Necessary and sufficient optimality conditions in DC semi-infinite programming
- Authors: Correa, Rafael , López, Marco , Pérez-Aros, Pedro
- Date: 2021
- Type: Text , Journal article
- Relation: SIAM Journal on Optimization Vol. 31, no. 1 (2021), p. 837-865
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- Description: This paper deals with particular families of DC optimization problems involving suprema of convex functions. We show that the specific structure of this type of function allows us to cover a variety of problems in nonconvex programming. Necessary and sufficient optimality conditions for these families of DC optimization problems are established, where some of these structural features are conveniently exploited. More precisely, we derive necessary and sufficient conditions for (global and local) optimality in DC semi-infinite programming and DC cone-constrained optimization, under natural constraint qualifications. Finally, a penalty approach to DC abstract programming problems is developed in the last section. © 2021 Society for Industrial and Applied Mathematics
Subdifferential of the supremum via compactification of the index set
- Authors: Correa, Rafael , Hantoute, Abderrahim , López, Marco
- Date: 2020
- Type: Text , Journal article
- Relation: Vietnam Journal of Mathematics Vol. 48, no. 3 (2020), p. 569-588, http://purl.org/au-research/grants/arc/DP180100602
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- Description: We give new characterizations for the subdifferential of the supremum of an arbitrary family of convex functions, dropping out the standard assumptions of compactness of the index set and upper semi-continuity of the functions with respect to the index (J. Convex Anal. 26, 299–324, 2019). We develop an approach based on the compactification of the index set, giving rise to an appropriate enlargement of the original family. Moreover, in contrast to the previous results in the literature, our characterizations are formulated exclusively in terms of exact subdifferentials at the nominal point. Fritz–John and KKT conditions are derived for convex semi-infinite programming. © 2020, Vietnam Academy of Science and Technology (VAST) and Springer Nature Singapore Pte Ltd.
- Description: Funding details: Fondo Nacional de Desarrollo CientÃfico, Tecnológico y de Innovación Tecnológica, FONDECYT, PIA AFB-170001, 1190110, 1190012 Funding details: Universidad de Alicante, BEA- GAL 18/00205, PGC2018-097960-B-C21 Funding details: Australian Research Council, ARC, DP 180100602 Funding details: Comisión Nacional de Investigación CientÃfica y Tecnológica, CONICYT Funding details: Ministerio de Ciencia e Innovación, MICINN Funding text 1: Research supported by CONICYT (Fondecyt 1190012 and 1190110), Proyecto/Grant PIA AFB-170001, MICIU of Spain and Universidad de Alicante (Grant Beatriz Galindo BEA- GAL 18/00205), and Research Project PGC2018-097960-B-C21 from MICINN, Spain. The research of the third author is also supported by the Australian ARC - Discovery Projects DP 180100602
Towards supremum-sum subdifferential calculus free of qualification conditions
- Authors: Correa, Rafael , Hantoute, Abderrahim , López, Marco
- Date: 2016
- Type: Text , Journal article
- Relation: Siam Journal on Optimization Vol. 26, no. 4 (2016), p. 2219-2234
- Relation: http://purl.org/au-research/grants/arc/DP160100854
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- Description: We give a formula for the subdifferential of the sum of two convex functions where one of them is the supremum of an arbitrary family of convex functions. This is carried out under a weak assumption expressing a natural relationship between the lower semicontinuous envelopes of the data functions in the domain of the sum function. We also provide a new rule for the subdifferential of the sum of two convex functions, which uses a strategy of augmenting the involved functions. The main feature of our analysis is that no continuity-type condition is required. Our approach allows us to unify, recover, and extend different results in the recent literature.
Valadier-like formulas for the supremum function I
- Authors: Correa, Rafael , Hantoute, Abderrahim , López, Marco
- Date: 2018
- Type: Text , Journal article
- Relation: Journal of Convex Analysis Vol. 25, no. 4 (2018), p. 1253-1278
- Relation: http://purl.org/au-research/grants/arc/DP160100854
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- Description: We generalize and improve the original characterization given by Valadier [19, Theorem 1] of the subdifferential of the pointwise supremum of convex functions, involving the subdifferentials of the data functions at nearby points. We remove the continuity assumption made in that work and obtain a general formula for such a subdifferential. In particular, when the supremum is continuous at some point of its domain, but not necessarily at the reference point, we get a simpler version which gives rise to the Valadier formula. Our starting result is the characterization given in [11, Theorem 4], which uses the e-subdifferential at the reference point.
Valadier-like Formulas for the Supremum Function II: The Compactly Indexed Case
- Authors: Correa, Rafael , Hantoute, Abderrahim , Lopez, Marco
- Date: 2019
- Type: Text , Journal article
- Relation: Journal of Convex Analysis Vol. 26, no. 1 (2019), p. 299-324
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- Description: Continuing with the work on the subdifferential of the pointwise supremum of convex functions, started in part I of this paper [R. Correa, A. Hantoute, M. A. Lopez, Valadier-like formulas for the supremum function I, J. Convex Analysis 25 (2018) 1253-1278], we focus now on the compactly indexed case. We assume that the index set is compact and that the data functions are upper semicontinuous with respect to the index variable (actually, this assumption will only affect the set of epsilon-active indices at the reference point). As in the previous work, we do not require any continuity assumption with respect to the decision variable. The current compact setting gives rise to more explicit formulas, which only involve subdifferentials at the reference point of active data functions. Other formulas are derived under weak continuity assumptions. These formulas reduce to the characterization given by M. Valadier [Sous-differentiels d'une borne superieure et d'une somme continue de fonctions convexes, C. R. Acad. Sci. Paris Ser. A-B Math. 268 (1969) 39-42, Theorem 2], when the supremum function is continuous.
Weaker conditions for subdifferential calculus of convex functions
- Authors: Correa, Rafael , Hantoute, Abderrahim , López, Marco
- Date: 2016
- Type: Text , Journal article
- Relation: Journal of Functional Analysis Vol. 271, no. 5 (2016), p. 1177-1212
- Relation: http://purl.org/au-research/grants/arc/DP160100854
- Full Text: false
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- Description: In this paper we establish new rules for the calculus of the subdifferential mapping of the sum of two convex functions. Our results are established under conditions which are at an intermediate level of generality among those leading to the Hiriart-Urruty and Phelps formula (Hiriart-Urruty and Phelps, 1993 [15]), involving the approximate subdifferential, and the stronger assumption used in the well-known Moreau-Rockafellar formula (Rockafellar 1970, [23]; Moreau 1966, [20]), which only uses the exact subdifferential. We give an application to derive asymptotic optimality conditions for convex optimization.
- Description: In this paper we establish new rules for the calculus of the subdifferential mapping of the sum of two convex functions. Our results are established under conditions which are at an intermediate level of generality among those leading to the Hiriart-Urruty and Phelps formula (Hiriart-Urruty and Phelps, 1993 [15]), involving the approximate subdifferential, and the stronger assumption used in the well-known Moreau-Rockafellar formula (Rockafellar 1970, [23]; Moreau 1966, [20]), which only uses the exact subdifferential. We give an application to derive asymptotic optimality conditions for convex optimization. (C) 2016 Elsevier Inc. All rights reserved.