Subdifferential formulae for the supremum of an arbitrary family of functions

Abstract

This work provides calculus for the Fréchet and limiting subdifferential of the pointwise supremum given by an arbitrary family of lower semicontinuous functions. We start our study showing fuzzy results about the Fréchet subdifferential of the supremum function. Posteriorly, we study in finite- and infinite-dimensional settings the limiting subdifferential of the supremum function. Finally, we apply our results to the study of the convex subdifferential; here we recover general formulae for the subdifferential of an arbitrary family of convex functions.

27 pages, Submitted