Abstract convex approximations of nonsmooth functions
From MaRDI portal
Publication:2808299
DOI10.1080/02331934.2013.869811zbMATH Open1337.49021arXiv1810.00979OpenAlexW2013604529MaRDI QIDQ2808299FDOQ2808299
Publication date: 23 May 2016
Published in: Optimization (Search for Journal in Brave)
Abstract: In this article we utilise abstract convexity theory in order to unify and generalize many different concepts from nonsmooth analysis. We introduce the concepts of abstract codifferentiability, abstract quasidifferentiability and abstract convex (concave) approximations of a nonsmooth function mapping a topological vector space to an order complete topological vector lattice. We study basic properties of these notions, construct elaborate calculus of abstract codifferentiable functions and discuss continuity of abstract codifferential. We demonstrate that many classical concepts of nonsmooth analysis, such as subdifferentiability and quasidifferentiability, are particular cases of the concepts of abstract codifferentiability and abstract quasidifferentiability. We also show that abstract convex and abstract concave approximations are a very convenient tool for the study of nonsmooth extremum problems. We use these approximations in order to obtain various necessary optimality conditions for nonsmooth nonconvex optimization problems with the abstract codifferentiable or abstract quasidifferentiable objective function and constraints. Then we demonstrate how these conditions can be transformed into simpler and more constructive conditions in some particular cases.
Full work available at URL: https://arxiv.org/abs/1810.00979
Recommendations
nonsmooth analysisabstract codifferentiabilityabstract convex approximationabstract quasidifferentiability
Nonlinear programming (90C30) Nonsmooth analysis (49J52) Optimality conditions for problems in abstract spaces (49K27) Programming in abstract spaces (90C48)
Cites Work
- Variational Analysis
- Calculus Without Derivatives
- An Embedding Theorem for Spaces of Convex Sets
- Applications of functional analysis and operator theory
- Nonsmooth analysis
- Semidifferentiable functions and necessary optimality conditions
- Inhomogeneous convex approximations of nonsmooth functions
- Proper and adjoint exhausters in nonsmooth analysis: optimality conditions
- Title not available (Why is that?)
- On locally-Lipschitz quasi-differentiate functions in Banach-spaces
- Codifferential calculus in normed spaces
- A method of truncated codifferential with application to some problems of cluster analysis
- Codifferential method for minimizing nonsmooth DC functions
- Optimality Conditions for Quasi-Differentiable Programs with Application to Two-Level Optimization
- Fréchet quasidifferential calculus with applications to metric regularity of continuous maps
- A characterization of continuously codifferentiable functions and some consequences
Cited In (18)
- Inhomogeneous convex approximations of nonsmooth functions
- Duality for composite optimization problem within the framework of abstract convexity
- On the approximation properties of nonsmooth convex disks
- Title not available (Why is that?)
- Zero duality gap conditions via abstract convexity
- Codifferentials and Quasidifferentials of the Expectation of Nonsmooth Random Integrands and Two-Stage Stochastic Programming
- An extension of the Rådström cancellation theorem to cornets
- Upper DSL approximates and nonsmooth optimization
- A convergence analysis of the method of codifferential descent
- Applications of convex separable unconstrained nonsmooth optimization to numerical approximation with respect to l1- and l∞-norms
- The method of codifferential descent for convex and global piecewise affine optimization
- Constrained nonsmooth problems of the calculus of variations
- Title not available (Why is that?)
- Approximation to nonproper problems of convex programming
- New global optimality conditions for nonsmooth DC optimization problems
- Metric regularity of quasidifferentiable mappings and optimality conditions for nonsmooth mathematical programming problems
- On a conjecture in Moreau-Yosida approximation of a nonsmooth convex function
- A New Constraint Qualification and Sharp Optimality Conditions for Nonsmooth Mathematical Programming Problems in Terms of Quasidifferentials
This page was built for publication: Abstract convex approximations of nonsmooth functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2808299)
