A topological property of limes-arcwise strictly quasiconvex functions (Q1113807)
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English | A topological property of limes-arcwise strictly quasiconvex functions |
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A topological property of limes-arcwise strictly quasiconvex functions (English)
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1988
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Standard algorithms in most fields of optimization such as nonlinear finite programming, optimal control, and approximation can at most approximate local minima of the objective function over the feasible set. Therefore, the question of characterizing that family of functionals on a metric space M whose local minima are global is of considerable interest. There are two main results on this question. \textit{M. Avriel} and \textit{I. Zang} [J. Optimization Theory Appl. 16, 183-190 (1975; Zbl 0282.48014); and \textit{I. Zang, E. Choo} and \textit{M. Avriel}, ibid. 18, 555-559 (1976; Zbl 0304.90100)] proved that a real function, defined on a subset M of \({\mathbb{R}}^ n\), has the property that every local minimum is global if and only if its level sets are images of a lower semicontinuous point-to- set mapping. This result can easily be generalized to cover metric spaces M. More recently, some effort has gone in characterizing functionals whose local minima are global by more direct and hopefully more easily verifiable properties of f (and M) not explicitly involving level sets. These investigations were initiated by \textit{M. Avriel} and \textit{I. Zang} [ibid. 32, 407-425 (1980; Zbl 0422.90069)] by introducing arcwise quasiconvex functionals, where, however, still some property of the level sets was needed, and finally discussed by the first author [ibid. 36, 457-463 (1982; Zbl 0452.90063); and J. Math. Anal. Appl. 104, 481-483 (1984; Zbl 0561.90077)], where it was shown that the essential property of f has to be so-called limes-arcwise strict quasiconvexity. In this note these two results are brought together. First, it is shown that a necessary and sufficient condition for the above local-global property to hold is that \[ (1)\quad \{x\in M:\quad f(x)<\alpha \}\neq \emptyset \quad implies\quad \{x\in M:\quad f(x)\leq \alpha \}\subset Cl\{x\in M:\quad f(x)<\alpha \}\quad \forall \alpha \in {\mathbb{R}}. \] Then it is demonstrated that the point-to-set mapping that associates to every \(x\in M\) the upper level set \(\{\) \(x\in M:\) f(x)\(\leq \alpha \}\) is lower semicontinuous on M if and only if the above condition (1) holds. Finally it is proven that also limes-arcwise strict quasiconvex functions on M are characterized by property (1).
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nonconvex optimization
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generalized convexity
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global minima
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local minima
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lower semicontinuous point-to-set mapping
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arcwise quasiconvex functionals
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level sets
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limes-arcwise strict quasiconvexity
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