Skip to main content
Log in

Subdifferential set of the supremum of lower semi-continuous convex functions and the conical hull intersection property

  • Published:
TOP Aims and scope Submit manuscript

Abstract

In this paper we give some characterizations for the subdifferential set of the supremum of an arbitrary (possibly infinite) family of proper lower semi-continuous convex functions. This is achieved by means of formulae depending exclusively on the (exact) subdifferential sets and the normal cones to the domains of the involved functions. Our approach makes use of the concept of conical hull intersection property (CHIP, for short). It allows us to establish sufficient conditions guarantying explicit representations for this subdifferential set at any point of the effective domain of the supremum function.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Auslender A. and Teboulle M. (2000).Asymptotic Cones and Functions in Optimization and Variational Inequalities. Springer.

  • Bakan A., Deutsch F., and Li W. (2005). Strong CHIP, Normality, and Linear Regularity of Convex Sets.Transactions of the American Mathematical Society 10, 3831–3863.

    Article  Google Scholar 

  • Brøndsted A. (1972). On the Subdifferential of the Supremum of Two Convex Functions.Mathematica Scandinavica 31, 225–230.

    Google Scholar 

  • Chui C.K., Deutsch F., and Ward J.D. (1992). Constrained Best Approximation in Hilbert Spaces II.Journal of Approximation Theory 71, 231–238.

    Google Scholar 

  • Danskin J.M. (1967).The Theory of Max-Min and its Applications to Weapons Allocations Problems. Springer.

  • Hantoute A. and López M.A. (2006). A Complete Characterization of the Subdifferential Set of The Supremum of an Arbitrary Family of Lower Semi-Continuous Convex Functions. Preprint.

  • Hiriart-Urruty J.-B. and Lemaréchal C. (1993).Convex Analysis and Minimization Algorithms I, II. Springer.

  • Hiriart-Urruty J.-B., Moussaoui M., Seeger A. and Volle M. (1995). Subdifferential Calculus Without Qualification Conditions, Using Approximate Subdifferentials: A Survey.Nonlinear Analysis. Theory. Methods and Applications 24, 1727–1754.

    Article  Google Scholar 

  • Ioffe A.D. and Levin V.L. (1972). Subdifferentials of Convex Functions.Trudy Moskov Matematicheskogo Obshchestva 26, 3–73 (in russian).

    Google Scholar 

  • Pschenichnyi B.N. (1965). Convex Programming in a Normalized Space.Kibernetika 5, 46–54 (in russian). Translated asCybernetics 1, 46–57 (1966).

    Google Scholar 

  • Rockafellar R.T. (1970),Convex Analysis. Princeton University Press.

  • Rockafellar R.T. (1979). Directionally Lipschitzian Functions and Subdifferential Calculus.Proceedings of the London Mathematical Society 39, 331–355.

    Article  Google Scholar 

  • Valadier M. (1969). Sous-Différentiels d'une Borne Supérieure et d'une Somme Continue de Fonctions Convexes.Comptes rendus de l'Académie des sciences A268, 39–42.

    Google Scholar 

  • Volle V. (1993). Sous-Différentiel d'une Enveloppe Supérieure de Fonctions Convexes.Comptes rendus de l'Académie des sciences I317, 845–849.

    Google Scholar 

  • Zalinescu C. (2002).Convex Analysis in General Vector Spaces. World Scientific.

Download references

Author information

Authors and Affiliations

Authors

Additional information

Research supported by grant SB2003-0344 of SEUI (MEC), Spain.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Hantoute, A. Subdifferential set of the supremum of lower semi-continuous convex functions and the conical hull intersection property. TOP 14, 355–374 (2006). https://doi.org/10.1007/BF02837568

Download citation

  • Received:

  • Accepted:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02837568

Key words

Navigation