A Complete Characterization of the Subdifferential Set of the Supremum of an Arbitrary Family of Convex Functions
Journal of convex analysis, Tome 15 (2008) no. 4, pp. 831-858
Voir la notice de l'article provenant de la source Heldermann Verlag
Starting with some analysis of the support function of an arbitrary set, we obtain a formula for the subdifferential set of the supremum function of an arbitrary (possibly infinite) family of proper convex functions at each point of its effective domain, not necessarily at a continuity point. In this sense, our formula constitutes an extension of Theorem A of M. Volle ["Sous-différentiel d'une enveloppe supérieure de fonctions convexes", Comptes Rendus Acad. Sci. Paris I 317 (1993) 845-849], and also allows us to derive a generalization of a result A. Broensted ["On the subdifferential of the supremum of two convex functions", Math. Scand. 31 (1972) 225-230]. Our approach is based on a linearization via the Fenchel conjugate.
Classification :
52A41, 90C25, 15A39
Mots-clés : Subdifferential set, support and supremum functions, convex analysis
Mots-clés : Subdifferential set, support and supremum functions, convex analysis
@article{JCA_2008_15_4_JCA_2008_15_4_a9,
author = {A. Hantoute and M. A. L\'opez},
title = {A {Complete} {Characterization} of the {Subdifferential} {Set} of the {Supremum} of an {Arbitrary} {Family} of {Convex} {Functions}},
journal = {Journal of convex analysis},
pages = {831--858},
publisher = {mathdoc},
volume = {15},
number = {4},
year = {2008},
url = {http://geodesic.mathdoc.fr/item/JCA_2008_15_4_JCA_2008_15_4_a9/}
}
TY - JOUR AU - A. Hantoute AU - M. A. López TI - A Complete Characterization of the Subdifferential Set of the Supremum of an Arbitrary Family of Convex Functions JO - Journal of convex analysis PY - 2008 SP - 831 EP - 858 VL - 15 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/JCA_2008_15_4_JCA_2008_15_4_a9/ ID - JCA_2008_15_4_JCA_2008_15_4_a9 ER -
%0 Journal Article %A A. Hantoute %A M. A. López %T A Complete Characterization of the Subdifferential Set of the Supremum of an Arbitrary Family of Convex Functions %J Journal of convex analysis %D 2008 %P 831-858 %V 15 %N 4 %I mathdoc %U http://geodesic.mathdoc.fr/item/JCA_2008_15_4_JCA_2008_15_4_a9/ %F JCA_2008_15_4_JCA_2008_15_4_a9
A. Hantoute; M. A. López. A Complete Characterization of the Subdifferential Set of the Supremum of an Arbitrary Family of Convex Functions. Journal of convex analysis, Tome 15 (2008) no. 4, pp. 831-858. http://geodesic.mathdoc.fr/item/JCA_2008_15_4_JCA_2008_15_4_a9/