On Carlier's inequality
Abstract
The Fenchel-Young inequality is fundamental in Convex Analysis and Optimization. It states that the difference between certain function values of two vectors and their inner product is nonnegative. Recently, Carlier introduced a very nice sharpening of this inequality, providing a lower bound that depends on a positive parameter. In this note, we expand on Carlier's inequality in three ways. First, a duality statement is provided. Secondly, we discuss asymptotic behaviour as the underlying parameter approaches zero or infinity. Thirdly, relying on cyclic monotonicity and associated Fitzpatrick functions, we present a lower bound that features an infinite series of squares of norms. Several examples illustrate our results.
- Publication:
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arXiv e-prints
- Pub Date:
- June 2022
- DOI:
- arXiv:
- arXiv:2206.14872
- Bibcode:
- 2022arXiv220614872B
- Keywords:
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- Mathematics - Optimization and Control;
- 26B25;
- 47H05 (Primary) 26D07;
- 90C25 (Secondary)