
doi: 10.1007/bf02563886
The main result is the following generalization of the Moreau-Rockafellar theorem on the additivity of the convex subdifferential: If \(f\) and \(\{f_n\}\) are proper lower semicontinuous functions on a Banach space \(X\), with dual \(X^*\), such that \(\sum^\infty_{n= 1}f_n\) pointwise converges to \(f\) on \(X\) then, for each \(x\in\text{int dom}(f)\), \[ \partial f(x)= \Biggl\{x^*\in X^*: x^*= \sum^\infty_{n= 1} x^*_n\text{ (in the weak\(^*\) topology), with }x^*_n\in\partial f_n(x)\quad \forall n\Biggr\}. \] As a consequence, a generalization of the Kuhn-Tucker theorem, for convex optimization problems with a countable number of inequality constraints, is obtained. Other versions of the Moreau-Rockafellar theorem, involving norm (instead of weak\(^*\)) convergence, are also given.
Programming in abstract spaces, Convex programming, convex functions, Methods involving semicontinuity and convergence; relaxation, Applications of functional analysis in optimization, convex analysis, mathematical programming, economics, Nonsmooth analysis, subdifferential, lower semicontinuous functions, convex optimization problems, pointwise convergence, convex subdifferential, Convex functions and convex programs in convex geometry, Kuhn-Tucker theorem, locally uniform convergence, Moreau-Rockafellar theorem, Optimality conditions and duality in mathematical programming, Convexity of real functions of several variables, generalizations
Programming in abstract spaces, Convex programming, convex functions, Methods involving semicontinuity and convergence; relaxation, Applications of functional analysis in optimization, convex analysis, mathematical programming, economics, Nonsmooth analysis, subdifferential, lower semicontinuous functions, convex optimization problems, pointwise convergence, convex subdifferential, Convex functions and convex programs in convex geometry, Kuhn-Tucker theorem, locally uniform convergence, Moreau-Rockafellar theorem, Optimality conditions and duality in mathematical programming, Convexity of real functions of several variables, generalizations
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