On the variational behaviour of functions with positive steepest descent rate

DOI10.1007/S11117-015-0324-XMaRDI QIDQ891928zbMATH OpenOpenAlexFDO

Authors Amos Uderzo

Publication date 18 November 2015

Published in Positivity (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1410.2484

zbMATH Keywords

error boundnonsmooth optimizationoptimality conditionsnonsmooth functionssteepest descent ratestrong slope\(\Phi\)-subdifferentialsharp minimizersuperstable solution

Mathematics Subject Classification ID

Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53) Optimality conditions for problems in abstract spaces (49K27) Sensitivity, stability, well-posedness (49K40) Existence theories for problems in abstract spaces (49J27)

Abstract: This paper investigates some aspects of the variational behaviour of nonsmooth functions, with special emphasis on certain stability phenomena. Relationships linking such properties as sharp minimality, superstability, error bound and sufficiency of first-order optimality conditions are discussed. Their study is performed by employing the steepest descent rate, a rather general tool, which is adequate for a metric space analysis. The positivity of the steepest descent rate is then characterized in terms of $Phi$-subdifferentials. If specialized to a Banach space setting, the resulting characterizations subsume known results on the stability of error bounds.

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Cited in

(2)

• Codifferentials and Quasidifferentials of the Expectation of Nonsmooth Random Integrands and Two-Stage Stochastic Programming
• A strong metric subregularity analysis of nonsmooth mappings via steepest displacement rate

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