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Duality and Well Behavior of Nonconvex Functions

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Abstract

This article is devoted to the study of optimization problems involving a convex composite function, that is, the composition of a convex function with a mapping. We introduce the definitions of conjugate functions and associated subdifferentials which suit this particular structure. We use these definitions to study the conditioning, well-posedness, and well behavior of such functions.

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Guillaume, S. Duality and Well Behavior of Nonconvex Functions. Journal of Optimization Theory and Applications 114, 507–543 (2002). https://doi.org/10.1023/A:1016018911762

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