430 H. CONVEX FUNCTIONS ON RIEMANNIAN MANIFOLDS
(ii) We compute for s > 0 and VE dom (Js) that when jsVI < c:,
IJs (V)I = f (expp (sV)) - f (p) :::;; Ld (expp (sV) ,p) :::;; LIVI.
s s
(iii) Since f is convex, for s > 0 small enough,
1 1
f (p) S 2 f ( expP ( s V)) + 2 f ( expP ( -s V))
and we have
f (expP (-sV)) - f (p) f (expP (sV)) - f (p)
- s < - s.
We conclude that
- (D-v f) (p) s (Dv f) (p)
and (Dv f) (p) E (-oo, oo).
Furthermore, we also have the following.
D
LEMMA H.26 (Convexity and upper semi-continuity of directional de-
rivative). Let f be a convex function on a connected locally convex set C in
(Mn,g).
(i) If (M,g) = IEn, then the difference quotient Js is convex in V.
Hence Dv f (p) is a convex function of V on TpC.
(ii) If f is Lipschitz in some neighborhood of p, then Dv f (p) is a con-
vex function of V on TpC.
(iii) The function
defined by
D f (p, V) ~ Dv f (p) ,
is upper semi-continuous.
PROOF. (i) For Vi, 112 E TpC and t E [O, 1], we compute on IEn that for
s > 0 small enough,
Js (tVi + (1 - t) 112)
f (p + s (tVi + (1-t) 112)) - f (p)
s
f (t (p + sVi) + (1 - t) (p + s112)) - f (p)
s
< tf (p + sVi) + (1 - t) f (p + s112) - f (p)
- s
= tJS (Vi) + (1 - t) JS (112) ·
The convexity of Dv f (p) in V follows from taking the limit, as s --+ o+, of
the above inequality.
(ii) Let Is (u), u E [O, 1], be the minimal geodesic joining expP (sVi) and
expP (s112). Given t E (0, 1), let Is (us (t)) be the point on Is (u)i[o,l] which