Quasidifferentiabilities of the expectation functions of random quasidifferentiable functions

DOI10.1080/02331934.2020.1818235MaRDI QIDQ5085232zbMATHOpenAlexFDO

Authors Sida Lin, Ming Huang, Zun-Quan Xia, Dan Li

Publication date 27 June 2022

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2020.1818235

zbMATH Keywords

measurable multifunctionadjoint kernelled quasidifferentialdemyanov differencekernelled quasidifferentialrandom quasidifferentiable function

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Existence of optimal solutions to problems involving randomness (49J55) Set-valued maps in general topology (54C60) Fréchet and Gateaux differentiability in optimization (49J50)

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• On quasidifferential kernels
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• Research on adjoint kernelled quasidifferential
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• Stochastic optimization problems with nondifferentiable cost functionals
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Cited in

(4)

• Proximal decomposition of convex optimization via an alternating linearization algorithm with inexact oracles
• Codifferentials and Quasidifferentials of the Expectation of Nonsmooth Random Integrands and Two-Stage Stochastic Programming
• Characterization of nonsmooth quasiconvex functions and their Greenberg-Pierskalla's subdifferentials using semi-quasidifferentiability notion
• A redistributed proximal bundle method for nonsmooth nonconvex functions with inexact information

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