On the variational behaviour of functions with positive steepest descent rate

DOI10.1007/S11117-015-0324-XzbMATH Open1327.49028arXiv1410.2484OpenAlexW2058468321MaRDI QIDQ891928FDOQ891928

Authors: Amos Uderzo 

Publication date: 18 November 2015

Published in: Positivity (Search for Journal in Brave)

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.

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

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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)

Cites Work

• Variational Analysis
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• Finite termination of the proximal point algorithm
• Weak Sharp Minima in Mathematical Programming
• Nonsmooth analysis
• Error bounds and metric subregularity
• Stability of error bounds for convex constraint systems in Banach spaces
• Error bounds: necessary and sufficient conditions
• Weak sharp minima revisited. I: Basic theory
• Tilt Stability of a Local Minimum
• Title not available (Why is that?)
• \(G\)-semidifferentiability in Euclidean spaces

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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