LSC convex Relaxation in Optimization

Correa, R.; Hantoute, A.

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