291. How to avoid the normal cone in the subdifferential calculus?
Invited abstract in session FC-3: In memory of Georg Still - part 4, stream In memory of Georg Still.
Friday, 11:25 - 12:40Room: M:J
Authors (first author is the speaker)
| 1. | Marco A. López-Cerdá
|
| Statistics and Operations Research, Alicante University |
Abstract
We start by providing alternative characterizations of the normal cone to the effective domain of the supremum of an arbitrary family of convex functions. These results are then applied to give new formulas for the subdifferential of the supremum function, which use both the active and nonactive functions at the reference point. In contrast with previous works, the main feature of our subdifferential characterization is that the normal cone to the effective domain of the supremum (or to finite-dimensional sections of this domain) does not appear. The results presented in this talk were established in a joint research project with R. Correa and A. Hantoute.
Keywords
- Convex and non-smooth optimization
- Semi-infinite optimization
- Linear and nonlinear optimization
Status: accepted
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