Convex $C^1$ extensions of $1$-jets from compact subsets of Hilbert spaces

TL;DR

This paper characterizes when a 1-jet defined on a compact subset of a Hilbert space can be extended to a convex $C^1$ function on the whole space, providing necessary and sufficient conditions.

Contribution

It establishes precise conditions for convex $C^1$ extensions of 1-jets from compact and bounded subsets in Hilbert spaces, including extensions with uniformly continuous derivatives.

Findings

Necessary and sufficient conditions for convex $C^1$ extension.

Extension results for arbitrary bounded subsets.

Extension to functions with uniformly continuous derivatives.

Abstract

Let $X$ denote a Hilbert space. Given a compact subset $K$ of $X$ and two continuous functions $f:K\to\mathbb{R}$, $G:K\to X$, we show that a necessary and sufficient condition for the existence of a convex function $F\in C^1(X)$ such that $F=f$ on $K$ and $\nabla F=G$ on $K$ is that the $1$-jet $(f, G)$ satisfies (1) $f(x)\geq f(y)+ \langle G(y), x-y\rangle$ for all $x, y\in K$, and (2) if $x, y\in K$ and $f(x)= f(y)+ \langle G(y), x-y\rangle$ then $G(x)=G(y)$. We also solve a similar problem for $K$ replaced with an arbitrary bounded subset of $X$, and for $C^1(X)$ replaced with the class $C^{1,u}_{b}(X)$ of differentiable functions with uniformly continuous derivatives on bounded subsets of $X$.