Generalized differentiation and duality in infinite dimensions under polyhedral convexity

DOI10.1007/S11228-022-00647-YMaRDI QIDQ2677672zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 5 January 2023

Published in Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2106.15777

zbMATH Keywords

calculus rulescoderivativeconvex analysisgeneralized differentiationgeometric approachnormal conerelative interiorsolution maps

Mathematics Subject Classification ID

Duality theory (optimization) (49N15) Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31) Optimality conditions and duality in mathematical programming (90C46) Programming in abstract spaces (90C48)

Review text

The authors investigate the theory of polyhedral duality in locally convex topological vector (LCTV) spaces and its applications. First, an LCTV generalization of the classical Rockafellar's proper separation theorem for two convex sets is derived. This is achieved by replacing the relative interior by the quasi-relative interior analogue. This result, along with the adoption of a geometric approach, is employed to derive enhanced calculus rules for normals to convex sets, coderivatives of convex set-valued mappings, and subgradients of extended-real-valued functions under certain polyhedrality requirements, in the setting of LCTV spaces. Further, new results on conjugate calculus and duality in convex optimization with relaxed qualification conditions in polyhedral settings, are obtained.

Recommendations

• Generalized polyhedral convex optimization problems
• Convex optimization in infinite dimensional spaces
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Cited in

(5)

• Relationships between polyhedral convex sets and generalized polyhedral convex sets
• Revisiting Rockafellar's theorem on relative interiors of convex graphs with applications to convex generalized differentiation
• Generalized Differentiation and Duality in Infinite Dimensions under Polyhedral Convexity
• A notion of Fenchel conjugate for set-valued mappings
• On duality theory in vector spaces without topology via algebraic core

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