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Subdifferentials for the Difference of Two Convex Functions

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Abstract

It is shown that for some classes of functions all epiderivatives and subdifferentials of the Clarke, Michel–Penot, and other types coincide. Several rules of calculation of epiderivatives and subdifferentials for the difference of two convex functions are obtained. Some examples are considered.

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Authors and Affiliations

  1. Department of Higher Mathematics, Moscow Institute of Physics and Technology, Institutskii pereulok 9, Dolgoprudny, Moscow region, Russia, 141700

    E. S. Polovinkin

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  1. E. S. Polovinkin
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Correspondence to E. S. Polovinkin.

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Translated from Fundamentalnaya i Prikladnaya Matematika, Vol. 19, No. 5, pp. 167–184, 2014.

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Polovinkin, E.S. Subdifferentials for the Difference of Two Convex Functions. J Math Sci 218, 664–677 (2016). https://doi.org/10.1007/s10958-016-3049-x

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  • DOI: https://doi.org/10.1007/s10958-016-3049-x

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