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We show that various functionals related to the supremum of a real function defined on an arbitrary set or a measure space are Hadamard directionally differentiable. We specifically consider the supremum norm, the supremum, the infimum, and…

统计理论 · 数学 2019-12-18 Javier Cárcamo , Luis-Alberto Rodríguez , Antonio Cuevas

We propose a level proximal subdifferential for a proper lower semicontinuous function. Level proximal subdifferential is a uniform refinement of the well-known proximal subdifferential, and has the pleasant feature that its resolvent…

最优化与控制 · 数学 2023-03-07 Xianfu Wang , Ziyuan Wang

In this paper various notions of convexity of real functions with respect to Chebyshev systems defined over arbitrary subsets of the real line are introduced. As an auxiliary notion, a concept of a relevant divided difference and also a…

经典分析与常微分方程 · 数学 2017-06-29 Zsolt Páles , Éva Székelyné Radácsi

This paper investigates the preservation of local minimizers and strong minimizers of extended-real-valued lower semicontinuous functions under taking their Moreau envelopes. We address a general setting of Banach spaces, while all the…

最优化与控制 · 数学 2023-12-01 Pham Duy Khanh , Vu Vinh Huy Khoa , Boris S. Mordukhovich , Vo Thanh Phat

In this paper, an upper semismooth function is defined to be a lower semicontinuous function whose radial subderivative satisfies a mild directional upper semicontinuity property. Examples of upper semismooth functions are the proper lower…

最优化与控制 · 数学 2017-03-10 Marc Lassonde

The (delta-) normal cone to an arbitrary intersection of sublevel sets of proper, lower semicontinuous, and convex functions is characterized, using either epsilon-subdifferentials at the nominal point or exact subdifferentials at nearby…

最优化与控制 · 数学 2017-10-30 Abderrahim Hantoute , Anton Svensson

Submodular set-functions have many applications in combinatorial optimization, as they can be minimized and approximately maximized in polynomial time. A key element in many of the algorithms and analyses is the possibility of extending the…

机器学习 · 计算机科学 2016-02-24 Francis Bach

The paper is devoted to the study, characterizations, and applications of variational convexity of functions, the property that has been recently introduced by Rockafellar together with its strong counterpart. First we show that these…

最优化与控制 · 数学 2023-01-30 Pham Duy Khanh , Boris S. Mordukhovich , Vo Thanh Phat

A new directional derivative and a new subdifferential for set-valued convex functions are constructed, and a set-valued version of the so-called 'max-formula' is proven. The new concepts are used to characterize solutions of convex…

最优化与控制 · 数学 2012-07-24 Andreas H. Hamel , Carola Schrage

Chapter 1 deals with the problem of the existence of an upper/lower envelope from a convex cone or, more generally, a convex set for functions on the projective limit of vector lattices with values in the completion of the Kantorovich space…

泛函分析 · 数学 2018-12-31 B. N. Khabibullin , A. P. Rozit , E. B. Khabibullina

In the article the author is studying the twice codifferentiable functions, defined by Prof. V.Ph. Demyanov, and some methods for calculating their codifferentials. At the beginning easier case is considered when a function is twice…

经典分析与常微分方程 · 数学 2020-03-13 I. M. Proudnikov

In this work, using Moreau envelopes, we define a complete metric for the set of proper lower semicontinuous convex functions. Under this metric, the convergence of each sequence of convex functions is epi-convergence. We show that the set…

最优化与控制 · 数学 2015-07-28 Chayne Planiden , Xianfu Wang

Extended real-valued functions are often used in optimization theory, but in different ways for infimum problems and for supremum problems. We present an approach to extended real-valued functions that works for all types of problems and…

最优化与控制 · 数学 2018-06-11 Petra Weidner

Seminal work by Edmonds and Lovasz shows the strong connection between submodularity and convexity. Submodular functions have tight modular lower bounds, and subdifferentials in a manner akin to convex functions. They also admit poly-time…

离散数学 · 计算机科学 2015-09-09 Rishabh Iyer , Jeff Bilmes

Subdifferentials (in the sense of convex analysis) of matrix-valued functions defined on $\mathbb{R}^d$ that are convex with respect to the L\"{o}wner partial order can have a complicated structure and might be very difficult to compute…

最优化与控制 · 数学 2024-07-22 M. V. Dolgopolik

In this paper we develop general formulas for the subdifferential of the pointwise supremum of convex functions, which cover and unify both the compact continuous and the non-compact non-continuous settings. From the non-continuous to the…

最优化与控制 · 数学 2020-04-03 Rafael Correa , Abderrahim Hantoute , Marco Antonio López

Submodular Functions are a special class of set functions, which generalize several information-theoretic quantities such as entropy and mutual information [1]. Submodular functions have subgradients and subdifferentials [2] and admit…

离散数学 · 计算机科学 2020-07-01 Rishabh Iyer , Jeff Bilmes

We give an extension to a nonconvex setting of the classical radial representation result for lower semicontinuous envelope of a convex function on the boundary of its effective domain. We introduce the concept of radial uniform upper…

经典分析与常微分方程 · 数学 2013-09-18 Omar Anza Hafsa , Jean-Philippe Mandallena

The paper addresses the study and applications of a broad class of extended-real-valued functions, known as optimal value or marginal functions, which are frequently appeared in variational analysis, parametric optimization, and a variety…

最优化与控制 · 数学 2025-02-05 Le Phuoc Hai , Felipe Lara , Boris S. Mordukhovich

Integrally convex functions constitute a fundamental function class in discrete convex analysis, including M-convex functions, L-convex functions, and many others. This paper aims at a rather comprehensive survey of recent results on…

组合数学 · 数学 2023-02-23 Kazuo Murota , Akihisa Tamura
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