Lower subdifferentiable functions and their minimization by cutting planes (Q795741)

This paper introduces lower subgradients as a generalization of subgradients. The properties and characterization of boundary lower subdifferentiable functions are explored. A cutting plane algorithm is introduced for the minimization of a bounded lower subdifferentiable function subject to linear constraints. Its convergence is proven and the relation is discussed with the well-known Kelley method for convex programming problems. As an example of application, the minimization of the maximum of a finite number of concave-convex composite functions is outlined.