Gradients on sets

MaRDI QIDQ5208215zbMATH OpenFDO

Authors Jan Mankau, Friedemann Schuricht

Publication date 15 January 2020

Full work available at URL https://arxiv.org/abs/1803.06243, http://www.heldermann.de/JCA/JCA26/JCA264/jca26057.htm#jca264

zbMATH Keywords

generalized directional derivativegeneralized gradientLipschitz continuous functionoptimal descent directionset-valued gradient

Mathematics Subject Classification ID

Derivatives of functions in infinite-dimensional spaces (46G05) Continuous and differentiable maps in nonlinear functional analysis (46T20) Set-valued operators (47H04) Nonsmooth analysis (49J52) Optimality conditions (49K99) Numerical optimization and variational techniques (65K10)

Abstract: For a locally Lipschitz continuous function $f:XomathbbR$ the generalized gradient $partialf(x)$ of Clarke is used to develop some (set-valued) gradient on a set $AsubsetX$. Existence, uniqueness and some approximation are considered for optimal descent directions on set $A$. The results serve as basis for nonsmooth numerical descent algorithms that can be found in subsequent papers.

Recommendations

• Generalized gradients and paths of descent
• scientific article; zbMATH DE number 940912
• On Generalized Gradients in Optimization Problems with Set-Valued Constraints
• On the convergence of Clarke's generalized gradient method in minimization problems of Lipschitz functions
• Generalized Gradients, Lipschitz behavior and Directional Derivatives

Cites work

• Functional analysis, calculus of variations and optimal control
• scientific article; zbMATH DE number 4044567 (Why is no real title available?)
• scientific article; zbMATH DE number 48239 (Why is no real title available?)
• Optimization and nonsmooth analysis
• Optimization of lipschitz continuous functions

Cited in

(6)

• Slope intervals, generalized gradients, semigradients, slant derivatives, and csets
• Generalized gradients and paths of descent
• scientific article; zbMATH DE number 4100029 (Why is no real title available?)
• scientific article; zbMATH DE number 1421094 (Why is no real title available?)
• Descent modulus and applications
• A descent method for nonsmooth multiobjective optimization in Hilbert spaces

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