M. López Cerdá
We present new characterizations of the normal cone to the effective domain of the supremum of an arbitrary family of convex functions. These results are applied to give new formulas for the subdifferential of the supremum function, which use both the active and nonactive functions at the reference point, whereas the normal cone to finite-dimensional sections of the effective domain of the supremum function is removed.
Keywords: Subdifferential calculus, infinite dimensional convex analysis, supremum function
Scheduled
GT11 Continuous Optimization I
June 9, 2022 10:10 AM
A12