SUBDIFFERENTIAL FORMULAE FOR THE SUPREMUM OF AN ARBITRARY FAMILY OF FUNCTIONS
Abstract
This work provides calculus rules for the Frechet and Mordukhovich subdifferentials of the pointwise supremum given by an arbitrary family of lower semicontinuous functions. We start our study by showing fuzzy results about the Frechet subdifferential of the supremum function. Subsequently, we study the Mordukhovich subdifferential of the supremum function in finite- and infinite-dimensional settings. Finally, we apply our results to the study of the convex subdifferential; here we recover general formulae for the subdifferential of an arbitrary family of convex functions.
Más información
Título según WOS: | SUBDIFFERENTIAL FORMULAE FOR THE SUPREMUM OF AN ARBITRARY FAMILY OF FUNCTIONS |
Título según SCOPUS: | Subdifferential formulae for the supremum of an arbitrary family of functions |
Título de la Revista: | SIAM JOURNAL ON OPTIMIZATION |
Volumen: | 29 |
Número: | 2 |
Editorial: | SIAM PUBLICATIONS |
Fecha de publicación: | 2019 |
Página de inicio: | 1714 |
Página final: | 1743 |
Idioma: | English |
DOI: |
10.1137/17M1163141 |
Notas: | ISI, SCOPUS |