On Second-order Conditions for Quasiconvexity and Pseudoconvexity of \mathcal{C}^{1,1}-smooth Functions

DOI10.1007/S11590-020-01563-6MaRDI QIDQ6308987arXivFDO

Authors Pham Duy Khanh, Vo Thanh Phat

Publication date 30 October 2018

Published in arXiv

Full work available at URL https://doi.org/10.1007/S11590-020-01563-6

Mathematics Subject Classification ID

Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Set-valued and variational analysis (49J53) Convex programming (90C25)

arXiv classification

math.FA

Abstract: For a $mathcal{C}^2$-smooth function on a finite-dimensional space, a necessary condition for its quasiconvexity is the positive semidefiniteness of its Hessian matrix on the subspace orthogonal to its gradient, whereas a sufficient condition for its strict pseudoconvexity is the positive definiteness of its Hessian matrix on the subspace orthogonal to its gradient. Our aim in this paper is to extend those conditions for $mathcal{C}^{1,1}$-smooth functions by using the Fr'echet and Mordukhovich second-order subdifferentials.

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