Nonlinear Anolysrs, Theory, Methods & Applict~tions, Vol. 22, No.

2, pp, 121-128, 1994

Copyright D 1994 Elsevier Science Ltd
Pergamon Printed in Great Britain. All rights reserved
0362-546X/94 $6.00+ .oO

ON THE LUSTERNIK THEOREM FOR NONSMOOTH OPERATORS

URSZULA LEDZEWICZ~$ and STANISLAW WALCZAK~

t Department of Mathematics and Statistics, Southern Illinois University at Edwardsville, Edwardsville, IL 62026,
U.S.A.; and 0 Institute of Mathematics, University of Lodz, 90-238 Lodz, Poland

(Received 14 April 1992; received for publication 18 May 1993)

Key words andphrases: Lusternik theorem, tangent subspace, Lipschitzian operator, Frechet derivative.

1. INTRODUCTION

LET X AND Y be Banach spaces and G an operator defined in some neighborhood of the point
x0 E X with values in Y. A classical Lusternik theorem states that if the operator G is of class
C’ in a neighborhood of x0 and is regular at xc,, i.e. G’(x,,)X = Y, then the tangent subspace
TM to the set M = Ix: G(x) = G(x,)j at the point x0 is in the form TM = Ker G’(x,) =
(h E X: G’(x,,)h = 0). As is known, this theorem plays an essential role in the calculus of
variation, optimization theory, differential geometry and other areas of mathematics (see [l-6]).
The original proof of this theorem is long and nontrivial (see [2, remark in lecture 9, p. 61; 3; 41.
In this paper a version of the Lusternik theorem is proved for the larger class of operators.
We will assume that the operator G is Frechet differentiable at the point x,, and Lipschitzian in
its neighborhood. In the case when the operator G is of class C’ in the neighborhood of x0, this
theorem implies the classical Lusternik theorem about the tangent subspace. The proof of this
version of the Lusternik theorem given in this paper is short and quite elementary. Some
applications of this theorem are also presented.

2. PRELIMINARY INFORMATION

Let us start by introducing some facts from [l, 3,5] which will be used in Section 3.

Definition 1 [5]. Let X be a normed space, X, and X, be subspaces of the space X such that
X, n X, = lo]. If the norm in the Cartesian product X, x X, (with a given structure of the
vector space) given in the form
ll(x1,xJll = Ilx1Il + II-AI
is equivalent to the norm in the space X then such a Cartesian product is called a simple
topological sum of spaces X, and X, and denoted by Xi + X,.

Remark 1 [S]. In definition 1 the condition about equivalence of norms can be replaced by the
condition that the following projections pr, and pr,
x + pr,(x) = x1 E X,
x + pr,(x) = x, E X,
for every x E X, x X, are continuous in the topology of the space X.

$ Research supported by NSF grant DMS-9109324 and by SIUE Research Scholar Award.

121
122 U. LEDZEWICZ
and S. WALC~AK

Remark 2 [5]. If the subspaces Xi and X, form the topological sum in the space X then X, and
X, are closed.

Remark 3 [5]. If the space X is a Hilbert space then for every closed subspace Xi there exists
its topological complement (in this case also called the orthogonal complement) X,, i.e. a
subspace X, such that X = Xi + X,.

Let TX0stand for the tangent hyperplane to the set A4 = G-‘(O) at the point x,, , i.e. the set in
the form TX,= lx: x = x0 + x1 where xi E X, = (G’(x,,))-‘(0)).

THEOREM1 (Lusternik) [5]. Let G be a mapping from a Banach space X into a Banach space
Y continuously differentiable in the Frechet sense in some neighborhood of the point x0 E M =
G-‘(O). If x0 is a regular point of the set M (i.e. G’(x,)X = Y) and the space X can be expressed
as a simple topological sum of the subspaces X, and X,, i.e. X = X, + X,, where X, =
(G’(x,))-‘(0) and X, is its topological complement, then:
(1) there exists a neighborhood I-‘, C TX,of the point x,, in the tangent subspace M at the
point x,, which is homeomorphic to some neighborhood V, c M of the point x0 in M,
(2) there exist a neighborhood of zero WC X1 and a mapping F: W 4 X, such that
x0 + xi + F(q) E A4 and F(x,) = o(llxlll), i.e.

lim
X,-O
~h)ll/kll = 0.
Similar formulations of the Lusternik theorem are given in [6] and others.
As we see this version of the Lusternik theorem carries an assumption about the operator G
being of class C’ in some neighborhood of the point x0. This follows mainly from the fact that
proofs of this version of the Lusternik theorem are based on the implicit function theorem.
In the proof of this theorem, as well as in the proof of our fundamental result, the following
lemma is also needed.

