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Exact characterization for subdifferentials of a special optimal value function

Authors :
Shuqin Sun
Yiran He
Source :
Optimization Letters. 12:519-534
Publication Year :
2017
Publisher :
Springer Science and Business Media LLC, 2017.

Abstract

For a closed set S and a bounded closed convex set U in a real normed vector space, we give exact subdifferential formulas of an optimal value function $$\mathrm {I}\!\Gamma _{S|U}$$ whose definition is based on the Minkowski function of U. $$\mathrm {I}\!\Gamma _{S|U}$$ covers distance function and indicator function as special cases. The main contribution is dropping two important assumptions of some main results in the literature.

Details

ISSN :
18624480 and 18624472
Volume :
12
Database :
OpenAIRE
Journal :
Optimization Letters
Accession number :
edsair.doi...........10d4fc28ed20eca95cd64bc041653e17