Enlargements of the Moreau-Rockafellar subdifferential

DOI10.1007/S11228-021-00582-4MaRDI QIDQ2047259zbMATH OpenOpenAlexFDO

Authors Malek Abbasi, Alexander Y. Kruger, Michel Théra

Publication date 19 August 2021

Published in Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11228-021-00582-4

zbMATH Keywords

convex functiondirectional derivativeMoreau-Rockafellar subdifferentialnormal coneoptimality conditions

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Nonlinear programming (90C30)

Review text

Three enlargements of the conventional Moreau-Rockafellar subdifferential are proposed. The Moreau-Rockafellar subdifferential is a set-valued mapping \(T: X \rightarrow X^*\), where \(X\) is a real topological vector space and \(X^*\) is its dual. The set-valued mapping \(T\) in a point \(x_0 \in X\) is defined as follows \[ T(x_0) = \{ x^* \in X^* \mid f(x) - f(x_0) \geq (x^*, x-x_0) ~ \forall x \in X \}. \] For some functions the conventional subdifferential is not applicable, since for some functions can be the subdifferentiable empty in some points even if the functions are continuous and convex (e.g. the Rainwater function mentioned in the paper). Therefore attempts to enlarge the concept of the subdifferential have been made. The enlargement of a subdifferential \(T\) is a set-valued mapping \(T': X \rightarrow X^*\) such that \(T(x) \subset T'(x)\) for all \(x\) and \(T'\) maintains fundamental properties of the Moreau-Rockafellar subdifferential, namely convexity, weak\(^*\)-closedness and -compactness. Three such enlargements are proposed in the paper. The proposed subdifferentials are non-empty for the Rainwater function. Some calculus rules and optimality conditions for the three enlargements are proved in the last section of the paper.

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Cited in

(6)

• Gateaux differentiability revisited
• Moreau-Rockafellar equality for sublinear functionals
• Enlarged Inclusion of Subdifferentials
• Generalized derivatives and optimality conditions in nonconvex optimization
• Beyond the Fermat optimality rules
• On locally Lipschitz convex functions defined on subsets with empty interior of locally convex spaces

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