A Rockafellar theorem for cyclically quasi-monotone maps: The regular non-vanishing case

Source abstract

In this paper, we study the connection between cyclic quasi-monotonicity and quasi-convexity, focusing on whether every cyclically quasi-monotone (possibly multi-valued) map is included in the normal cone operator of a quasi-convex function, in analogy with Rockafellar’s theorem for convex functions. We provide a positive answer for locally Lipschitz, non-vanishing maps in any dimension, as well as for general multi-maps in dimension [Formula: see text]. We further discuss connections to revealed preference theory in economics and to [Formula: see text] optimal transport. Finally, we present explicit constructions and examples, highlighting the main challenges that arise in the general case.