Document Type
Pre-Print
Publication Date
10-6-2015
Subjects
Convex geometry, Mathematical optimization, Convex functions, Subdifferentials -- Geometrical aspects
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 optimal value/marginal functions, normals to 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 parameterized generalized equations governed by set-valued mappings with convex graphs.
DOI
10.1080/02331934.2015.1105225
Persistent Identifier
http://archives.pdx.edu/ds/psu/20423
Citation Details
Mordukhovich, Boris S. and Nam, Nguyen Mau, "Geometric Approach to Convex Subdifferential Calculus" (2015). Mathematics and Statistics Faculty Publications and Presentations. 186.
http://archives.pdx.edu/ds/psu/20423
Description
This is the author’s version of a work that was accepted for publication in Optimization. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published Optimization, Volume 66, Number 6, 2017, Pages 839-873 and can be found online at: http://dx.doi.org/10.1080/02331934.2015.1105225