A new representation of a proximal subdifferential by employing a directional derivative (Q533018): Difference between revisions
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Property / review text | |||
Let \(f:\mathbb R^n\to\mathbb R\) be lsc and let the directional derivative \(f'(x;v)\) of \(f\) at \(x\) exist for each \(v\in\mathbb R^n\). Then \(\partial_pf(x)=\{\xi\); \(f'(x;v)\geq \langle\xi,v\rangle\), \(\forall v\in\mathbb R^n\}\). The upper semicontinuity property of \(x\mapsto \partial_pf(x)\) is then established via this representation; as well as a proximal sum rule. Finally, given an lsc bounded from below function \(f:\mathbb R^n\to\mathbb R\), a constant \(\alpha> 0\), and a minimizing sequence \((x_i)\) for \(p(u):=\inf\{f(x)+\alpha\|x-u\|^2\); \(x\in\mathbb R^n\}\), \(u\in\mathbb R^n\), there exists \(\bar x\in\mathbb R^n\) with i) \(x_i\to \bar x\), ii) \(p(u)\) is attained uniquely at \(\bar x\), iii) \(2\alpha (u-\bar x)\in \partial_pf(\bar x)\). | |||
Property / review text: Let \(f:\mathbb R^n\to\mathbb R\) be lsc and let the directional derivative \(f'(x;v)\) of \(f\) at \(x\) exist for each \(v\in\mathbb R^n\). Then \(\partial_pf(x)=\{\xi\); \(f'(x;v)\geq \langle\xi,v\rangle\), \(\forall v\in\mathbb R^n\}\). The upper semicontinuity property of \(x\mapsto \partial_pf(x)\) is then established via this representation; as well as a proximal sum rule. Finally, given an lsc bounded from below function \(f:\mathbb R^n\to\mathbb R\), a constant \(\alpha> 0\), and a minimizing sequence \((x_i)\) for \(p(u):=\inf\{f(x)+\alpha\|x-u\|^2\); \(x\in\mathbb R^n\}\), \(u\in\mathbb R^n\), there exists \(\bar x\in\mathbb R^n\) with i) \(x_i\to \bar x\), ii) \(p(u)\) is attained uniquely at \(\bar x\), iii) \(2\alpha (u-\bar x)\in \partial_pf(\bar x)\). / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Mihai Turinici / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 26B05 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 49J52 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 5882872 / rank | |||
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Property / zbMATH Keywords | |||
lower semicontinuous function | |||
Property / zbMATH Keywords: lower semicontinuous function / rank | |||
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Property / zbMATH Keywords | |||
proximal subdifferential | |||
Property / zbMATH Keywords: proximal subdifferential / rank | |||
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Property / zbMATH Keywords | |||
directional derivative | |||
Property / zbMATH Keywords: directional derivative / rank | |||
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Property / zbMATH Keywords | |||
quasidifferential | |||
Property / zbMATH Keywords: quasidifferential / rank | |||
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Revision as of 09:18, 1 July 2023
scientific article
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English | A new representation of a proximal subdifferential by employing a directional derivative |
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Statements
A new representation of a proximal subdifferential by employing a directional derivative (English)
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2 May 2011
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Let \(f:\mathbb R^n\to\mathbb R\) be lsc and let the directional derivative \(f'(x;v)\) of \(f\) at \(x\) exist for each \(v\in\mathbb R^n\). Then \(\partial_pf(x)=\{\xi\); \(f'(x;v)\geq \langle\xi,v\rangle\), \(\forall v\in\mathbb R^n\}\). The upper semicontinuity property of \(x\mapsto \partial_pf(x)\) is then established via this representation; as well as a proximal sum rule. Finally, given an lsc bounded from below function \(f:\mathbb R^n\to\mathbb R\), a constant \(\alpha> 0\), and a minimizing sequence \((x_i)\) for \(p(u):=\inf\{f(x)+\alpha\|x-u\|^2\); \(x\in\mathbb R^n\}\), \(u\in\mathbb R^n\), there exists \(\bar x\in\mathbb R^n\) with i) \(x_i\to \bar x\), ii) \(p(u)\) is attained uniquely at \(\bar x\), iii) \(2\alpha (u-\bar x)\in \partial_pf(\bar x)\).
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lower semicontinuous function
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proximal subdifferential
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directional derivative
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quasidifferential
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