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The directional subdifferential of the difference of two convex functions

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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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Penot, JP. The directional subdifferential of the difference of two convex functions. J Glob Optim 49, 505–519 (2011). https://doi.org/10.1007/s10898-010-9615-8

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