Subdifferential formulae for the supremum of an arbitrary family of functions
P Pérez-Aros - SIAM Journal on Optimization, 2019 - SIAM
SIAM Journal on Optimization, 2019•SIAM
This work provides calculus rules for the Fréchet and Mordukhovich subdifferentials of the
pointwise supremum given by an arbitrary family of lower semicontinuous functions. We start
our study by showing fuzzy results about the Fréchet subdifferential of the supremum
function. Subsequently, we study the Mordukhovich subdifferential of the supremum function
in finite-and infinite-dimensional settings. Finally, we apply our results to the study of the
convex subdifferential; here we recover general formulae for the subdifferential of an …
pointwise supremum given by an arbitrary family of lower semicontinuous functions. We start
our study by showing fuzzy results about the Fréchet subdifferential of the supremum
function. Subsequently, we study the Mordukhovich subdifferential of the supremum function
in finite-and infinite-dimensional settings. Finally, we apply our results to the study of the
convex subdifferential; here we recover general formulae for the subdifferential of an …
This work provides calculus rules for the Fréchet and Mordukhovich subdifferentials of the pointwise supremum given by an arbitrary family of lower semicontinuous functions. We start our study by showing fuzzy results about the Fréchet subdifferential of the supremum function. Subsequently, we study the Mordukhovich subdifferential of the supremum function in finite- and infinite-dimensional settings. Finally, we apply our results to the study of the convex subdifferential; here we recover general formulae for the subdifferential of an arbitrary family of convex functions.
Society for Industrial and Applied Mathematics
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