LEMMA1 [5]. Let G be a mapping of a Banach space X into a Banach space Y, differentiable
at the point x0 E A4 = G-‘(O). If x0 is a regular point of the set M and the space X is a simple
topological sum of the subspaces X, and X,, where X1 = (G’(x,))-‘(O), X, is its topological
complement, then G’(x,)l,, is an isomorphism of the space X, into Y.

In [2,3] the Lusternik theorem is formulated in the most popular, classical form listed in
the Introduction. However, its proof is based on the more general formulation called
generalization of the Lusternik theorem (see also [l, lemma 26.11 in the case of F(x,) = 0).

THEOREM2 (Lusternik) [3]. Let X, Y be Banach spaces, I E L(X, Y) and let F be a mapping of
a neighborhood CJ of a point x0 E X into Y. Assume that Im L = Y and that there exists a
number 6 > 0 such that first
E(n) < l/2, where C(A) = ;!p,( (1ylJ_’ infl IJx(I, x E X, Ix = y))
and, second,
IIF - F(x’) - h(x - x’)ll s 61)~ - x’)I
 Lusterniktheorem 123

for all x, x’ E U. Then there exist a neighborhood U’ c U of x0, a number K > 0, and a
mapping c + x(c) of the neighborhood U’ into X such that

F(r + x(0) = F(x,), Ilx(0ll 5 KIIW) - mfdll for all [ E U’.

Remark 4. Although theorem 2 above seems to have a very general formulation it has not been
used directly in [3] to obtain the necessary conditions of optimality.

3. FUNDAMENTAL RESULT

Let X, Y be Banach spaces, G: &(x0, p) --t Y be an operator, Frechet differentiable at

x0 E X, where &(x0, p) = (x E X: IIx - x,lj I p). The operator G can be expressed in the form
G(x) = G(x,,) + 1(x - x0) + d(x) (1)
where A: X --r Y is some linear and continuous operator, 4: &(x0, p) + Y is some operator
such that
x0 + h)ll = o
lim ‘I’(
h-0 IM *

We will further assume that the operator J. = G’(x,) is regular, i.e. AX = Y.

From the Banach theorem about the open mapping [3] we have that
MO,4 C &(O, l), (2)
for some 6 > 0, i.e. the image of the unit ball under the mapping A contains a ball of radius 6 > 0
in the space Y.
We are now going to prove the following main result.

THEOREM 3. Let
(i) G: &(x0, p) + Y be an operator differentiable in the Frechet sense at the point x0, i.e.

and
IMO + Ml ~ o as h -+ 0; (3)
‘3x1 = Wo) + G’(x,)(x - xo) + 44x1,
llhll
(ii) operator A = G’(x,) be regular, i.e. 1X = Y;
(iii) operator (b be Lipschitzian in &(x0, p) with a constant L > 0;
(iv) the subspace X, = ker A has a topological complement, i.e. there exists the subspace X,
such that
x=x, +x2.
If L/6 = s < 1, where 6 is the constant from condition (2), then
TM = (h E X: Ah = 0) = ker G’(x,),

where TM is the subspace tangent to the set M = lx E X: G(x) = G(x,)].

Proof. Consider the topological complement of Xi, i.e. the subspace X, defined in (iv). Since
X, = ker A, in view of lemma 1, we have that the operator 2 restricted to the subspace X, , i.e.
AIxZ: X2 -+ Y is an isomorphism. Then we can apply Banach’s theorem about the inverse
operator [5] and the inverse mapping II-’ exists and is continuous.
124 U. LEDZEWICZ and S. WALCZAK

Let us define

V(r) = A-‘(Y) where A-‘: Y + x, c x. (4)

It is easy to check that the operator I,Vsatisfies a Lipschitz condition with a constant l/6.
Indeed, from the covering condition (2) we have that

IIVII = ,,;m,
<
IIW(Y)II = 1/a ,,$“& IIV(Y)ll 5 l/6.
<
(9

Let us take an arbitrary h E ker 2 and construct a sequence

g, = -v/(Wo + h + g,- I)), go = 0, (6)

where the operator y is in the form (4).

