Skip to main content
Log in

A General Representation of δ-normal Sets to Sublevels of Convex Functions

  • Published:
Set-Valued and Variational Analysis Aims and scope Submit manuscript

Abstract

The (δ-) normal cone to an arbitrary intersection of sublevel sets of proper, lower semicontinuous, and convex functions is characterized, using either ε-subdifferentials at the nominal point or exact subdifferentials at nearby points. Our tools include (ε-) calculus rules for sup/max functions. The framework of this work is that of a locally convex space, however, formulas using exact subdifferentials require some restriction either on the space (e.g. Banach), or on the function (e.g. epi-pointed).

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Attouch, H., Alvarez, F.: The heavy ball with friction dynamical system for convex constrained minimization problems. In: Optimization, Namur (1998), Lecture Notes in Econom. Math. Systems, vol. 481, pp 25–35. Springer, Berlin (2000)

  2. Borwein, J.M.: A note on ε-subgradients and maximal monotonicity. Pacific J. Math. 103(2), 307–314 (1982)

    Article  MathSciNet  MATH  Google Scholar 

  3. Brøndsted, A.: On the subdifferential of the supremum of two convex functions. Math. Scand. 31, 225–230 (1972)

    Article  MathSciNet  MATH  Google Scholar 

  4. Brøndsted, A., Rockafellar, R.T.: On the subdifferentiability of convex functions. Proc. Amer. Math. Soc. 16, 605–611 (1965)

    Article  MathSciNet  MATH  Google Scholar 

  5. Cabot, A., Engler, H., Gadat, S.: On the long time behavior of second order differential equations with asymptotically small dissipation. Trans. Amer. Math. Soc. 361(11), 5983–6017 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  6. Cabot, A., Thibault, L.: Sequential formulae for the normal cone to sublevel sets. Trans. Amer. Math. Soc. 366(12), 6591–6628 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  7. Correa, R., Hantoute, A., López, M.A.: Towards supremum-sum subdifferential calculus free of qualification conditions. SIAM J. Optim. 26(4), 2219–2234 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  8. Correa, R., Hantoute, A., López, M.A.: Weaker conditions for subdifferential calculus of convex functions. J. Funct. Anal. 271(5), 1177–1212 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  9. Correa, R., Hantoute, A., Pérez-Aros, P.: On brøndsted-rockafellar theorem, maximal monotonicity of subdifferential and subdifferential limiting calculus rules for convex lsc epi-pointed functions in locally convex spaces, to appear in Math. Prog. (2017). https://doi.org/10.1007/s10107-017-1110-2

  10. Ioffe, A.D.: A note on subdifferentials of pointwise suprema. Top 20, 456–466 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  11. Hantoute, A., López, M.A.: A complete characterization of the subdifferential set of the supremum of an arbitrary family of convex functions. J. Convex Anal. 15, 831–858 (2008)

    MathSciNet  MATH  Google Scholar 

  12. Hantoute, A., López, M.A., Zălinescu, C.: Subdifferential calculus rules in convex analysis: a unifying approach via pointwise supremum functions. SIAM J. Optim. 19, 863–882 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  13. Hiriart-Urruty, J.-B., Moussaoui, M., Seeger, A., Volle, M.: Subdifferential calculus without qualification conditions, using approximate subdifferentials: a survey. Nonlinear Anal. 24(12), 1727–1754 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  14. Hiriart-Urruty, J.-B., Phelps, R.R.: Subdifferential calculus using ε-subdifferentials. J. Funct. Anal. 118, 154–166 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  15. Kutateladze, S.S.: Convex e-programming. Soviet Math. Dokl. 20, 391–393 (1979)

    MATH  Google Scholar 

  16. Lewis, A.S.: The convex analysis of unitarily invariant matrix functions. J. Convex Anal. 2(1-2), 173–183 (1995)

    MathSciNet  MATH  Google Scholar 

  17. Lewis, A.S.: Group invariance and convex matrix analysis. SIAM J. Matrix Anal. Appl. 17, 927–949 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  18. Li, C., Ng, K.F.: Subdifferential calculus rules for supremum functions in convex analysis. SIAM J. Optim. 21, 782–797 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  19. López, M.A., Volle, M.: On the subdifferential of the supremum of an arbitrary family of extended real-valued functions. RACSAM 105(1), 3–21 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  20. Moreau, J.J.: Convexes, Fonctionnelles: Séminaire sur les équations aux dérivées partielles. Collège de France (1967)

  21. Penot, J.P.: Subdifferential calculus without qualification assumptions. J. Convex Anal. 2(3), 207–219 (1996)

    MathSciNet  MATH  Google Scholar 

  22. Rockafellar, R.T., Wets, R.J.B.: Variational Analysis. Springer, Berlin (1998)

    Book  MATH  Google Scholar 

  23. Rockafellar, R.T.: Convex Analysis. Princeton University Press, Princeton (1970)

    Book  MATH  Google Scholar 

  24. Thibault, L.: Sequential convex subdifferential calculus and sequential lagrange multipliers. SIAM J. Control Optim. 35(4), 1434–1444 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  25. Zălinescu, C.: Convex Analysis in General Vector Spaces. World Scientific, Singapore (2002)

    Book  MATH  Google Scholar 

Download references

Acknowledgements

We would like to thank the reviewers for their careful reading and for providing valuable suggestions which allowed us to improve our manuscript.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Abderrahim Hantoute.

Additional information

Dedicated to Prof. Michel Théra on his 70th birthday

This work is partially supported by CONICYT grant Fondecyt 1151003, Conicyt-Redes no. 150040, and Mathamsud 17-MATH-06.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Hantoute, A., Svensson, A. A General Representation of δ-normal Sets to Sublevels of Convex Functions. Set-Valued Var. Anal 25, 651–678 (2017). https://doi.org/10.1007/s11228-017-0460-5

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11228-017-0460-5

Keywords

Mathematics Subject Classification (2010)

Navigation