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Formulae for the Conjugate and the Subdifferential of the Supremum Function

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  • Pedro Pérez-Aros

    (Universidad de O’higgins)

Abstract

This paper aims at providing some formulae for the subdifferential and the conjungate function of the supremum function over an arbitrary family of functions. The work is principally motivated by the case when data functions are lower semicontinuous proper and convex. Nevertheless, we explore the case when the family of functions is arbitrary, but satisfying that the biconjugate of the supremum functions is equal to the supremum of the biconjugate of the data functions. The study focuses its attention on functions defined in finite-dimensional spaces; in this case, the formulae can be simplified under certain qualification conditions. However, we show how to extend these results to arbitrary locally convex spaces, without any qualification condition.

Suggested Citation

  • Pedro Pérez-Aros, 2019. "Formulae for the Conjugate and the Subdifferential of the Supremum Function," Journal of Optimization Theory and Applications, Springer, vol. 180(2), pages 397-427, February.
    • Handle: RePEc:spr:joptap:v:180:y:2019:i:2:d:10.1007_s10957-018-1350-1
    DOI: 10.1007/s10957-018-1350-1
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    References listed on IDEAS

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    1. A. Ioffe, 2012. "A note on subdifferentials of pointwise suprema," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(2), pages 456-466, July.
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