Minimal convex majorants of functions and Demyanov-Rubinov exhaustive super(sub)differentials

DOI10.1080/02331934.2018.1518446MaRDI QIDQ5197997zbMATH OpenOpenAlexWikidataFDO

Authors V. V. Gorokhovik

Publication date 2 October 2019

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1801.01282

zbMATH Keywords

convex majorantsDemyanov-Rubinov exhaustive subdifferentialpositively homogeneous functionssemicontinuous functionsupper and lower envelopes

Mathematics Subject Classification ID

Representation and superposition of functions (26B40) Nonsmooth analysis (49J52) Optimality conditions for problems in abstract spaces (49K27)

Abstract: The primary goal of the paper is to establish characteristic properties of (extended) real-valued functions defined on normed vector spaces that admit the representation as the lower envelope of their minimal (with respect to pointwise ordering) convex majorants. The results presented in the paper generalize and extend the well-known Demyanov-Rubinov characterization of upper semicontinuous positively homogeneous functions as the lower envelope of exhaustive families of continuous sublinear functions to more larger classes of (not necessarily positively homogeneous) functions defined on arbitrary normed spaces. As applications of the above results, we introduce, for nonsmooth functions, a new notion of the Demyanov-Rubinov subdifferential at a given point, and show that it generalizes a number of known notions of subdifferentiability, in particular, the Fenchel-Moreau subdifferential of convex functions and the Dini-Hadamard (directional) subdifferential of directionally differentiable functions. Some applications of Demyanov-Rubinov subdifferentials to extremal problems are considered.

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Cited in

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• Regularly abstract convex functions with respect to the set of Lipschitz continuous concave functions
• Support points of lower semicontinuous functions with respect to the set of Lipschitz concave functions
• The subdifferentiability of functions convex with respect to the set of Lipschitz concave functions

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