A study of convex convex-composite functions via infimal convolution with applications
| Autor: | Burke, James V., Hoheisel, Tim, Nguyen, Quang V. |
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| Rok vydání: | 2019 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | In this note we provide a full conjugacy and subdifferential calculus for convex convex-composite functions in finite-dimensional space. Our approach, based on infimal convolution and cone-convexity, is straightforward and yields the desired results under a verifiable Slater-type condition, with relaxed monotonicity and without lower semicontinuity assumptions on the functions in play. The versatility of our findings is illustrated by a series of applications in optimization and matrix analysis, including conic programming, matrix-fractional, variational Gram, and spectral functions. Comment: 30 pages |
| Databáze: | arXiv |
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