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We provide a rule to calculate the subdifferential of the pointwise supremum of an arbitrary family of convex functions defined on a real locally convex topological vector space. Our formula is given exclusively in terms of the data functions, and does not require any assumption either on the index set on which the supremum is taken or on the involved… (More)

Recently S.A. Clark published an interesting duality result in linear conic programming dealing with a convex cone that is not closed in which the usual (algebraic) dual problem is replaced by a topological dual with the aim to have zero duality gap under certain usual hypotheses met in mathematical finance. We present some examples to show that an extra… (More)

Several generalizations of the Hahn–Banach extension theorem to K-convex multi-functions were stated recently in the literature. In this note we provide an easy direct proof for the multifunction version of the Hahn–Banach–Kantorovich theorem and show that in a quite general situation it can be obtained from existing results. Then we derive the Yang… (More)