What is the subdifferential of the closed convex hull of a function?

被引：61

作者：

Benoist, J ^{[1
]}

HiriartUrruty, JB ^{[1
]}

机构：

[1] UNIV TOULOUSE 3,UFR MATH,F-31062 TOULOUSE,FRANCE

来源：

SIAM JOURNAL ON MATHEMATICAL ANALYSIS | 1996年 / 27卷 / 06期

关键词：

convex hull; subdifferential; asymptotic function;

D O I：

10.1137/S0036141094265936

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Given a function f : R(N) --> (-infinity, +infinity] and its closed convex hull <(co)over bar f>, we consider the question of expressing the subdifferential of <(co)over bar f> in terms of the subdifferential of f. Under a fairly general assumption on the behavior of f at infinity, we obtain an explicit formula of the subdifferential of <(co)over bar f> from that of f and its asymptotic function.

引用

页码：1661 / 1679

页数：19

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