Weaker conditions for subdifferential calculus of convex functions (Q2630793)

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Weaker conditions for subdifferential calculus of convex functions
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    Weaker conditions for subdifferential calculus of convex functions (English)
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    22 July 2016
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    The main purpose of the paper under review is to derive new formulas for the subdifferential of the sum of two convex functions \(f,g:X\to R\cup\{\pm\infty\}\) under conditions which are at an intermediate level of generality among those leading to the Hiriart-Urruty and Phelps formula \(\partial(f+ g)(x)= \bigcap_{\varepsilon>0} \text{cl}(\partial_\varepsilon(f(x))+ \partial_\varepsilon(g(x))\), which holds for lsc proper convex functions, and the Moreau-Rockefeller formula \(\partial(f+g)=\partial f+\partial g\), which indirectly requires the convex functions to satisfy the close conditions \[ \overline{f+g}=\overline f+\overline g.\tag{1} \] The main result of the authors states that under (1), the asymmetric assumption \(\operatorname{dom}f\cap \operatorname{ri}(\operatorname{dom} g)\neq\emptyset\) and \(g|_{\mathrm{aff}(\operatorname{dom}g)}\) is continuous on \(\operatorname{ri}(\operatorname{dom}g)\), provides the asymmetric calculus rule: \(\partial(f+ g)(x)= \bigcap_{\varepsilon} \text{cl}(\partial_\varepsilon(f(x))+ \partial g(x))\) for \(x\in X\).
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    convex functions
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    Fenchel subdifferential
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    subdifferential calculus rules
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    convex infinite-dimensional optimization
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