Name
Title | ||
|---|---|---|
A Study of Convex Convex-Composite Functions via Infimal Convolution with Applications |
Abstract | ||
|---|---|---|
In this paper, 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. The results are established under a verifiable Slater-type condition, with relaxed monotonicity and without lower semi continuity 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. |
Year | DOI | Venue |
|---|---|---|
2021 | 10.1287/moor.2020.1099 | MATHEMATICS OF OPERATIONS RESEARCH |
Keywords | DocType | Volume |
convex-composite function, cone-induced ordering, K-convexity, Fenchel conjugate, infimal convolution, subdifferential, conic programming, matrix-fractional function, variational Gram function, spectral function | Journal | 46 |
Issue | ISSN | Citations |
4 | 0364-765X | 0 |
PageRank | References | Authors |
0.34 | 0 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| James V. Burke | 1 | 753 | 113.35 |
| Tim Hoheisel | 2 | 3 | 0.80 |
| Nguyen Quang V. | 3 | 0 | 0.34 |