Towards supremum-sum subdifferential calculus free of qualification conditions

Correa, R.; Hantoute, A.; López, M. A.

Keywords: Sum and pointwise supremum of convex functions, Fenchel and approximate subdifferentials

Abstract

We give a formula for the subdifferential of the sum of two convex functions where one of them is the supremum of an arbitrary family of convex functions. This is carried out under a weak assumption expressing a natural relationship between the lower semicontinuous envelopes of the data functions in the domain of the sum function. We also provide a new rule for the subdifferential of the sum of two convex functions, which uses a strategy of augmenting the involved functions. The main feature of our analysis is that no continuity-type condition is required. Our approach allows us to unify, recover, and extend different results in the recent literature.

Más información

Título de la Revista: SIAM JOURNAL ON OPTIMIZATION
Volumen: 26
Número: 4
Editorial: SIAM PUBLICATIONS
Fecha de publicación: 2016
Página de inicio: 2219
Página final: 2234
Idioma: en
Financiamiento/Sponsor: Fondecyt
DOI:

https://doi.org/10.1137/15M1045375

Notas: ISI