Derivative of a power of the Lp norm

ID: derivative-of-a-power-of-the-lp-norm

For and in an Lp space, the derivative with respect to the real scalar has the displayed form; the integrand is zero where . The pointwise chain rule gives the derivative, while the Holder inequality makes integrable and permits the dominated convergence theorem. This variational derivative characterizes nearest points to closed convex sets and constructs the Lp duality density of a bounded linear functional.

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