Algebraic Lipschitz and Subdifferential Calculus in General Vector Spaces
Optimization and Control
2016-11-09 v1
Abstract
The main contribution of this paper is that every convex function with non-empty relative algebraic interior of its domain is Lipschitz and subdifferentiable in some algebraic sense without any additional topological constraints. The proposed approach uses slightly modified Clarke's subdifferential for functions defined on a convex symmetric set and Lipschitz with respect to a Minkowski functional. Following this, Clarke's subdifferential calculus is generalized to vector spaces and, where continuity properties are claimed, to topological vector spaces.
Cite
@article{arxiv.1611.02410,
title = {Algebraic Lipschitz and Subdifferential Calculus in General Vector Spaces},
author = {Dmytro Voloshyn},
journal= {arXiv preprint arXiv:1611.02410},
year = {2016}
}
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26 pages