3 papers
math.OC2018
Subdifferential formulae for the supremum of an arbitrary family of functions
Pedro Pérez-Aros
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 stud…
math.OC2017
Formulae for the Conjugate and the Subdifferential of the Supremum Function
Pedro Pérez-Aros
The aim of this work is to provide formulae for the subdifferential and the conjungate function of the supremun function over an arbitrary family of functions. The work is principa…
math.OC2017
Subdifferential characterization of probability functions under Gaussian distribution
Abderrahim Hantoute, René Henrion, Pedro Pérez-Aros
Probability functions figure prominently in optimization problems of engineering. They may be nonsmooth even if all input data are smooth.This fact motivates the consideration of s…