A Short Note on the Twice Differentiability of the Marginal Function of a Convex Function

Jean-Pierre Crouzeix (), Abdelhak Hassouni () and Eladio Ocaña ()
Additional contact information
Jean-Pierre Crouzeix: Université Clermont-Auvergne
Abdelhak Hassouni: Université Mohammed 5
Eladio Ocaña: Universidad Nacional de Ingeniería

Journal of Optimization Theory and Applications, 2023, vol. 198, issue 2, No 16, 857-867

Abstract: Abstract The main result concerns the second-order differentiability of the marginal function of a convex twice differentiable function. The inf-convolution and the proximal algorithm are revised according to the result as examples.

Keywords: Convex analysis; Convex duality; Conjugacy; Marginal function; Inf-convolution; Proximal algorithm; 26B25; 90C25; 90C31 (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10957-023-02267-4 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:198:y:2023:i:2:d:10.1007_s10957-023-02267-4

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1007/s10957-023-02267-4

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().