LSC convex Relaxation in Optimization
Keywords: lower semicontinuous convex hull, Legendre–Fenchel conjugate function, Fenchel subdifferential, asymptotic function, argmin set
Abstract
We relate the argmin sets of a given function, not necessarily convex or lower semicontinuous, and its lower semicontinuous convex hull by means of explicit characterizations involving an appropriate concept of asymptotic functions. This question is connected to the subdifferential calculus of the Legendre–Fenchel conjugate function. The final expressions, which also involve a useful extension of the Fenchel subdifferential introduced in [R. Correa and A. Hantoute, Set-Valued Var. Anal., 18 (2010), pp. 405–422], are then written exclusively by means of primal objects relying on the initial function. This work extends to the infinite-dimensional setting of some related results given in [J. Benoist and J.-B. Hiriart-Urruty, SIAM J. Math. Anal., 27 (1996), pp. 1661–1679].
Más información
Título de la Revista: | SIAM JOURNAL ON OPTIMIZATION |
Volumen: | 54 |
Número: | 73 |
Editorial: | SIAM PUBLICATIONS |
Fecha de publicación: | 2013 |
Página de inicio: | 673 |
Página final: | 680 |
Idioma: | English |
Financiamiento/Sponsor: | Fondecyt Project No 1110019, ECOS-Conicyt project No C10E08, and Math-Amsud No. 13MATH-01 2013 |
DOI: |
http://www.siam.org/journals/siopt/23-1/81809.html |
Notas: | ISI |