Variational analysis for a class of minimal time functions in Hilbert spaces
Document Type
Article
Publication Date
1-1-2004
Abstract
This paper considers the parameterized infinite dimensional optimization problem minimize {t ≥ 0 : S ∩ {x + tF} ≠ ø}, where S is a nonempty closed subset of a Hilbert space H and F ⊆ H is closed convex satisfying 0 ∈ int F. The optimal value T(x) depends on the parameter x ∈ H, and the (possibly empty) set S∩(x+T(x)F) of optimal solutions is the "F-projection" of x into S. We first compute proximal and Fréchet subgradients of T(·) in terms of normal vectors to level sets, and secondly, in terms of the F-projection. Sufficient conditions are also obtained for the differentiability and semiconvexity of T(·), results which extend the known case when F is the unit ball.
Publication Source (Journal or Book title)
Journal of Convex Analysis
First Page
335
Last Page
361
Recommended Citation
Colombo, G., & Wolenski, P. (2004). Variational analysis for a class of minimal time functions in Hilbert spaces. Journal of Convex Analysis, 11 (2), 335-361. Retrieved from https://repository.lsu.edu/mathematics_pubs/1887