The directed and Rubinov subdifferentials of quasidifferentiable functions. II: Calculus

DOI10.1007/S10957-016-0926-XzbMATH Open1353.49015arXiv1507.00174OpenAlexW1576486965MaRDI QIDQ346799FDOQ346799

Authors: R. Baier, Vera Roshchina, Elza M. Farkhi 

Publication date: 30 November 2016

Published in: Journal of Optimization Theory and Applications, Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Abstract: We derive exact calculus rules for the directed subdifferential defined for the class of directed subdifferentiable functions. We also state optimality conditions, a chain rule and a mean-value theorem. Thus we extend the theory of the directed subdifferential from quasidifferentiable to directed subdifferentiable functions.

Full work available at URL: https://arxiv.org/abs/1507.00174

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zbMATH Keywords

directional derivativesmean-value theoremoptimality conditionssubdifferentialschain ruleDC-functionsdifferences of setsdirected setsdirected subdifferentialnonconvex subdifferentialsnonsmooth functionsquasidifferentiable functionsRubinov subdifferential

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonsmooth analysis (49J52) Convexity of real functions of several variables, generalizations (26B25) Optimality conditions for problems involving relations other than differential equations (49K21) Differentiation theory (Gateaux, Fréchet, etc.) on manifolds (58C20)

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Cited In (18)

• Calculus for directional limiting normal cones and subdifferentials
• Exact calculus of Fréchet subdifferentials for Hadamard directionally differentiable functions
• Research on adjoint kernelled quasidifferential
• On quasidifferentiable mathematical programs with equilibrium constraints
• Directed subdifferentiable functions and the directed subdifferential without delta-convex structure
• An extension of the Rådström cancellation theorem to cornets
• Directional subdifferentials and optimality conditions
• Relating lexicographic smoothness and directed subdifferentiability
• A new gH-difference for multi-dimensional convex sets and convex fuzzy sets
• The directed and Rubinov subdifferentials of quasidifferentiable functions. II: Calculus
• Wolfe type duality on quasidifferentiable mathematical programs with vanishing constraints
• The differentiability of real functions on normed linear space using generalized subgradients
• The directed and Rubinov subdifferentials of quasidifferentiable functions. I: Definition and examples
• Characterization of nonsmooth quasiconvex functions and their Greenberg-Pierskalla's subdifferentials using semi-quasidifferentiability notion
• Computationally relevant generalized derivatives: theory, evaluation and applications
• Semi-quasidifferentiability in nonsmooth nonconvex multiobjective optimization
• The directed subdifferential of DC functions
• On computing the Mordukhovich subdifferential using directed sets in two dimensions

Uses Software

• amodMC
• libMC

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