Max and Min
Questions about the maximum or minimum of a function f relative to a set C are fundamental in variational analysis. For problems in n real variables, the elements of C are vectors x = (x1,…, x n ) ∊ ℝ n . In any application, f or C are likely to have special structure that needs to be addressed, but we begin here with concepts associated with maximization and minimization as general operations.
KeywordsConvex Function Lower Semicontinuity Cluster Point Envelope Function Proximal Mapping
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