Subdifferentials of the first and second orders for Lipschitz functions

DOI10.1007/S10957-016-1010-2MaRDI QIDQ504806zbMATH OpenOpenAlexFDO

Authors Igor M. Prudnikov

Publication date 17 January 2017

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1307.6015

zbMATH Keywords

Lipschitz functionsset-valued mappingsgeneralized gradients and matricesnecessary and sufficient conditions of optimalitySteklov integral

Mathematics Subject Classification ID

Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52)

Abstract: Construction of an united theory of the subdifferentials of the first and second orders is interesting for many specialists in optimization cite{morduchrockafel}. In the paper the rules for construction of the subdifferentials of the first and second orders are introduced. The constructions are done with the help of the Steklov integral of a Lipschitz function $f(cdot)$ over the images of a set-valued mapping $D(cdot)$. It is proved that the subdifferential of the first order consisting of the average integral limit values of the gradients $ablaf(r(cdot))$, calculated along the curves $r(cdot)$ from an introduced set of curves $eta$, coincides with the subdifferentials of the first order constructed using the Steklov integral introduced by the author for the first time in cite{lowapp2}, cite{lowapp2a}. If the function $f(cdot)$ is twice differentiable at $x$ then the subdifferentials of the first and second orders coincide with the gradient $ablaf(r(cdot))$ and the matrix of the second mixed derivatives of $f(cdot)$ at $x$. The generalized gradients and matrices are used for formulation of the necessary and sufficient conditions of optimality. The calculus for the subdifferentials of the first and second orders is constructed. The examples are given.

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Cites work

• scientific article; zbMATH DE number 3905307 (Why is no real title available?)
• scientific article; zbMATH DE number 41617 (Why is no real title available?)
• Generalized Gradients and Applications
• Lower convex approximations of Lipschitzian functions
• New constructions for local approximation of Lipschitz functions. I.
• New constructions for local approximation of Lipschitz functions. II
• Second-Order Subdifferential Calculus with Applications to Tilt Stability in Optimization
• The rate of convergence of Steklov means on metric measure spaces and Hausdorff dimension

Cited in

(4)

• Steklov convexification and a trajectory method for global optimization of multivariate quartic polynomials
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• Conditions on twice continuous codifferentiability of quasidifferentiable functions
• scientific article; zbMATH DE number 220035 (Why is no real title available?)

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