A characterization of paratingent cone andP-subderivative with applications in nonsmooth analysis

We give a new characterization of the paratingent cone in terms of contingent cones, i.e., the paratingent cone to any open set at a boundary point is the upper limit of the contingent cones at the neighboring points. We use this result to characterize the strict differentiability in terms of the contingent directional derivatives. We also define aP-subderivative for continuous functions and develop a subdifferential calculus with applications to optimality conditions in mathematical programming.     

Implicit multifunction theorems for the sensitivity analysis of variational conditions

We study implicit multifunctions (set-valued mappings) obtained from inclusions of the form 0∈M(p,x), whereM is a multifunction. Our basic implicit multifunction theorem provides an approximation for a generalized derivative of the implicit multifunction in terms of the derivative of the multifunctionM. Our primary focus is on three special cases of inclusions 0∈M(p,x) which represent different kinds of generalized variational inequalities, called “variational conditions”. Appropriate versions of our basic implicit multifunction theorem yield approximations for generalized derivatives of the solutions to each kind of variational condition. We characterize a well-known generalized Lipschitz property in terms of generalized derivatives, and use our implicit multifunction theorems to state sufficient conditions (and necessary in one case) for solutions of variational conditions to possess this Lipschitz, property. We apply our results to a general parameterized nonlinear programming problem, and derive a new second-order condition which guarantees that the stationary points associated with the Karush-Kuhn-Tucker conditions exhibit generalized Lipschitz continuity with respect to the parameter.     

Proper Submanifolds in Product Manifolds

The authors obtain various versions of the Omori-Yau's maximum principle on complete properly immersed submanifolds with controlled mean curvature in certain product manifolds,in complete Riemannian manifolds whose k-Ricci curvature has strong quadratic decay,and also obtain a maximum principle for mean curvature flow of complete manifolds with bounded mean curvature.Using the generalized maximum principle,an estimate on the mean curvature of properly immersed submanifolds with bounded projection in N1 in the product manifold N1 ×N2 is given.Other applications of the generalized maximum principle are also given.     

Generalized tangent cone and an optimization problem in a normed space

Most abstract multiplier rules in the literature are based on the tangential approximation at a point to some set in a Banach space. The present paper is concerned with the study of a generalized tangent cone, which is a tangential approximation to that set at a common point of two sets. The new notion of tangent cone generalizes previous concepts of tangent cones. This generalized tangent cone is used to characterize the optimality conditions for a simultaneous maximization and minimization problem. The paper is of theoretical character; practical applications are not found so far.     

Fréchet differentiability for a damped sine-Gordon equation

We consider a damped sine-Gordon equation with a variable diffusion coefficient. The goal is to derive necessary conditions for the optimal set of parameters minimizing the objective function J. First, we show that the solution map is continuous under a weak assumption on the topology of the admissible set P. Then the solution map is shown to be weakly Gâteux differentiable on P, implying the Gâteux differentiability of the objective function. Finally we show the Fréchet differentiability of J. The optimal set of parameters is shown to satisfy a bang–bang control law.     

Mapping properties of generalized Fourier transforms and applications to Kirchhoff equations

We prove the differentiability of generalized Fourier transforms associated with a self-adjoint and strictly elliptic perturbation A of the Laplacian with variable coefficients in an exterior domain, using results on the spectral differentiability of the resolvent of A. Moreover we show that differentiable functions with bounded support and vanishing near the origin are mapped by the generalized Fourier transform into polynomially weighted L ²-spaces. As an application of the generalized Fourier transform and exploiting the previous results, we deal with equations of Kirchhoff type. We will not only show the global (in t) existence and uniqueness of solutions for a class of small data, but also an assertion on its time asymptotic behavior. In addition, we obtain amplified results for Schr?dinger operators . Received March 1999     

Second-order optimality conditions with the envelope-like effect for nonsmooth vector optimization in infinite dimensions

Second-order necessary conditions and sufficient conditions with the envelope-like effect for optimality in nonsmooth vector optimization are established. We use approximations as generalized derivatives, imposing strict differentiability for necessary conditions and differentiability for sufficient conditions and avoiding continuous differentiability. Convexity conditions are not imposed explicitly. The results make it clear when the envelope-like effect occurs and improve or include several recent existing ones. Examples are provided to show advantages of our theorems over some known ones in the literature.     

