TALK: Tim Hoheisel (McGill University / Montreal, Canada) [English]
A study of convex convex-composite functions
|Date:||11/21/2019, 4:00 PM - 5:00 PM|
|Location:||Hubland Nord, Geb. 30, 30.02.003|
|Organizer:||Lehrstuhl für Mathematik VII|
Abstract: In this talk we present a full conjugacy and subdifferential calculus for convex convex-composite functions in finite-dimensional space. Our approach, based on infimal convolution and cone-convexity, is straightforward and yields the desired results under a verifiable Slater-type condition, with relaxed monotonicity and without lower semicontinuity assumptions on the functions in play. The versatility of our findings is illustrated by a series of applications in optimization and matrix analysis, including conic programming, matrix-fractional, variational Gram, and spectral functions.