2008OptimizationOpen access

Linear representations and quasipolyhedrality of a finite-valued convex function

M. D. Fajardo, Marco A. López, Rubén Puente

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Abstract

The possibility of representing the epigraph of a finite-valued convex function by means of a (locally) Farkas–Minkowski linear semi-infinite inequalities system is studied in this article. Moreover, we prove that the so-called locally polyhedral representations characterize the function, giving rise to the concept of the quasipolyhedral function. Conditions for its conjugate to be also quasipolyhedral are obtained, as well as the characterization of its subdifferential and ϵ-subdifferential in terms of a specific sequence of ordinary polyhedral functions.

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The possibility of representing the epigraph of a finite-valued convex function by means of a (locally) Farkas–Minkowski linear semi-infinite inequalities system is studied in this article. Moreover, we prove that the so-called locally polyhedral representations characterize the function, giving rise to the concept of the quasipolyhedral function. Conditions for its conjugate to be also quasipolyhedral are obtained, as well as the characterization of its subdifferential and ϵ-subdifferential in terms of a specific sequence of ordinary polyhedral functions.

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Available abstract

The possibility of representing the epigraph of a finite-valued convex function by means of a (locally) Farkas–Minkowski linear semi-infinite inequalities system is studied in this article. Moreover, we prove that the so-called locally polyhedral representations characterize the function, giving rise to the concept of the quasipolyhedral function. Conditions for its conjugate to be also quasipolyhedral are obtained, as well as the characterization of its subdifferential and ϵ-subdifferential in terms of a specific sequence of ordinary polyhedral functions.

Key concepts: Epigraph, Subderivative, Mathematics, Convex conjugate, Pure mathematics, Convex function, Convex analysis, Characterization (materials science)

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