The Compatibility with Order of Some Subdifferentials

It is well known that elementary subdifferentials which are the simplest and the most precise among known subdifferentials do not enjoy good calculus rules, whereas more elaborated subdifferentials do have calculus rules but are not as precise and, in particular, do not preserve order. This paper explores an order preservation property for the subdifferentials of the second category. This property concerns the case in which a distance function is involved. It emphasizes the crucial role played by such functions in nonsmooth analysis. The result enables one to get in a simple, unified way the passage from the properties of subdifferentials for Lipschitzian functions to the same properties for the case of lower semicontinuous functions.     

Subdifferentials with Autoconjugate Fitzpatrick Function

In the framework of real Banach spaces, the present paper provides a necessary and sufficient condition for the Fitzpatrick function of the subdifferential of a proper lower semicontinuous convex function to be autoconjugate. This enables us to: obtain a new proof of the fact that subdifferentials of indicator and sublinear functions have autoconjugate Fitzpatrick functions; characterize those classes of functions whose subdifferentials fulfill the condition under study in the same special way as indicator and sublinear functions do; prove that, in the one-dimensional case, the functions of these classes are the only ones whose subdifferentials have autoconjugate Fitzpatrick functions, while this is not true in higher dimensions.     

Relationships Between Convexificators and Greenberg–Pierskalla Subdifferentials for Quasiconvex Functions

In this paper, the relationship between convexificators and Greenberg–Pierskalla-based (GP-based) subdifferentials for quasiconvex functions is proved. The established results lead to a mean value theorem, a chain rule, and the closedness property for GP-based subdifferentials. Furthermore, the connection between Clarke generalized gradient and Mordukhovich subdifferential with GP-based subdifferentials is highlighted.     

Stability of Slopes and Subdifferentials

We show that the slope introduced by DeGiorgi, Marino and Tosques in 1980 is stable (in a sense to be made precise) with respect to the variational convergence introduced by the authors in 2000. Applications to the stability of subdifferentials are derived, including a further characterization of slice-convergence of convex functions in terms of set convergence of enlargements of their subdifferentials.     

Calculus of directional subdifferentials and coderivatives in Banach spaces

In this work we study the directional versions of Mordukhovich normal cones to nonsmooth sets, coderivatives of set-valued mappings, and subdifferentials of extended-real-valued functions in the framework of general Banach spaces. We establish some characterizations and basic properties of these constructions, and then develop calculus including sum rules and chain rules involving smooth functions. As an application, we also explore the upper estimates of the directional Mordukhovich subdifferentials and singular subdifferentials of marginal functions.     

Limiting behavior of the approximate second-order subdifferential of a convex function

Hiriart-Urruty and the author recently introduced the notions of Dupin indicatrices for nonsmooth convex surfaces and studied them in connection with their concept of a second-order subdifferential for convex functions. They noticed that second-order subdifferentials can be viewed as limit sets of difference quotients involving approximate subdifferentials. In this paper, we elaborate this point in a more detailed way and discuss some related questions.The author is grateful to the referees for their helpful comments.     

Stability of subdifferentials of nonconvex functions in Banach spaces

We investigate various notions of subdifferentials and superdifferentials of nonconvex functions in Banach spaces. We prove stability results of these subdifferentials and superdifferentials under various kind of convergences. Our proofs rely on a recent variational principle of Deville, Godefroy and Zizler. Connections between our results, the geometry of Banach spaces and existence theorems of viscosity solutions for first and second-order Hamilton-Jacobi equations in infinite-dimensional Banach spaces will be explained.     

光滑Banach空间上扩张值函数的Frechet次微分

首先证明了Frechet光滑Banach空间上齐次函数的次微分的一个有用定理,然后利用下半连续函数和的次微分规则把Clarke-Ledyaev多方向中值不等式推广到多个函数的情形.     

Generalized Euler identity for subdifferentials of homogeneous functions and applications

In this paper, we mainly consider subdifferentials and basic subdifferentials of homogeneous functions defined on real Banach space and Asplund space respectively, and obtain the generalized Euler identity. As applications, we consider constrained optimization problems and several geometric properties of Banach space.     

Error Bounds and Implicit Multifunction Theorem in Smooth Banach Spaces and Applications to Optimization

In this paper we provide an error bound estimate and an implicit multifunction theorem in terms of smooth subdifferentials and abstract subdifferentials. Then, we derive a subdifferential calculus and Fritz–John type necessary optimality conditions for constrained minimization problems.     

Subdifferentiation of Regularized Functions

We study the Moreau regularization process for functions satisfying a general growth condition on general Banach spaces. We give differentiability criteria and we study the relationships between the subdifferentials of the function and the subdifferentials of its approximations. We also consider the Lasry-Lions process.     

