On generalized pseudo- and quasiconvexities for nonsmooth functions (Q1713252)
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English | On generalized pseudo- and quasiconvexities for nonsmooth functions |
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On generalized pseudo- and quasiconvexities for nonsmooth functions (English)
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24 January 2019
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The generalized directional derivative of a locally Lipschitz function \(f:\mathbb{R}^n\to\mathbb{R}\) at \(x\in\mathbb{R}^n\) is defined by \(f^\circ(x;d):=\limsup_{y\to x, t\downarrow 0}(f(y+td)-f(y))/t,\, x,d\in\mathbb{R}^n.\) The function \(f\) is called: {\parindent=8mm \begin{itemize}\item[(i)] \(f^\circ\)-pseudoconvex if \(f(y)<f(x)\) implies \(f^\circ(x;y-x)<0\); \item[(ii)] \(f^\circ\)-quasiconvex if \(f(y)\leq f(x)\) implies \(f^\circ(x;y-x)\leq 0\); \item[(iii)] \(l\)-quasiconvex if \(f(y)<f(x)\) implies \(f^\circ(x;y-x)\leq 0\), \end{itemize}} for all \(x,y\in \mathbb{R}^n\). The generalized directional derivative \(f^\circ\) is called: {\parindent=6mm \begin{itemize}\item[(a)] pseudomonotone if \(f^\circ(x;y-x)\geq 0\) implies \(f^\circ(y;x-y)\leq 0\); \item[(b)] strictly pseudomonotone if \(f^\circ(x;y-x)\geq 0\) implies \(f^\circ(y;x-y)<0\); \item[(c)] quasimomonotone if \(f^\circ(x;y-x)>0\) implies \(f^\circ(y;x-y)\leq 0\), (equivalently, \(\min\{f^\circ(x;y-x),f^\circ(y;x-y)\}\leq0)\), \end{itemize}} for all \(x,y\in \mathbb{R}^n\). The authors study the properties of these classes of functions (e.g., stability with respect to composition or taking maxima of finite families), the relations between them as well as their relations with the monotonicity properties of the generalized directional derivatives. These relations are illustrated by a suggestive diagram at the end of the paper. As the authors mention, the paper is largely based on the book [\textit{A. Bagirov} et al., Introduction to nonsmooth optimization. Theory, practice and software. Cham: Springer (2014; Zbl 1312.90053)]. For the entire collection see [Zbl 1403.46004].
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generalized convex function
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pseudoconvex function
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quasiconvex function
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generalized directional derivative
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Clarke subdifferential
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Clarke subgradient
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pseudomonotone mapping
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quasimonotone mapping
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