Variational Analysis for a Class of Minimal Time Functions in Hilbert Spaces

G. Colombo ; P. R. Wolenski

Journal of convex analysis, Tome 11 (2004) no. 2, pp. 335-361

Résumé

\def\iint{{\hbox{int}\;}} This paper considers the parameterized infinite dimensional optimization problem $$ \hbox{minimize}\quad\bigl\{t\geq 0:\;S \cap\{x+tF\}\not= \emptyset\bigr\}, $$ where $S$ is a nonempty closed subset of a Hilbert space $H$ and $F\subseteq H$ is closed convex satisfying $0\in \iint F$. The optimal value $T(x)$ depends on the parameter $x\in H$, and the (possibly empty) set $S\cap (x+T(x)F)$ of optimal solutions is the ``$F$-projection'' of $x$ into $S$. We first compute proximal and Fr\'echet subgradients of $T(\cdot)$ in terms of normal vectors to level sets, and secondly, in terms of the $F$-projection. Sufficient conditions are also obtained for the differentiability and semiconvexity of $T(\cdot)$, results which extend the known case when $F$ is the unit ball.