Qualification conditions-free characterizations of the -subdifferential of convex integral functions

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Publication:2041016



Abstract: We provide formulae for the varepsilon-subdifferential of the integral function If(x):=intTf(t,x)dmu(t), where the integrand f:TimesXo[−infty,+infty] is measurable in (t,x) and convex in x. The state variable lies in a locally convex space, possibly non-separable, while T is given a structure of a nonnegative complete sigma-finite measure space (T,mathcalA,mu). The resulting characterizations are given in terms of the epsilon-subdifferential of the data functions involved in the integrand, f, without requiring any qualification conditions. We also derive new formulas when some usual continuity-type conditions are in force. These results are new even for the finite sum of convex functions and for the finite-dimensional setting.




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