Fall 2020 - Problem 4

Banach spaces, Hahn-Banach

Let XX be a separable Banach space over R\R and let f ⁣:XR\func{f}{X}{\R} be norm-continuous and convex. Suppose that a sequence {xn}n\set{x_n}_n in XX converges weakly to xXx \in X. Show that

F(x)supnF(xn).F\p{x} \leq \sup_n F\p{x_n}.
Solution.

Let a=supnF(xn)a = \sup_n F\p{x_n}, and consider A=F1((,a])A = F^{-1}\p{\poc{-\infty, a}}. Since FF is convex, it follows that AA is a convex set: if y,zAy, z \in A and t[0,1]t \in \br{0, 1}, then

F(ty+(1t)z)tF(y)+(1t)F(z)a,F\p{ty + \p{1 - t}z} \leq tF\p{y} + \p{1 - t}F\p{z} \leq a,

so ty+(1t)Aty + \p{1 - t} \in A. Since FF is norm-continuous, AA is also closed, so by the geometric Hahn-Banach, for any yAy \notin A, there exists fXf \in X^* such that f(y)<tf(z)f\p{y} < t \leq f\p{z} for any zAz \in A. Thus, f1((,t))Acf^{-1}\p{\p{-\infty, t}} \subseteq A^\comp is an open neighborhood of yy, so AA is weakly closed. Thus, because xnAx_n \in A and xnxx_n \to x weakly, it follows that xAx \in A, i.e.,

F(x)supnF(xn),F\p{x} \leq \sup_n F\p{x_n},

which was what we wanted to show.