From quasidifferentiable to directed subdifferentiable functions: exact calculus rules

DOI10.1007/s10957-016-0926-xzbMath1353.49015arXiv1507.00174OpenAlexW1576486965MaRDI QIDQ346799

Robert Baier, Vera Roshchina, Elza M. Farkhi

Publication date: 30 November 2016

Published in: Journal of Optimization Theory and Applications, Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.00174

zbMATH Keywords

optimality conditionssubdifferentialsdirectional derivativeschain ruledirected setsmean-value theoremDC-functionsnonconvex subdifferentialsnonsmooth functionsdifferences of setsdirected subdifferentialquasidifferentiable functionsRubinov subdifferential

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonsmooth analysis (49J52) Differentiation theory (Gateaux, Fréchet, etc.) on manifolds (58C20) Convexity of real functions of several variables, generalizations (26B25) Optimality conditions for problems involving relations other than differential equations (49K21)

Related Items

Relating lexicographic smoothness and directed subdifferentiability, From quasidifferentiable to directed subdifferentiable functions: exact calculus rules, Directional subdifferentials and optimality conditions, On quasidifferentiable mathematical programs with equilibrium constraints, Research on adjoint kernelled quasidifferential, The directed and Rubinov subdifferentials of quasidifferentiable functions. I: Definition and examples, Directed subdifferentiable functions and the directed subdifferential without delta-convex structure, Computationally relevant generalized derivatives: theory, evaluation and applications, An extension of the Rådström cancellation theorem to cornets, Characterization of nonsmooth quasiconvex functions and their Greenberg-Pierskalla's subdifferentials using semi-quasidifferentiability notion, A new gH-difference for multi-dimensional convex sets and convex fuzzy sets, Semi-quasidifferentiability in nonsmooth nonconvex multiobjective optimization, Calculus for directional limiting normal cones and subdifferentials

Uses Software

• amodMC
• libMC

Cites Work

• From quasidifferentiable to directed subdifferentiable functions: exact calculus rules
• The computation of convex invariant sets via Newton's method
• The directed and Rubinov subdifferentials of quasidifferentiable functions. I: Definition and examples
• On the subdifferentiability of the difference of two functions and local minimization
• Maximum principle in the problem of time optimal response with nonsmooth constraints
• Calcul sous-différentiel et optimisation
• Hunting for a smaller convex subdifferential
• On Fréchet subdifferentials
• Representation of the Clarke generalized Jacobian via the quasidifferential
• Directed subdifferentiable functions and the directed subdifferential without delta-convex structure
• Qualification and optimality conditions for dc programs with infinite constraints
• Exhausters, optimality conditions and related problems
• On the cones of tangents with applications to mathematical programming
• On stable piecewise linearization and generalized algorithmic differentiation
• Introduction to Piecewise Differentiable Equations
• Adjoint Mode Computation of Subgradients for McCormick Relaxations
• Evaluating an Element of the Clarke Generalized Jacobian of a Piecewise Differentiable Function
• On Computing the Mordukhovich Subdifferential Using Directed Sets in Two Dimensions
• Approximate Subdifferentials and Applications. I: The Finite Dimensional Theory
• Calculus of Dini subdifferentials of functions and contingent coderivatives of set-valued maps
• Mordukhovich subdifferential of pointwise minimum of approximate convex functions
• McCormick-Based Relaxations of Algorithms
• Optimization and nonsmooth analysis
• Minimization of a quasi-differentiable function in a quasi-differentiable set
• Generalized Gradients and Applications
• Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
• Metric regularity and subdifferential calculus
• Variational Analysis and Generalized Differentiation I
• Small convex-valued subdifferentials in mathematical programming
• State Constraints in Convex Control Problems of Bolza
• An Embedding Theorem for Spaces of Convex Sets
• Differences of convex compact sets in the space of directed sets. I: The space of directed sets
• Differences of convex compact sets in the space of directed sets. II: Visualization of directed sets
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item