C^k,1 functions, characterization, Taylor's formula and optimization: a survey
difference operatorsDini-derivativeLipschitzian \(k\)th derivativenonsmooth optimizationRieman-derivativesemi-smoothsufficient and necessary optimality condition of higher orderTaylor's formula
Research exposition (monographs, survey articles) pertaining to real functions (26-02) Continuity and differentiation questions (26B05) Implicit function theorems, Jacobians, transformations with several variables (26B10) Convexity of real functions of several variables, generalizations (26B25) Linear difference operators (47B39) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Nonsmooth analysis (49J52) Optimality conditions for free problems in two or more independent variables (49K10)
The paper is a survey on \(C^{k,1}\) functions. The authors start with their own characterization of such functions by the uniform boundedness of some \((k+1)\)th order discretized differences, by the boundedness of the associated lower and upper \((k+1)\)th Riemann-type derivative. The \(C^{1,1}\) case is related to the known results with respect to Clarke's subdifferential and directional derivative. Then they cite Taylor's formula of \((k+1)\)th order -- some generalizations of Lebourg's mean value theorem -- using generalizations of Clarke's Jacobian for the \(k\)th derivative, cite Luc's implicit function theorem and give some classification of quasi convexity using some second order lower and upper Riemann-differentials (\(k=1\)). The optimization starts with necessary and sufficient optimality condition of \((k+1)\)th order using again \((k+1)\)th order lower and upper Riemann-differentials. Using the absolute continuity of the \(k\)th derivative in the sense of measure theory they prove a difference representation of order \(k\) and Taylor's formula of order \(k+1\), both in integral form for the remainder. They use these integral representations to estimate Lipschitz constant of the rest with respect to the increment. In the sequel necessary optimality conditions and new sufficient conditions higher order for strict minima arederived. As an illustration they discuss the cases \(k=0,1\). For constrained problems optimality conditions using the \((k+1)\)th order Dini set-valued derivative for \(k=0,1\) are presented. A convergence theorem of Sun of superlinear convergent Newton method for semi-smooth function is presented. A lot of results are already given in the monograph of \textit{D. Klatte} and \textit{B. Kummer} [Nonsmooth equations in optimization. Regularity, calculus, methods and applications. Nonconvex Optimization and Its Applications 60. Dordrecht: Kluwer Academic Publishers (2002; Zbl 1173.49300)] for \(C^{1,1}\) functions, numerics included. There are some misprints in the cited results and definitions and some not defined notations which hinder the readability.
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