The directional subdifferential of the difference of two convex functions

The directional subdifferential of the difference of two convex functions

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Article ID: iaor2013173
Volume: 49
Issue: 3
Start Page Number: 505
End Page Number: 519
Publication Date: Mar 2011
Journal: Journal of Global Optimization
Authors:
Abstract:

We provide a criterion giving a formula for the directional (or contingent) subdifferential of the difference of two convex functions. We even extend it to the difference of two approximately starshaped functions. Our analysis relies on a notion of approximate monotonicity for operators which is much less demanding than the usual one.

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