Continuous subdifferential approximation and its construction (Q1267796)

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Continuous subdifferential approximation and its construction
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    Continuous subdifferential approximation and its construction (English)
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    4 May 1999
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    It is known that the lack of continuity of the Clarke subdifferential mapping of Lipschitz functions create difficulties in the study of optimization methods. In this manner, the author presents a new approach for the construction of continuous approximations of this mapping. Let \(f: \mathbb{R}^n\to \mathbb{R}\) be a locally Lipschitz function, \(\partial f\) be the Clarke subdifferential mapping. Then the convex-compact-valued mapping \(V(u,\varepsilon)\) (\(u\in\mathbb{R}^n\), \(\varepsilon>0\)) is called a continuous approximation to \(\partial f(u)\) iff \hskip 17mm (1) \(V(u,\varepsilon)\) is Hausdorff continuous with respect to \(u\), \hskip 17mm (2) \(\partial f(u)=\text{conv }V_L(u)\), where \(V_L(u)\) is generated by the upper Kuratowski limit of \(V(u,\varepsilon)\), i.e., \[ V_L(u)= \{v\mid \exists u_k\to u,\;\varepsilon_k\to+0,\;v_k\to v: v_k\in V(u_,\varepsilon_k)\}. \] Some properties of this notion are pointed out and it is shown that any uniform continuous approximation to \(\partial f\) introduced 1996 by Xu, Rubinov and Glover is a continuous approximation according to the above definition. Conversely, if \(V(u,\varepsilon)\) is a continuous approximation to \(\partial f\), then by additional assumptions, the mapping \[ Q(u,\varepsilon)= \text{conv }\bigcup\{V(u,t)\mid 0\leq t\leq\varepsilon\} \] is a uniform continuous approximation to \(\partial f\). In the second part of the paper, the author presents a method to construct a special continuous approximation to the subdifferential of a semismooth function using the notion of discrete gradients.
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    Clarke subdifferentials
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    continuous approximations
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    locally Lipschitz function
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    discrete gradients
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