无资格条件的上确界和次微分演算

Towards Supremum-Sum Subdifferential Calculus Free of Qualification Conditions

SIAM Journal on Optimization · 2016
被引 17
ABS 3

中文导读

研究了两个凸函数和的次微分公式,其中一个函数是任意一族凸函数的上确界,在弱假设下给出了公式,无需连续性条件,统一并扩展了近期文献中的结果。

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.

凸分析次微分凸优化数学分析