On two applications of \(H\)-differentiability to optimization and complementarity problems (Q1841560)

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On two applications of \(H\)-differentiability to optimization and complementarity problems
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    On two applications of \(H\)-differentiability to optimization and complementarity problems (English)
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    18 February 2001
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    \textit{M. S. Gowda} and \textit{G. Ravindran} [J. Math. Anal. Appl. 252, No. 2, 917--935 (2000; Zbl 0993.49017)] introduced the concepts of \(H\)-differentiability and \(H\)-differential for a function \(f : \mathbb{R}^n\to \mathbb{R}^n\) and showed that the Fréchet derivative of a Fréchet differentiable function, the Clarke generalized Jacobian of a locally Lipschitzian function, the Bouligand subdifferential of a semismooth function, and the \(C\)-differential of a \(C\)-differentiable function are particular instances of \(H\)-differentials. In this paper, we consider two applications of \(H\)-differentiability. In the first application, we derive a necessary optimality condition for a local minimum of an \(H\)-differentiable function. In the second application, we consider a nonlinear complementarity problem corresponding to an \(H\)-differentiable function \(f\) and show how, under appropriate conditions on an \(H\)-differential of \(f\), minimizing a merit function corresponding to \(f\) leads to a solution of the nonlinear complementarity problem. These two applications were motivated by numerous studies carried out for \(C^1\), convex, locally Lipschitzian, and semismooth function by various researchers.
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    \(H\)-differentiability
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    nonlinear complementarity problem
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    NCP function
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    merit function
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    locally Lipschitzian function
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    generalized Jacobian
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