Reducing exhausters (Q2481120)

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Reducing exhausters
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    Reducing exhausters (English)
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    14 April 2008
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    The notions of exhaustive families of upper convex and lower concave approximations (in the sense of B. N. Pschenichnyi) were introduced by A. M. Rubinov. For some classes of nonsmooth functions, these tools appeared to be very productive and constructive. Dual tools -- the upper exhauster and the lower exhauster -- can be used to describe optimality conditions and to find directions of steepest ascent and descent. The notions of upper and lower exhausters were introduced by \textit{V. F. Demyanov} [Optimization 45, No. 1--4, 13--29 (1999; Zbl 0954.90050)]. Upper and lower exhausters can be used to study a very wide range of positively homogeneous functions, for example, various directional derivatives of nonsmooth functions. Exhausters are not uniquely defined; hence, the problem of minimality arises naturally. This paper describes some techniques for reducing exhausters, both in size and amount of sets. The author defines also a modified convertor which provides much more flexibility in converting upper exhausters to lower ones and vice versa, and allows to obtain much smaller sets.
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    positively homogeneous functions
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    modified convertors
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