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Subdifferential of the conjugate function in general Banach spaces

Rafael Correa(rcorrea***at***dim.uchile.cl)
Abderrahim Hantoute(ahantoute***at***dim.uchile.cl)

Abstract: We give explicit formulas for the subdifferential set of the conjugate of non necessarily convex functions defined on general Banach spaces. Even if such a subdifferential mapping takes its values in the bidual space, we show that up to a weak** closure operation it is still described by using only elements of the initial space relying on the behavior of the given function at the nominal point. This is achieved by means of formulas using the epsilon-subdifferential and an appropriate enlargement of the subdifferential of this function, revealing a useful relationship between the subdifferential of the conjugate function and its part lying in the initial space.

Keywords: Conjugate function, subdifferential mapping, Banach spaces

Category 1: Convex and Nonsmooth Optimization

Citation: To appear in TOP, in the special issue edited on the occasion of the sixtieth birthday of M.A. López

Download: [PDF]

Entry Submitted: 10/17/2011
Entry Accepted: 10/17/2011
Entry Last Modified: 10/17/2011

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