On extreme points and representer theorems for the Lipschitz unit ball on finite metric spaces
Kristian Bredies, Jonathan Chirinos Rodriguez, Emanuele Naldi
TL;DR
This paper studies extreme points of the Lipschitz unit ball on a finite metric space $$(\mathcal{X},d)$$ valued in a strictly convex Banach space $$(\mathcal{Y},\|\cdot\|)$$, focusing on $Lip_0^1$. It proves that the extreme points are exactly the set $\mathcal{E}$ defined by saturated Lipschitz edges along chains from $x_0$ to each $x_i$. A representer theorem is established: any $y\in Lip_0^1$ can be expressed as $y=\sum_{i=1}^k \lambda_i y^i$ with $k\le n+1$ and $y^i\in ext(Lip_0^1)$, $\lambda_i\ge0$, $\sum_i\lambda_i=1$, independent of the ambient dimension. Consequently, the classical Minkowski–Carathéodory bound, which scales with the target dimension, is improved from $nd+1$ to $n+1$, enabling dimension-free representations and potential algorithmic gains in vector-valued Lipschitz regularization contexts.
Abstract
In this note, we provide a characterization for the set of extreme points of the Lipschitz unit ball in a specific vectorial setting. While the analysis of the case of real-valued functions is covered extensively in the literature, no information about the vectorial case has been provided up to date. Here, we aim at partially filling this gap by considering functions mapping from a finite metric space to a strictly convex Banach space that satisfy the Lipschitz condition. As a consequence, we present a representer theorem for such functions. In this setting, the number of extreme points needed to express any point inside the ball is independent of the dimension, improving the classical result from Carathéodory.
