Page 195 - INTRODUCTION TO THE CALCULUS OF VARIATIONS
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182                                            Solutions to the Exercises

                                                                ∗
                          (iii) Since f  ∗∗  ≤ f,we find that f  ∗∗∗  ≥ f .Furthermore, by definition of
                                                        n
                                                n
                        ∗∗
                                                   ∗
                       f ,we find, for every x ∈ R , x ∈ R ,
                                                               ∗
                                              hx; x i − f  ∗∗  (x) ≤ f (x ) .
                                                                   ∗
                                                  ∗
                       Taking the supremum over all x in the left hand side of the inequality, we get
                       f  ∗∗∗  ≤ f , and hence the claim.
                               ∗
                          (iv) By definition of f ,wehave
                                             ∗
                               f (∇f (x)) = sup {hy; ∇f (x)i − f (y)} ≥ hx; ∇f (x)i − f (x)
                                 ∗
                                             y
                       and hence
                                                   ∗
                                           f (x)+ f (∇f (x)) ≥ hx; ∇f (x)i .
                       We next show the opposite inequality. Since f is convex, we have
                                            f (y) ≥ f (x)+ hy − x; ∇f (x)i ,
                       which means that

                                        hx; ∇f (x)i − f (x) ≥ hy; ∇f (x)i − f (y) .
                       Taking the supremum over all y, we have indeed obtained the opposite inequality
                       and thus the proof is complete.
                          (v) We refer to the bibliography, in particular to Mawhin-Willem [72], page
                       35, Rockafellar [87] (Theorems 23.5, 26.3 and 26.5 as well as Corollary 25.5.1)
                       and for the second part to [31] or Theorem 23.5 in Rockafellar [87]; see also the
                       exercise below.
                       Exercise 1.5.6. We divide the proof into three steps.
                          Step 1.We know that
                                                ∗
                                               f (v)= sup {ξv − f (ξ)}
                                                        ξ
                                     1
                       and since f ∈ C and satisfies
                                                       f (ξ)
                                                   lim      =+∞                        (7.11)
                                                  |ξ|→∞ |ξ|
                       we deduce that there exists ξ = ξ (v) such that
                                                                    0
                                          f (v)= ξv − f (ξ) and v = f (ξ) .            (7.12)
                                            ∗
                          Step 2.Since f satisfies (7.11), we have

                                                 Image [f (R)] = R .
                                                         0
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