An envelope theorem and some applications to discounted Markov decision processes

In this paper, an Envelope Theorem (ET) will be established for optimization problems on Euclidean spaces. In general, the Envelope Theorems permit analyzing an optimization problem and giving the solution by means of differentiability techniques. The ET will be presented in two versions. One of them uses concavity assumptions, whereas the other one does not require such kind of assumptions. Thereafter, the ET established will be applied to the Markov Decision Processes (MDPs) on Euclidean spaces, discounted and with infinite horizon. As the first application, several examples (including some economic models) of discounted MDPs for which the et allows to determine the value iteration functions will be presented. This will permit to obtain the corresponding optimal value functions and the optimal policies. As the second application of the ET, it will be proved that under differentiability conditions in the transition law, in the reward function, and the noise of the system, the value function and the optimal policy of the problem are differentiable with respect to the state of the system. Besides, various examples to illustrate these differentiability conditions will be provided. This work was partially supported by Benemérita Universidad Aut ónoma de Puebla (BUAP) under grant VIEP-BUAP 38/EXC/06-G, by Consejo Nacional de Ciencia y Tecnología (CONACYT), and by Evaluation-orientation de la COopération Scientifique (ECOS) under grant CONACyT-ECOS M06-M01.     

Necessary conditions for constrained optimization problems with semicontinuous and continuous data

We consider nonsmooth constrained optimization problems with semicontinuous and continuous data in Banach space and derive necessary conditions without constraint qualification in terms of smooth subderivatives and normal cones. These results, in different versions, are set in reflexive and smooth Banach spaces.

     

Pareto Optimality in Nonconvex Economies with Infinite-dimensional Commodity Spaces

The paper contains applications of variational analysis to the study of Pareto optimality in nonconvex economies with infinite-dimensional commodity spaces satisfying the Asplund property. Our basic tool is a certain extremal principle that provides necessary conditions for set extremality and can be treated as a variational extension of the classical convex separation principle to systems of nonconvex sets. In this way we obtain new versions of the generalized second welfare theorem for nonconvex economies in terms of appropriate normal cones of variational analysis.     

On the cones of tangents with applications to mathematical programming

In this study, we present a unifying framework for the cones of tangents to an arbitrary set and some of its applications. We highlight the significance of these cones and their polars both from the point of view of differentiability and subdifferentiability theory and the point of view of mathematical programming. This leads to a generalized definition of a subgradient which extends the well-known definition of a subgradient of a convex function to the nonconvex case. As an application, we develop necessary optimality conditions for a min-max problem and show that these conditions are also sufficient under moderate convexity assumptions.     

Necessary and sufficient conditions for interval-valued differentiability

This paper presents necessary and sufficient conditions for generalized Hukuhara differentiability of interval-valued functions and counterexamples of some equivalences previously presented in the literature, for which important results are based on. Moreover, applications of interval generalized Hukuhara differentiability are presented.     

On the strong smoothness of weak solutions of an abstract evolution equation i. differentiability

For the evolution equation y' ^′(t)=Ay(t) with a normal operator A in a Hilbert space, conditions on A are found which are necessary and sufficient for all weak solutions of the equation to be strongly differentiable. Certain effects of smoothness improvement of the weak solutions are analyzed. The strong infinite differentiability of weak solutions of the equation with a symmetric operator is proved.     

