Second-order subgradients of convex integral functionals

Author:

Moussaoui Mohammed,Seeger Alberto

Abstract

The purpose of this work is twofold: on the one hand, we study the second-order behaviour of a nonsmooth convex function F F defined over a reflexive Banach space X X . We establish several equivalent characterizations of the set 2 F ( x ¯ , y ¯ ) \partial ^2F(\overline x,\overline y) , known as the second-order subdifferential of F F at x ¯ \overline x relative to y ¯ F ( x ¯ ) \overline y\in \partial F(\overline x) . On the other hand, we examine the case in which F = I f F=I_f is the functional integral associated to a normal convex integrand f f . We extend a result of Chi Ngoc Do from the space X = L R d p X=L_{\mathbb R^d}^p ( 1 > p > + ) (1>p>+\infty ) to a possible nonreflexive Banach space X = L E p X=L_E^p ( 1 p > + ) (1\le p>+\infty ) . We also establish a formula for computing the second-order subdifferential 2 I f ( x ¯ , y ¯ ) \partial ^2 I_f(\overline x,\overline y) .

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

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