Prox-regular functions in variational analysis

Abstract

The class of prox-regular functions covers all l.s.c., proper, convex functions, lower-C 2 functions and strongly amenable functions, hence a large core of functions of interest in variational analysis and optimization. The subgradient mappings associated with prox-regular functions have unusually rich properties, which are brought to light here through the study of the associated Moreau envelope functions and proximal mappings. Connections are made between second-order epi-derivatives of the functions and proto-derivatives of their subdifferentials. Conditions are identified under which the Moreau envelope functions are convex or strongly convex, even if the given functions are not. © 1996 American Mathematical Society.