DOI: 10.68381/jca31040 ISSN: 0944-6532

Singularities of Fitzpatrick and Convex Functions

Dmitry Kramkov, Mihai Sîrbu

In a pseudo-Euclidean space with scalar product

S(\cdot, \cdot) S ( ⋅ , ⋅ )
, we show that the singularities of projections on
S S
-monotone sets and of the associated Fitzpatrick functions are covered by countable
c-c c − c
surfaces having positive normal vectors with respect to the
S S
-product. By L. Zajíček [On the differentiation of convex functions in finite and infinite dimensional spaces, Czechoslovak Math. J. 29/104 (1979) 340–348], the singularities of a convex function
f f
can be covered by a countable collection of
c-c c − c
surfaces. We show that the normal vectors to these surfaces are restricted to the cone generated by
F-F F − F
, where
F:= {\rm cl}\,{\rm range}\,\nabla f F : = c l   r a n g e   ∇ f
, the closure of the range of the gradient of
f f
.