Abstract
We give two generalized Moreau-Rockafellar-type results for the sum of a convex function with a composition of convex functions in separated locally convex spaces. Then we equivalently characterize the stable strong duality for composed convex optimization problems through two new regularity conditions, which also guarantee two formulae of the subdifferential of the mentioned sum of functions. We also treat some special cases, rediscovering older results in the literature. A discussion on the topological assumptions for the vector function used in the composition closes this article.
| Original language | English |
|---|---|
| Pages (from-to) | 917-933 |
| Number of pages | 17 |
| Journal | Optimization |
| Volume | 58 |
| Issue number | 7 |
| DOIs | |
| Publication status | Published - 1 Oct 2009 |
| Externally published | Yes |
Keywords
- Composed convex functions
- Conjugate functions
- Moreau-Rockafellar results
- Regularity conditions
- Stable strong duality