The directed and Rubinov subdifferentials of quasidifferentiable functions, Part II: Calculus

We continue the study of the directed subdifferential for quasidifferentiable functions started in [R. Baier, E. Farkhi, V. Roshchina, The directed and Rubinov subdifferentials of quasidifferentiable functions, Part I: Definition and examples (this journal)]. Calculus rules for the directed subdifferentials of sum, product, quotient, maximum and minimum of quasidifferentiable functions are derived. The relation between the Rubinov subdifferential and the subdifferentials of Clarke, Dini, Michel-Penot, and Mordukhovich is discussed. Important properties implying the claims of Ioffe’s axioms as well as necessary and sufficient optimality conditions for the directed subdifferential are obtained.     

The Clarke and Michel-Penot Subdifferentials of the Eigenvalues of a Symmetric Matrix

We calculate the Clarke and Michel-Penot subdifferentials of the function which maps a symmetric matrix to its mth largest eigenvalue. We show these two subdifferentials coincide, and are identical for all choices of index m corresponding to equal eigenvalues. Our approach is via the generalized directional derivatives of the eigenvalue function, thereby completing earlier studies on the classical directional derivative.     

Compact subdifferentials: the formula of finite increments and related topics

The general properties of compact subdifferentials (K-subdifferentials) for mappings of a segment to a locally convex space are studied. Different forms of the general theorem of finite increments and the mean value theorem for compact subdifferentials are considered in detail with closed and open estimates.     

Continuous Outer Subdifferentials in Nonsmooth Optimization

The theory of subdifferentials provides adequate methods and tools to put descent methods for nonsmooth optimization problems into practice. However, in applications it is often difficult to decide on a suitable subdifferential concept to construct a descent method. Therefore, we introduce subdifferentials in terms of their properties to indicate a selection of subdifferentials worth considering. This initials the first part of the construction of a continuous outer subdifferential (COS). Typically, methods based on e.g. the Clarke subdifferential are non-convergent without assumptions like semismoothness on the objective function. In cases in which only supersets of the Clarke subdifferential are known, semismoothness cannot be proved or is even violated. Therefore, in the second part of the construction, a previously selected subdifferential will be expanded to a continuous mapping, if necessary. This is also practicable for upper bounds of the subdifferential of current interest. Finally, based on COS we present a methodology for solving nonsmooth optimization problems. From a theoretical point of view, convergence is established through the construction of COS.

     

Generalized Monotonicity of Subdifferentials and Generalized Convexity

Characterizations of convexity and quasiconvexity of lower semicontinuous functions on a Banach space X are presented in terms of the contingent and Fréchet subdifferentials. They rely on a general mean-value theorem for such subdifferentials, which is valid in a class of spaces which contains the class of Asplund spaces.     

Generalized subdifferentials of the rank function

We give an explicit formula for the generalized subdifferentials; i.e. the proximal subdifferential, the Fréchet subdifferential, the limitting subdifferential and the Clarke subdifferential of the counting function. Then, thanks to theorems of A.S. Lewis and H.S. Sendov, we obtain the corresponding generalized subdifferentials of the rank function.     

Optimality conditions in nonconvex optimization via weak subdifferentials

In this paper we study optimality conditions for optimization problems described by a special class of directionally differentiable functions. The well-known necessary and sufficient optimality condition of nonsmooth convex optimization, given in the form of variational inequality, is generalized to the nonconvex case by using the notion of weak subdifferentials. The equivalent formulation of this condition in terms of weak subdifferentials and augmented normal cones is also presented.     

Subdifferential representation of homogeneous functions and extension of smoothness in Banach spaces

In this paper, we mainly consider proximal subdifferentials of lower semicontinuous functions defined on real Hilbert space and Clarke＇s subdifferentials of locally Lipschitzian functions defined on Banach space respectively, and obtain the generalized Euler identity of homogenous functions. Then, by introducing a multifunction F, we extend the smoothness of sphere and differentiability of norm function in Banach space.     

Exact calculus of Fréchet subdifferentials for Hadamard directionally differentiable functions

We continue the study of the calculus of the generalized subdifferentials started in [V.F. Demyanov, V. Roshchina, Exhausters and subdifferentials in nonsmooth analysis, Optimization (2006) (in press)] and [V. Roshchina, Relationships between upper exhausters and the basic subdifferential in Variational Analysis, Journal of Mathematical Analysis and Applications 334 (2007) 261–272] and provide some basic calculus rules for the Fréchet subdifferentials via collections of compact convex sets associated with Hadamard directional derivative. The main result of this paper is the sum rule for the Fréchet subdifferential in the form of an equality, which holds for Hadamard directionally differentiable functions, and is of significant interest from the points of view of both theory and applications.