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Exact characterization for subdifferentials of a special optimal value function
- 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.
- Subjects :
- 021103 operations research
Control and Optimization
Closed set
010102 general mathematics
Mathematical analysis
0211 other engineering and technologies
Convex set
02 engineering and technology
Function (mathematics)
Subderivative
01 natural sciences
Combinatorics
Indicator function
Bounded function
Minkowski space
0101 mathematics
Mathematics
Normed vector space
Subjects
Details
- ISSN :
- 18624480 and 18624472
- Volume :
- 12
- Database :
- OpenAIRE
- Journal :
- Optimization Letters
- Accession number :
- edsair.doi...........10d4fc28ed20eca95cd64bc041653e17