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Unique Minimizers and the Representation of Convex Envelopes in Locally Convex Vector Spaces (2108.05619v1)

Published 12 Aug 2021 in math.OC

Abstract: It is well known that a strictly convex minimand admits at most one minimizer. We prove a partial converse: Let $X$ be a locally convex Hausdorff space and $f \colon X \mapsto \left( - \infty , \infty \right]$ a function with compact sublevel sets and exhibiting some mildly superlinear growth. Then each tilted minimization problem \begin{equation} \label{eq. minimization problem} \min_{x \in X} f(x) - \langle x' , x \rangle_X \end{equation} admits at most one minimizer as $x'$ ranges over $\text{dom} \left( \partial f* \right)$ if and only if the biconjugate $f{**}$ is essentially strictly convex and agrees with $f$ at all points where $f{**}$ is subdifferentiable. We prove this via a representation formula for $f{**}$ that might be of independent interest.

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