The Conjugates, Compositions and Marginals of Convex Functions
Journal of convex analysis, Tome 8 (2001) no. 2, pp. 423-446
Voir la notice de l'article provenant de la source Heldermann Verlag
Continuing the work of Hiriart-Urruty and Phelps, we discuss (in both locally convex spaces and Banach spaces) the formulas for the conjugates and subdifferentials of the precomposition of a convex function by a continuous linear mapping and the marginal function of a convex function by a continuous linear mapping. We exhibit a certain (incomplete) duality between the operations of precomposition and marginalization. Our results lead easily to Thibault's proof of the maximal monotonicity of the subdifferential of a proper, convex lower semicontinuous function on a Banach space. We show that some of the Hiriart-Urruty-Phelps results on ε-subdifferentials have analogs in terms of the "ε-enlargement" of the subdifferential. We obtain new results on the conjugates and subdifferentials of sums of convex functions without constraint qualifications and also of episums of convex functions. We discuss constrained minimization on non-closed convex subsets of a Banach space.
@article{JCA_2001_8_2_JCA_2001_8_2_a8,
author = {S. P. Fitzpatrick and S. Simons},
title = {The {Conjugates,} {Compositions} and {Marginals} of {Convex} {Functions}},
journal = {Journal of convex analysis},
pages = {423--446},
publisher = {mathdoc},
volume = {8},
number = {2},
year = {2001},
url = {http://geodesic.mathdoc.fr/item/JCA_2001_8_2_JCA_2001_8_2_a8/}
}
TY - JOUR AU - S. P. Fitzpatrick AU - S. Simons TI - The Conjugates, Compositions and Marginals of Convex Functions JO - Journal of convex analysis PY - 2001 SP - 423 EP - 446 VL - 8 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/JCA_2001_8_2_JCA_2001_8_2_a8/ ID - JCA_2001_8_2_JCA_2001_8_2_a8 ER -
S. P. Fitzpatrick; S. Simons. The Conjugates, Compositions and Marginals of Convex Functions. Journal of convex analysis, Tome 8 (2001) no. 2, pp. 423-446. http://geodesic.mathdoc.fr/item/JCA_2001_8_2_JCA_2001_8_2_a8/