Stability in Generalized Differentiability Based on a Set Convergence Principle

In this paper, we are concerned with epiconvergent sequences of nonsmooth functions. From a general principle of upper set convergence of set-valued maps we derive stability results for various objects in generalized differentiability. In particular, we establish stability results for the Clarke generalized gradient of locally Lipschitz functions, respectively for the generalized Hessian of C ^1,1 functions.      

Second-order optimality conditions for inequality constrained problems with locally Lipschitz data

In this paper we obtain second-order optimality conditions of Fritz John and Karush–Kuhn–Tucker types for the problem with inequality constraints in nonsmooth settings using a new second-order directional derivative of Hadamard type. We derive necessary and sufficient conditions for a point [`(x)]{\bar x} to be a local minimizer and an isolated local one of order two. In the primal necessary conditions we suppose that all functions are locally Lipschitz, but in all other conditions the data are locally Lipschitz, regular in the sense of Clarke, Gateaux differentiable at [`(x)]{\bar x}, and the constraint functions are second-order Hadamard differentiable at [`(x)]{\bar x} in every direction. It is shown by an example that regularity and Gateaux differentiability cannot be removed from the sufficient conditions.     

Generalized Higher-Order Optimality Conditions for Set-Valued Optimization under Henig Efficiency

In this paper, generalized mth-order contingent epiderivative and generalized mth-order epiderivative of set-valued maps are introduced, respectively. By virtue of the generalized mth-order epiderivatives, generalized necessary and sufficient optimality conditions are obtained for Henig efficient solutions to a set-valued optimization problem whose constraint set is determined by a fixed set. Generalized Kuhn–Tucker type necessary and sufficient optimality conditions are also obtained for Henig efficient solutions to a set-valued optimization problem whose constraint set is determined by a set-valued map.     

Higher-Order Efficiency Conditions Via Higher-Order Tangent Cones

This article presents higher-order necessary and sufficient efficiency conditions for multiobjective optimization problems involving cone-constraints and a set constraint with G\^ateaux differentiable functions via higher-order tangential cones.     

Algebras in the Positive Cone of po-Groups

We systemize a number of algebras that are especially known in the field of quantum structures and that in particular arise from the positive cones of partially ordered groups. Generalized effect algebras, generalized difference posets, cone algebras, commutative BCK-algebras with the relative cancellation property, and positive minimal clans are included in the text.All these structures are conveniently characterizable as special cases of generalized pseudoeffect algebras, which we introduced in a previous paper. We establish the exact relations between all mentioned structures, thereby adding new structures whenever necessary to make the scheme of order complete.Generalized pseudoeffect algebras were under certain conditions proved to be representable by means of a po-group. From this fact, we will easily establish representation theorems for all of the structures included in discussion.     

Zur Theorie der nichtlinearen Tschebyscheff-Approximation mit Nebenbedingungen

This paper deals with questions of nonlinear Tschebyscheff-approximation theory, the approximations being constrained by nonlinear relations. We assume the approximating functions depending Fréchet-differentiable on a parameter and the constraints satisfying certain regularity and differentiability properties. Under these hypotheses in the main theorem we give necessary conditions to characterisize best approximations. Using these results, some problems in approximating functions, the best approximations being regarded to satisfy interpolatory conditions, are discussed. We deduce, that in this case best approximations admit a characterisation by generalized alternants.

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Erster Teil einer gekürzten Fassung der Dissertation des Verfassers [1968].     

The implicit function theorem in a non-Archimedean setting

In this paper, the inverse function theorem and the implicit function theorem in a non-Archimedean setting will be discussed. We denote by N any non-Archimedean field extension of the real numbers that is real closed and Cauchy complete in the topology induced by the order; and we study the properties of locally uniformly differentiable functions from Nⁿ to N^m. Then we use that concept of local uniform differentiability to formulate and prove the inverse function theorem for functions from Nⁿ to Nⁿ and the implicit function theorem for functions from Nⁿ to N^m with m<n.