Generalized derivatives and optimality conditions in nonconvex optimization

DOI10.1007/S40840-024-01676-6arXiv2209.02118OpenAlexW4393157795MaRDI QIDQ6131048FDOQ6131048

Authors: Gulcin Dinc Yalcin, Refail Kasimbeyli 

Publication date: 4 April 2024

Published in: Bulletin of the Malaysian Mathematical Sciences Society. Second Series (Search for Journal in Brave)

Abstract: In this paper we study the radial epiderivative notion for nonconvex functions, which extends the (classical) directional derivative concept. The paper presents new definition and new properties for this notion and establishes relationships between the radial epiderivative, the Clarke's directional derivative, the Rockafellar's subderivative and the directional derivative. The radial epiderivative notion is used to establish new regularity conditions without convexity conditions. The paper analyzes necessary and sufficient conditions for global optimums in nonconvex optimization via the generalized derivatives studied in this paper. We establish a necessary and sufficient condition for a descent direction for radially epidifferentiable nonconvex functions. The paper presents explicit formulations for computing the weak subgradients in terms of the radial epiderivatives and vice versa, which are very important from point of view of developing solution methods for finding global optimums in nonsmooth and nonconvex optimization. All the properties and theorems presented in this paper, are illustrated and interpreted on examples.

Full work available at URL: https://arxiv.org/abs/2209.02118

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zbMATH Keywords

nonconvex optimizationgeneralized derivativeweak subgradientradial epiderivativeClarke's directional derivativeRockafellar's subderivative

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

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