By applying Theorem 4.2 it result that is both continuous and bounded at .
Sufficiency. It is evident that
Concernig the continuity of an -concave set-valued function on its whole domain we have the following results.
Theorem 4.4. If and are real topological linear spaces, a nonempty open convex subset of , and and -concave function, then the following statements are equivalent:
is both continuous and pointwise bounded on .
is both upper semicontinuous and pointwise bounded on .
is locally bounded on .
is both uniformly and pointwise bounded on .
Proof. According to Theorem 4.2 we have only to show that the statements and are equivalent. Clearly, implies . So it remains to prove that implies .
Proof. According to Theorem 4.2 we have only to show that the statements
Fix any point . Let be a neighbourhood of the origin of . Take a balanced neighbourhood of the origin of such that . Then there exist a positive integer and a nonempty open subset of such that .
Choose a point . Since is a neighbourhood of and zero a cluster point of , we can find a number such that the point
lies in . Because is bounded, there exists a positive integer such that . Set now . By the convexity of we conclude that is contained in . Furthermore, the inclusion
holds.
holds.
Indeed, if is in , then there exists such that . Therefore it follows that
Thus (4.8) is true.
On the other hand, notice that the equality holds. Therefore is a neighbourhood of . Together with (4.8) this remark expresses that is locally bounded at .
On the other hand, notice that the equality
Corollary 4.5. Let and be real topological linear spaces, let be a nonempty open convex subset of , and let be an --concave function which is pointwise bounded on and for which there exists a point such that one (and hence all) of the following properties. holds:
(i) is continuous at ;
(ii) is upper semicontinuous at ;
(iii) is locally bounded at .
(i)
(ii)
(iii)
Then is continuous on .
Proof. The function is uniformly bounded on , because it is locally bounded at . By applying Theorem 4.4 it follows that is continous on .
Proof. The function
Corollary 4.6. Let and be real topological linear spaces, let be a nonempty open convex subset of , and let be an --concave function which is pointwise bounded on and for which there exists a nonempty open subset of such that is bounded. Then is continuous on .
Proof. Since is bounded, the function is uniformly bounded on . By applying Theorem 4.4 it follows that is continuous on . 圆
Theorem 4.7. Let be a real topological linear space of the second category, let be a real topological linear space, let be a nonempty open convex subset of , and let be an -concave function which is pointwise bounded on . Then is continuous on if and only if it is lower semicontinuous on .
Proof. Necessity. Obvious.
Sufficiency. Let be any neighbourhood of the origin of . Take a closed neighbourhood of the origin of such that , and then set
for each positive integer . Notice that all the sets are closed in the induced topology on . Indeed, fix any positive integer . Let be a point in . By the definition of it follows that
Choose a point . Since is a nieghbourhood of , there exists a neighbourhood of the origin of such that . Taking now into consideration that is lower semicontinuous at , it follows that there is a neighbourhood of such that
This inclusion implies that for all . Hence there exists for each a pair in such that . So we have as well as for all . This shows that
Consequently, we have . Therefore is an interior point of . Since was arbitrarily chosen in , the set is open. Hence is closed in the induced topology on .
By a well-known result from topology (see A. Császár [2, p. 386, (9.1.11)]) the set is of the second category in the induced topology. Taking into account that the pointwise boundedness of implies the equality.
we conclude that there is a positive integer such that has interior points in the induced topology on . Thus there exist a point and an open neighbourhod of such that . So it follows that .
In conclusion, we have shown that for any neighbourhood of the origin of there exist a positive integer and a nonempty open subset of such that . In other words, we have shown that is uniformly bounded on . By Theorem 4.4 it follows that is continuous on . 圆
Acknowledgements. This paper was written while the author was visiting the Department of Mathematics of the University of Duisburg in 1991. He wishes to express his gratitude to both Deutscher Akademische Austauschdienst for the financial support of this visit and Professor Werner Haußmann for the kind assistance in Duisburg.
Note. After this paper has been finished the author was aware of the following paper related to the topic of the present paper : T. Cardinali and F. Papalini, Una estensione del concetto di midpoint convessità per multifunzioni. Riv. Mat. Univ. Parma (4) 15 (1989), 119-131.
REFERENCES
- J. M. Borwein, Convex relations in analysis and optimization. Generalized concavity in optimization and economics, pp. 335-377, edited by S. Schaible and W.T. Ziemba, Academic Press, New York, 1981.
- A. Császár , General topology. Akadémiai Kiadó, Budapest, 1978.
- K. Nikodem, On midpoint convex set-valued functions. Aequationes Math. 33 (1987), 46-56.
- K. Nikodem, On concave and midpoint concave set-valued functions. Glasnik Mat., Ser. III 22 (42) (1987), 69-76.
- W. Smajdor, Subadditive and subquadratic set-valued functions. Uniwersytet Slaski, Katowice, 1987.
- W. S majdor , Superadditive set-valued functions and Banach-Steinhaus theorem. Rad. Mat. 3 (1987), 203-214.
Received 1.X. 1993
Copyright (c) 2015 Journal of Numerical Analysis and Approximation Theory

This work is licensed under a Creative Commons Attribution 4.0 International License.







