A unified approach to convex and convexified generalized differentiation of nonsmooth functions and set-valued mappings

DOI10.1007/S10013-014-0073-3MaRDI QIDQ484483zbMATHOpenAlexFDO

Authors Nguyen Mau Nam, Nguyen Hoang, R. Blake Rector

Publication date 7 January 2015

Published in Vietnam Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1308.0775

zbMATH Keywords

subdifferentialcoderivativegeneralized differentiationset-valued mappingssubgradient

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53)

Abstract: In the early 1960's, Moreau and Rockafellar introduced a concept of called emph{subgradient} for convex functions, initiating the developments of theoretical and applied convex analysis. The needs of going beyond convexity motivated the pioneer works by Clarke considering generalized differentiation theory of Lipschitz continuous functions. Although Clarke generalized differentiation theory is applicable for nonconvex functions, convexity still plays a crucial role in Clarke subdifferential calculus. In the mid 1970's, Mordukhovich developed another generalized differentiation theory for nonconvex functions and set-valued mappings in which the "umbilical cord with convexity" no longer exists. The primary goal of this paper is to present a unified approach and shed new light on convex and Clarke generalized differentiation theories using the concepts and techniques from Mordukhovich's developments.

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Cites work

• scientific article; zbMATH DE number 439380 (Why is no real title available?)
• An easy path to convex analysis and applications
• Directionally Lipschitzian Functions and Subdifferential Calculus
• Optimization and nonsmooth analysis
• Variational analysis of marginal functions with applications to bilevel programming

Cited in

(3)

• Revisiting Rockafellar's theorem on relative interiors of convex graphs with applications to convex generalized differentiation
• Semiregularity and Generalized Subdifferentials with Applications to Optimization
• Transversality versus strong tangential transversality

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