Convex functions: twice-differentiability property after partitioning domain into uncountable set












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Suppose $f colon C rightarrow [0,1]$ is a convex function, where $C subseteq mathbb{R}^n$ is a full-dimensional compact convex set. A classical theorem of Alexandrov states that $f$ has second derivatives almost everywhere. That is, the set of points in int$(C)$ where $f$ is not twice differentiable forms a set of measure zero.



For all $epsilon in [0,1]$, let $C_{epsilon} := {x in C colon f(x) = epsilon}$. Certainly, $C = bigcup_{epsilon in [0,1]} C_{epsilon}$. Is the following statement true?




For almost every $epsilon in [0,1]$, $f$ has second derivatives almost everywhere in $C_{epsilon}$.




This question is probably best tackled using results from measure theory. However, each $C_{epsilon}$ could be of dimension less than $n$ (we partition $C$ into an uncountably infinite number of sets), so many standard results from measure theory do not apply.



To avoid some possibly trivial cases, it's fine if $C_{epsilon} neq emptyset$ for all $epsilon in [0,1]$.










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    Suppose $f colon C rightarrow [0,1]$ is a convex function, where $C subseteq mathbb{R}^n$ is a full-dimensional compact convex set. A classical theorem of Alexandrov states that $f$ has second derivatives almost everywhere. That is, the set of points in int$(C)$ where $f$ is not twice differentiable forms a set of measure zero.



    For all $epsilon in [0,1]$, let $C_{epsilon} := {x in C colon f(x) = epsilon}$. Certainly, $C = bigcup_{epsilon in [0,1]} C_{epsilon}$. Is the following statement true?




    For almost every $epsilon in [0,1]$, $f$ has second derivatives almost everywhere in $C_{epsilon}$.




    This question is probably best tackled using results from measure theory. However, each $C_{epsilon}$ could be of dimension less than $n$ (we partition $C$ into an uncountably infinite number of sets), so many standard results from measure theory do not apply.



    To avoid some possibly trivial cases, it's fine if $C_{epsilon} neq emptyset$ for all $epsilon in [0,1]$.










    share|cite|improve this question







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    ecto is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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      Suppose $f colon C rightarrow [0,1]$ is a convex function, where $C subseteq mathbb{R}^n$ is a full-dimensional compact convex set. A classical theorem of Alexandrov states that $f$ has second derivatives almost everywhere. That is, the set of points in int$(C)$ where $f$ is not twice differentiable forms a set of measure zero.



      For all $epsilon in [0,1]$, let $C_{epsilon} := {x in C colon f(x) = epsilon}$. Certainly, $C = bigcup_{epsilon in [0,1]} C_{epsilon}$. Is the following statement true?




      For almost every $epsilon in [0,1]$, $f$ has second derivatives almost everywhere in $C_{epsilon}$.




      This question is probably best tackled using results from measure theory. However, each $C_{epsilon}$ could be of dimension less than $n$ (we partition $C$ into an uncountably infinite number of sets), so many standard results from measure theory do not apply.



      To avoid some possibly trivial cases, it's fine if $C_{epsilon} neq emptyset$ for all $epsilon in [0,1]$.










      share|cite|improve this question







      New contributor




      ecto is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.











      Suppose $f colon C rightarrow [0,1]$ is a convex function, where $C subseteq mathbb{R}^n$ is a full-dimensional compact convex set. A classical theorem of Alexandrov states that $f$ has second derivatives almost everywhere. That is, the set of points in int$(C)$ where $f$ is not twice differentiable forms a set of measure zero.



      For all $epsilon in [0,1]$, let $C_{epsilon} := {x in C colon f(x) = epsilon}$. Certainly, $C = bigcup_{epsilon in [0,1]} C_{epsilon}$. Is the following statement true?




      For almost every $epsilon in [0,1]$, $f$ has second derivatives almost everywhere in $C_{epsilon}$.




      This question is probably best tackled using results from measure theory. However, each $C_{epsilon}$ could be of dimension less than $n$ (we partition $C$ into an uncountably infinite number of sets), so many standard results from measure theory do not apply.



      To avoid some possibly trivial cases, it's fine if $C_{epsilon} neq emptyset$ for all $epsilon in [0,1]$.







      measure-theory convex-analysis






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      asked Jan 3 at 20:58









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