On global subdifferentials with applications in nonsmooth optimization

被引:5
|
作者
Lara, Felipe [1 ]
Kabgani, Alireza [2 ,3 ]
机构
[1] Univ Tarapaca, Fac Ciencias, Dept Matemat, Arica, Chile
[2] Urmia Univ Technol, Dept Environm, Math Grp, Orumiyeh, Iran
[3] Inst Res Fundamental Sci IPM, Sch Math, POB 19395-5746, Tehran, Iran
关键词
Nonsmooth analysis; Global derivatives; Global subdifferentials; Nonconvex optimization; Local minima; QUASI-CONVEX; OPTIMALITY CONDITIONS; DERIVATIVES; CALCULUS;
D O I
10.1007/s10898-020-00981-1
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
The notions of global subdifferentials associated with the global directional derivatives are introduced in the following paper. Most common used properties, a set of calculus rules along with a mean value theorem are presented as well. In addition, a diversity of comparisons with well-known subdifferentials such as Frechet, Dini, Clarke, Michel-Penot, and Mordukhovich subdifferential and convexificator notion are provided. Furthermore, the lower global subdifferential is in fact proved to be an abstract subdifferential. Therefore, the lower global subdifferential satisfies standard properties for subdifferential operators. Finally, two applications in nonconvex nonsmooth optimization are given: necessary and sufficient optimality conditions for a point to be local minima with and without constraints, and a revisited characterization for nonsmooth quasiconvex functions.
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页码:881 / 900
页数:20
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