Geometric approach to convex subdifferential calculus

DOI10.1080/02331934.2015.1105225zbMATH Open1402.49014arXiv1504.06004OpenAlexW2291446607MaRDI QIDQ5277983FDOQ5277983

Authors: Boris S. Mordukhovich, Nguyen Mau Nam 

Publication date: 12 July 2017

Published in: Optimization (Search for Journal in Brave)

Abstract: In this paper we develop a geometric approach to convex subdifferential calculus in finite dimensions with employing some ideas of modern variational analysis. This approach allows us to obtain natural and rather easy proofs of basic results of convex subdifferential calculus in full generality and also derive new results of convex analysis concerning marginal/value functions, normal of inverse images of sets under set-valued mappings, calculus rules for coderivatives of single-valued and set-valued mappings, and calculating coderivatives of solution maps to convex generalized equations.

Full work available at URL: https://arxiv.org/abs/1504.06004

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zbMATH Keywords

convex analysisgeometric approachnormal conecoderivativegeneralized differentiationset-valued analysisoptimal value functionconvex subdifferentialmaximum functioncalculus rulesconvex separation

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53) Geometric methods (93B27)

Cites Work

• Variational Analysis
• Convex analysis and monotone operator theory in Hilbert spaces
• Constrained optimization and image space analysis. Vol. 1: Separation of sets and optimality conditions
• Title not available (Why is that?)
• Generalized equations and their solutions, Part I: Basic theory

Cited In (14)

• Quasi-relative interiors for graphs of convex set-valued mappings
• Revisiting Rockafellar's theorem on relative interiors of convex graphs with applications to convex generalized differentiation
• A uniform approach to Hölder calmness of subdifferentials
• Optimality conditions and sensitivity analysis in parametric nonconvex minimax programming
• Subdifferential stability analysis for convex optimization problems via multiplier sets
• A unified approach to convex and convexified generalized differentiation of nonsmooth functions and set-valued mappings
• Differential stability of discrete optimal control problems with possibly nondifferentiable costs
• Generalized differentiation and duality in infinite dimensions under polyhedral convexity
• A geometric approach for convexity in some variational problem in the Gauss space
• Clustering and multifacility location with constraints via distance function penalty methods and DC programming
• Variational geometric approach to generalized differential and conjugate calculi in convex analysis
• Algebraic core and convex calculus without topology
• Extremal systems of convex sets with applications to convex calculus in vector spaces
• Extremality of convex sets with some applications

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