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Articles

Geometric approach to convex subdifferential calculus

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Pages 839-873
Received 09 Jul 2015
Accepted 02 Oct 2015
Published online: 07 Nov 2015
 

In this paper, we develop a geometric approach to convex subdifferential calculus in finite dimensions with employing some ideas of modern variational analysis. This approach allows us to obtain natural and rather easy proofs of basic results of convex subdifferential calculus in full generality and also derive new results of convex analysis concerning optimal value/marginal functions, normals to inverse images of sets under set-valued mappings, calculus rules for coderivatives of single-valued and set-valued mappings, and calculating coderivatives of solution maps to parameterized generalized equations governed by set-valued mappings with convex graphs.

Acknowledgements

The authors are grateful to two anonymous referees and the handling Editor for their valuable remarks, which allowed us to improve the original presentation.

Additional information

Funding

Mordukhovich was partially supported by the National Science Foundation [grant number DMS-1007132], [grant number DMS-1512846]; the Air Force Office of Scientific Research [grant number 15RT0462]. Nam was partially supported by the NSF [grant number DMS-1411817]; the Simons Foundation [grant number 208785].

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