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Subdifferential calculus rules in convex analysis: a unifying approach via pointwise supremum functions. (English) Zbl 1163.49014

Summary: We provide a rule to calculate the subdifferential set of the pointwise supremum of an arbitrary family of convex functions defined on a real locally convex topological vector space. Our formula is given exclusively in terms of the data functions and does not require any assumption either on the index set on which the supremum is taken or on the involved functions. Some other calculus rules, namely chain rule formulas of standard type, are obtained from our main result via new and direct proofs.

MSC:

49J52 Nonsmooth analysis
90C25 Convex programming
15A39 Linear inequalities of matrices