Towards supremum-sum subdifferential calculus free of qualification conditions
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 |