Ekeland Variational Principles

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Basic Forms
{Theorem 1.1}
Let (X,d) be a complete metric space and let f:XR{+} be a lsc function bounded from below. Suppose that ϵ>0 and zX satisfy

f(z)<infXf+ϵ

Then there exists yX such that\
(i) d(z,y)1,\
(ii)f(y)+ϵd(z,y)f(z), and\
(iii)f(x)+ϵd(x,y)f(y), for all xX. \
\textbf{Proof}. Define a sequence (zi) by induction starting with z0:=z. Suppose that we have defined zi. Set
Si:={xX|f(x)+ϵd(x,zi)f(zi)}

and consider two possible cases:(a) infSif=f(zi). Then we define zi+1=zi.(b) infSif<f(zi). We choose zi+1Si such that
f(zi+1)<infSif+12[f(zi)infSif]=12[f(zi)+infSif]<f(zi)\eqno(1.1)

We show that (zi) is a Cauchy sequence. In fact, if (a) ever happens then zi is stationary for i large. Otherwise,
ϵd(zi,zi+1)f(zi)f(zi+1)\eqno(1.2)

Adding (1.2) up from i to j1>i we have
ϵd(zi,zj)f(zi)f(zj)\eqno(1.3)

Observe that the sequence (f(zi)) is decreasing and bounded from below by infXf, and therefore convergent. We conclude from (1.3) that (zi) is Cauchy. Let y:=limizi. We show that y satisfies the conclusions of the theorem. Setting i=0 in (1.3) we have
ϵd(z,zj)+f(zj)f(z)\eqno(1.4)

Taking limits as j yields (ii). Since f(z)f(y)f(z)infXf<ϵ, (i) follows from (ii). It remains to show that y satisfies (iii). Fixing i in (1.3) and taking limits as j yields ySi. That is to say
yi=1Si

On the other hand, if xi=1Si then, for all i=1,2,,
ϵd(x,zi+1)f(zi+1)f(x)f(zi+1)infSif\eqno(1.5)

It follows from (1.1) that f(zi+1)infSiff(zi)f(zi+1), and therefore limi[f(zi+1)infSif]=0. Taking limits in (1.5) as i we have ϵd(x,y)=0. It follows that
i=1Si=y\eqno(1.6)

Notice that the sequence of sets (Si) is nested, i.e., for any i, Si+1Si. In fact, for any xSi+1,f(x)+ϵd(x,zi+1)f(zi+1) and zi+1Si yields
f(x)+ϵd(x,zi)f(x)+ϵd(x,zi+1)+ϵd(zi,zi+1)f(zi+1)+ϵd(zi,zi+1)f(zi)(1.7)

which implies that xSi. Now, for any xy, it follows from (1.6) that when i sufficiently large xSi. Thus, f(x)+ϵd(x,zi)f(zi). Taking limits as i we arrive at (iii).

Other Forms
{Theorem 1.2}
Let (X,d) be a complete metric space and let f:XR{+} be a lsc function bounded from below. Suppose that ϵ>0 and zX satisfy

f(z)<infXf+ϵ

Then, for any λ>0 there exists yX such that\
(i) d(z,y)λ,\
(ii)f(y)+(ϵ/λ)d(z,y)f(z), and\
(iii)f(x)+(ϵ/λ)d(x,y)f(y), for all xX. \
{Theorem 1.3}
Let (X,d) be a complete metric space and let f:XR{+} be a lsc function bounded from below. Suppose that ϵ>0 and zX satisfy
f(z)<infXf+ϵ

Then there exists yX such that\
(i) d(z,y)ϵ,\
(ii)f(y)+ϵd(z,y)f(z), and\
(iii)f(x)+ϵd(x,y)f(y), for all xX. \
{Theorem 1.3}
Let (X,d) be a complete metric space and let f:XR{+} be a lsc function bounded from below. Then, for any ϵ>0, there exists yX such that
f(x)+ϵd(x,y)>f(y)

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