Subdifferentials of convex matrix-valued functions

IF 16.4 1区 化学 Q1 CHEMISTRY, MULTIDISCIPLINARY
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引用次数: 0

Abstract

Subdifferentials (in the sense of convex analysis) of matrix-valued functions defined on \(\mathbb {R}^d\) that are convex with respect to the Löwner partial order can have a complicated structure and might be very difficult to compute even in simple cases. The aim of this paper is to study subdifferential calculus for such functions and properties of their subdifferentials. We show that many standard results from convex analysis no longer hold true in the matrix-valued case. For example, in this case the subdifferential of the sum is not equal to the sum of subdifferentials, the Clarke subdifferential is not equal to the subdifferential in the sense of convex analysis, etc. Nonetheless, it is possible to provide simple rules for computing nonempty subsets of subdifferentials (in particular, individual subgradients) of convex matrix-valued functions in the general case and to completely describe subdifferentials of such functions defined on the real line. As a by-product of our analysis, we derive some interesting properties of convex matrix-valued functions, e.g. we show that if such function is nonsmooth, then its diagonal elements must be nonsmooth as well.

凸矩阵值函数的次微分
摘要 定义在 \(\mathbb {R}^d\) 上的矩阵值函数的子微分(在凸分析的意义上),相对于 Löwner 偏序是凸的,可能具有复杂的结构,即使在简单的情况下也可能非常难以计算。本文旨在研究这类函数的子微分学及其子微分的性质。我们证明,凸分析的许多标准结果在矩阵值情况下不再成立。例如,在这种情况下,和的次微分不等于次微分之和,克拉克次微分不等于凸分析意义上的次微分,等等。尽管如此,在一般情况下,我们还是有可能提供计算凸矩阵值函数子微分(尤其是各个子梯度)非空子集的简单规则,并完整地描述定义在实线上的此类函数的子微分。作为分析的副产品,我们推导出了凸矩阵值函数的一些有趣性质,例如,我们证明了如果这类函数是非光滑的,那么它的对角线元素也一定是非光滑的。
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来源期刊
Accounts of Chemical Research
Accounts of Chemical Research 化学-化学综合
CiteScore
31.40
自引率
1.10%
发文量
312
审稿时长
2 months
期刊介绍: Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.
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