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Suppose, {f_n} form a sequence of convex functions. They are not necessarily differentiable. {f_n} uniformly converge to a function f. I want to know whether at any point x_0, for any sub-gradient v ∈ ∂f(x_0), there must exist at least one sequence of {v_n} such that v_n ∈ ∂f_n(x_0) for all n’s and lim v_n = v?

  • In what setting? In finite dimensions? If not, are we assuming anything like lower semicontinuity, or reflexiveness of the space? – user754697 Feb 27 '20 at 05:39

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No, take the functions $f_n \colon \mathbb R \to \mathbb R$, $$ f_n(x) = |x + 1/n|.$$

gerw
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