|Date: Thursday, April 14, 2022
Location: Virtual (9:00 AM to 10:00 AM)
Title: Moreau envelope of supremum functions
Abstract: In this talk, we show results concerning the Moreau envelope of the supremum of a family of convex, proper, and lower semicontinuous functions. Under mild assumptions, we prove that the Moreau envelope of a supremum is the supremum of Moreau envelopes, which allows us to approximate possibly nonsmooth supremum functions by smooth regularization, which is also the suprema of continuously differentiable mappings. Consequently, we approximated optimization problems from infinite and stochastic programming for which we obtain zero-duality gap results and optimality conditions without the verification of constraint qualification conditions.
Joint work with Pedro Pérez-Aros, Instituto de Ciencias de la Ingeniería, Univesidad de O'Higgins, Rancagua, Chile.
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Meeting ID: 955 2425 1106
Speaker: Emilio Vilches
Institution: O'Higgins University, Chile
Event Organizer: Anthony Bloch, Boris Mordukhovich, Nguyen-Truc-Dao Nguyen