Thus, we have
g, = -w(d(xo + h))

and

llgrll 5 ; lb@0 + h)lI = 4llhlO. (7)

Let us take IlhJl so small that

llhll < P/Z and (8)

According to (6) we have

g, = -u/(~Nxo + h + g,)) (9)
and
llsz - g,II 5 IIu/(Hxo + h + gl)) - W(~(XO + h))II

5 f b(xo + h + gJ - Wo + h)ll 5 ; k,ll = dk,ll. (10)

Hence, using (10) we obtain

II&II 5 (1 + 4lg,II 5 __
1 : s IlIz1 II. (11)

In an analogous way we have

l/g, - g,l/ = Ilu/(Mo + h + gJ) - w($(xo + h + s&/l

5 ; II&, + h + 8,) - 44x0 + h + sd 5 slk, - g,/l 5 s%,II

thus,

llg,II 5 llszll + 4l&ll 5 (1 + s + ~2~ll&ll 5 j& II&II. (12)

 Lusternik theorem 125

By using the method of induction we can show that

II& - &-ill 5 ~n-lllglll~ n > 3, (13)

llgnll I (1 + s + s2 + ... + s”-‘)llgJl I ~1 ! $ , II. (14)

By using (8) it is easy to see that the sequence {g,] satisfying conditions (13) and (14) also
satisfies the condition that x0 + h + g, E Bx(xO, p) and that {g,) is a Cauchy sequence. Let us
denote by g the limit of the sequence g,. From (6) we have

g, = -v(G(x, + h + s,-1) - G&J - Ag,-,), h = G’(x,J, Ah = 0. (15)

Since, by assumption (i), the operator G is Frechet differentiable and from the Banach
theorem about the inverse operator and (4) we had that the operator J,Vis continuous, we have
that both operators t,~ and G are continuous. Hence from (15) we obtain

G(x, + h + g) = G(x,,).

Additionally from (7) and (14) we have that jlgll = o(h) and so h E TM.
Now let us take an arbitrary h E TM, i.e. x0 + th + o(t) E M. For every h E TM we have that
A(th + o(t)) + 4(x0 + th + o(t)) = 0. (16)
Dividing (16) by h and using the linearity of A, we obtain

A(h + o(t)/t) + 4(x,, + th + o(t))/t =0 for all t > 0. (17)

Then using the fact that o(t)/t + 0 and 4(x,, + th + o(t))/t + 0 as t + 0 in (17) we obtain
that Ah = 0, i.e. TM = ker A, which ends the proof.

In the following lemma we are going to prove the relation between theorem 3 and the classical
Lusternik theorem.

LEMMA2. If G is of class C’ in the ball B,(x,, , p), p > 0 and ker G’(x,,) possesses a topological
complement, then G satisfies all the conditions of theorem 1.

Proof. Let xi, x2 be arbitrary elements of B,(O, p). From the mean value theorem we have that
1
G(x,, + xi) - G(x,, + x2) = G’(x, + x, + t(xl - x2)) dt(x, - x2). (18)
i0
The assumption that G is of class C’ implies that

G(x, + xi) = GM + G’(x&, + 4(x1) (19)

G(x, + ~2) = G&J + G ‘(x,)x, + #&). (20)

By using (18)-(20) we obtain the following estimate

IlWi) - +(xz)II 5 ’ ilG’k, + x2 + t(xl - ~2)) - G’(xO)ll dtllxl - -dl

i 0

5 UP)llXI - x2117 (21)

 126 U. LEDZEWICZ and S. WALCZAK

where L(p) + 0 with p + 0. Thus, for sufficiently small p, L(p)/6 = s < 1 and from (21) we
have that the operator q5 is Lipschitzian in the neighborhood of the point x,,, i.e. all the
assumptions of theorem 3 are satisfied, which ends the proof.

Remark 5. In lemma 2 it was shown that theorem 3 appears to be a generalization of the

classical Lusternik theorem (theorem 1) in the sense that the class of operators that satisfy the
assumptions of theorem 3 is larger than the class of operators satisfying the Lusternik theorem,
i.e. class Cl.

An example of an operator which is not of class C’ but which satisfies the assumptions of
theorem 3 will be given below.

Example. Consider an operator G: R2 + R’ given in the form

ax, + bx, + x,x, x1 2 0
G&q, ~2) = (22)
ax, + bx2 - x,x2 x1 < 0

where Ial + (bl > 2.

Let us take x0 = (0,O). It is easy to calculate that the derivative of G has the form
for all (xi, x2) such that x1 > 0

I
(a + x2, b + Xl>
G’(x,, ~2) =
(a - x,,b - x,) for all (x1, x2) such that x1 < 0.
Furthermore,
G;(O, x2) = (a + x2, b),
GL(0, x2) = (a - x2, b),
i.e. the function G is not differentiable at the points (0, x2) except for (0,O) where the derivative
is G'(0,0) = (a, b). Thus, there is no neighborhood of (0,O) in which the function G(x, , x2) is
differentiable, i.e. this function does not satisfy the assumptions of the classical Lusternik
theorem (theorem 1 or 2).
Now let us check whether the function G satisfies the assumptions of theorem 3. As we stated
before, the function G is differentiable at the point x,, = (0,0),i.e. assumption (i) of theorem
3 is satisfied. Denote the operator ,l = (a, b). Since, in view of the condition that Ial + jbl > 2,
I is a nonzero operator, it is easy to see that 1 maps R2 onto R, i.e. assumption (iii) of
theorem 3 is satisfied. Now let us analyze the function 4(x1, x2) defined by formula (1). In our
problem, 4(x1, x2) has the form
x1x2 x1 2 0
44% 9x2) =
1 -x1x2 x1 I 0.

