ɛ-Optimality conditions for composed convex optimization problems

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Abstract

The aim of the present paper is to provide a formula for the ɛ-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 ɛ-subdifferential formula we are able to derive necessary and sufficient conditions for the ɛ-optimal solutions of composed convex optimization problems.

Keywords

Conjugate functions
Composed convex functions
ɛ-subdifferential
ɛ-optimality conditions

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Supported by DFG (German Research Foundation), Project WA 922/1.