Attouch定理的斜率推广

A slope generalization of Attouch theorem

Mathematical Programming · 2024
被引 0
ABS 4

中文导读

该文在有限维空间中证明,对于凸下半连续函数,其函数序列的图收敛等价于其斜率序列的图收敛,从而将Attouch定理中的次微分替换为斜率。

Abstract

Abstract A classical result of variational analysis, known as Attouch theorem, establishes an equivalence between epigraphical convergence of a sequence of proper convex lower semicontinuous functions and graphical convergence of the corresponding subdifferential maps up to a normalization condition which fixes the integration constant. In this work, we show that in finite dimensions and under a mild boundedness assumption, we can replace subdifferentials (sets of vectors) by slopes (scalars, corresponding to the distance of the subdifferentials to zero) and still obtain the same characterization: namely, the epigraphical convergence of functions is equivalent to the epigraphical convergence of their slopes. This surprising result goes in line with recent developments on slope determination (Boulmezaoud et al. in SIAM J Optim 28(3):2049–2066, 2018; Pérez-Aros et al. in Math Program 190(1–2):561-583, 2021) and slope sensitivity (Daniilidis and Drusvyatskiy in Proc Am Math Soc 151(11):4751-4756, 2023) for convex functions.

变分分析凸分析优化理论数学分析