Now let us choose some p > 0 and denote by B((0, 0),p), the ball with center at (0,O) and radius
p. According to assumption (iii) of theorem 3, the function 4(x1, x2) has to satisfy the Lipschitz
condition in the neighborhood B((0, 0),p) with some constant L > 0.
Let us take two arbitrary points (xi, xi), (xr, x$‘) from B((0, 0), p). It is easy to estimate that
/4(x;,x;) - $(x:,x$)( I L(lx; - x[l + Ix;. - xz”l) (23)
where L = sup(lx;) + Ix; 1, Ix$l) = 2~.
 Lusternik theorem 127

Assumption (iv) is obviously satisfied in view of remark 3, since X = R2 is a Hilbert space

and X, = ker I is closed as a subspace of the finite dimensional space R2.
Then finally we have to check that L/6 = s < 1, where L is given by (23), 6 being a constant
satisfying condition (2). Since A = (a, b) then from condition (2) we have that 6 = (Ial + (bl)p.
Combining this with (22) we have that s = 2/((a( + (bl), i.e. s < 1.
Concluding we see that the function G given by (22) satisfies at (0,O) all the assumptions of
theorem 3, although it does not satisfy the assumptions of the classical Lusternik theorem.

4. APPLICATIONS

Theorem 1 can be applied to obtain some generalizations of the first order necessary
conditions of optimality.
As an example of such applications let us consider the following problem in the Banach space
(see 131)
f(x) + min (24)
under the equality constraint
G(x) = 0, (25)
where the functional f: X -+ R and the operator G: X --* Y, X and Y being Banach spaces.
By using theorem 2 we can prove the following Lagrange multipliers theorem.

THEOREM 4. Let (i) x0 be a point of the local minimum for problem (24), (25);
(ii) the functional f be Frtchet differentiable at x0 ;
(iii) the operator G be expressible in the form

G(x) = G&J + G’(x,)(x - xo) + d(x),

where the operator 4 satisfies the condition

Ild4xo+ wll --f o

as h + 0;
lb11
(iv) G’(x,,)X is a closed subspace of Y;
(v) the operator d, is Lipschitzian in &(x0, p) with a constant L > 0;
(vi) the subspace X1 = ker ?, has a topological complement, i.e. there exists the subspace X2
such that
x=x1 +x2.
If L/6 = s < 1, where 6 is a constant from condition (2) corresponding to A = G’(x,), then
there exist multipliers A,, E R and y* E Y* such that
Aof ‘(x0) + G’*(x,)y* = 0,

IAJI + IIJJ*ll> 0.
Proof. The proof of this theorem is similar to the proof of theorem 1 of [3, p. 651, with the
role of the Lusternik theorem being replaced by theorem 3. (Notice that in this theorem, the
assumption about the operator F being of class C’ is missing in the formulation of the theorem
on p. 65, but it is used in the proof of this theorem on p. 79.)
128 U. LEDZEWICZ and S. WALCZAK

Remark 6. In a similar way as in theorem 4, the main result of this paper (theorem 3) can be
applied to extend the necessary conditions of optimality for more general problems likk the
problem considered in [2] by using the Dubovitskii-Milyutin method or to the so-called
smooth-convex problem of [3].

REFERENCES

1. DEIMLINGK., Nonlinear Functional Analysis. Springer, Berlin (1985).

2. GIRSANOVI. V., Lectures on Mathematical Theory of Extretnum Problems. Springer, Berlin (1972).
3. IOFFEA. D. & TIKHOMIROVV. M., Theory of Extremal Problems. North-Holland, Amsterdam (1979).
4. LUSTERNIKL. A. & SOBOLEVV. I., Elements of Functional Analysis. Gordon & Breach, New York (1968).
5. MAURIN K., Analysis Z, Elements. Polish Scientific Publisher, Warsaw (1975) (in Polish).
6. ZEIDLER E., Nonlinear Functional Analysis and its Applications, III; Variational Methods and Optimization.
Springer, Berlin (1985).