The Viscosity Subdifferential of the Rank Function via the Corresponding Subdifferential of its Moreau Envelopes

We derive the so-called viscosity subdifferential of the rank function via a limiting process applied to the Moreau envelopes of the rank function. Before that, we obtain the explicit expressions of all the generalized subdifferentials of the Moreau envelopes of the rank function.

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Bibliographic Details
Published in:Acta mathematica vietnamica 2015-12, Vol.40 (4), p.735-746
Main Authors: Hiriart-Urruty, Jean-Baptiste, Le, Hai Yen
Format: Article
Language:English
Subjects:
Mathematics
Mathematics and Statistics
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Description
Summary:We derive the so-called viscosity subdifferential of the rank function via a limiting process applied to the Moreau envelopes of the rank function. Before that, we obtain the explicit expressions of all the generalized subdifferentials of the Moreau envelopes of the rank function.
ISSN:0251-4184
2315-4144
DOI:10.1007/s40306-015-0118-z