Complément de Schur et sous-différentiel du second ordre d'une fonction convexe (Q1180546): Difference between revisions

The Schur complement of a function \(f: X\to R\cup\{+\infty\}\) with respect to a linear mapping \(A: X\to Y\) is defined as the following marginal function: (Af) \((y)=\inf\{f(x);\;x\in X,\;Ax=y\}\), \(y\in Y\). If the complex function \(f\) is assumed to be either partially quadratic, in the sense that \(f(x)=(1/2)\langle x,Rx\rangle\) on some subspace \(H\subset X\) and \(f(x)=+\infty\) if \(x\not\in H\) or of class \(C^ 2\) with a nonsingular second order differential then Af is proved to be of the same type and some formulae for its second order directional derivatives are obtained. These results are extended to proper convex lower semicontinuous functions whose conjugates have nonempty second order directional epiderivatives in the sense of \textit{R. T. Rockafellar} [Ann. Inst. H. Poincaré 2, 167-184 (1985; Zbl 0581.49009)].