-Optimality conditions for composed convex optimization problems |
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Authors: | Radu Ioan Bo Ioan Bogdan Hodrea Gert Wanka |
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Institution: | aFaculty of Mathematics, Chemnitz University of Technology, D-09107 Chemnitz, Germany |
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Abstract: | The aim of the present paper is to provide a formula for the -subdifferential of f+gh different from the ones which can be found in the existent literature. Further we equivalently characterize this formula by using a so-called closedness type regularity condition expressed by means of the epigraphs of the conjugates of the functions involved. Even more, using the -subdifferential formula we are able to derive necessary and sufficient conditions for the -optimal solutions of composed convex optimization problems. |
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Keywords: | Conjugate functions Composed convex functions -subdifferential -optimality conditions |
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