Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/iii/paper-326/3/b/solution

An absolutely one-homogeneous functional satisfies
with . The printed strictly positive codomain cannot hold at zero; the standard interpretation is a nonnegative, possibly extended-real functional.
For , apply the subgradient inequality at :
so . Apply it at and use one-homogeneity:
which gives the reverse inequality. Therefore
This is the Euler identity for a convex one-homogeneous functional; differentiability is unnecessary.

New to topics? Read the docs here!