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

Crouzeix J.-P.; Hassouni A.; Ocaña E. · Journal of Optimization Theory and Applications (2023) · DOI: 10.1007/s10957-023-02267-4

Resumen

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.

Instituciones: Universidad Nacional de Ingeniería