A complete characterization of the subdifferential set of the supremum of an arbitrary family of proper convex functions
Keywords: convex analysis, convex subdifferential, pointwise supremum function, calculus rules
Abstract
We provide a rule to calculate the subdifferential set of the pointwise supremum of an arbitrary family of convex functions defined on a real locally convex topological vector space. Our formula is given exclusively in terms of the data functions and does not require any assumption either on the index set on which the supremum is taken or on the involved functions. Some other calculus rules, namely chain rule formulas of standard type, are obtained from our main result via new and direct proofs.
Más información
Título de la Revista: | Journal of Convex Analysis |
Volumen: | 15 |
Número: | 4 |
Editorial: | Heldermann Verlag |
Fecha de publicación: | 2008 |
Página de inicio: | 831 |
Página final: | 858 |
Idioma: | English |
Financiamiento/Sponsor: | Research supported by grants MTM2005-08572- C03 (01) from MEC (Spain) and FEDER (E.U.), ACOMP06/117 and ACOMP/2007/247-292 from Generalitat Valenciana (Spain), and ID-PCE-379 (Romania) |
DOI: |
DOI. 10.1137/070700413 |
Notas: | ISI |