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.     

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.     

Sufficient conditions for error bounds and linear regularity in Banach spaces

In this paper, we study error bounds for lower semicontinuous functions defined on Banach space and linear regularity for finitely many closed subset in Banach spaces. By using Clarke＇s subd- ifferentials and Ekeland variational principle, we establish several sufficient conditions ensuring error bounds and linear regularity in Banach spaces.     

On Optimality Conditions for Henig Efficiency and Superefficiency in Vector Equilibrium Problems

Abstract

Necessary optimality conditions for local Henig efficient and superefficient solutions of vector equilibrium problems involving equality, inequality, and set constraints in Banach space with locally Lipschitz functions are established under a suitable constraint qualification via the Michel–Penot subdifferentials. With assumptions on generalized convexity, necessary conditions for Henig efficiency and superefficiency become sufficient ones. Some applications to vector variational inequalities and vector optimization problems are given as well.     

Integrability of subdifferentials of directionally Lipschitz functions

Using a quantitative version of the subdifferential characterization of directionally Lipschitz functions, we study the integrability of subdifferentials of such functions over arbitrary Banach space.

     

Proximal analysis in reflexive smooth Banach spaces

In the present paper, we introduce and study a new proximal normal cone in reflexive Banach spaces in terms of a generalized projection operator. Two new variants of generalized proximal subdifferentials are also introduced in reflexive smooth Banach spaces. The density theorem for both proximal subdifferentials has been proved in p-uniformly convex and q-uniformly smooth Banach spaces. Various important properties and applications of our concepts are also proved.     

Local Lipschitz-constant Functions and Maximal Subdifferentials

It is shown that if k(x) is an upper semicontinuous and quasi lower semicontinuous function on a Banach space X, then k(x)B _X* is the Clarke subdifferential of some locally Lipschitz function on X. Related results for approximate subdifferentials are also given. Moreover, on smooth Banach spaces, for every locally Lipschitz function with minimal Clarke subdifferential, one can obtain a maximal Clarke subdifferential map via its local Lipschitz-constant function. Finally, some results concerning the characterization and calculus of local Lipschitz-constant functions are developed.     

On the necessity of the Moreau-Rockafellar-Robinson qualification condition in Banach spaces

As well known, the Moreau-Rockafellar-Robinson internal point qualification condition is sufficient to ensure that the infimal convolution of the conjugates of two extended-real-valued convex lower semi-continuous functions defined on a locally convex space is exact, and that the subdifferential of the sum of these functions is the sum of their subdifferentials. This note is devoted to proving that this condition is, in a certain sense, also necessary, provided the underlying space is a Banach space. Our result is based upon the existence of a non-supporting weak*-closed hyperplane to any weak*-closed and convex unbounded linearly bounded subset of the topological dual of a Banach space.     

局部Lipschitz连续的伪线性函数的性质

本文使用Clarke次微分分析了定义在Banach空间的局部Lipschitz连续的伪线性函数的性质,并且考虑了伪线性规划解集的性质.     

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.     

Necessary optimality conditions and saddle points for approximate optimization in banach spaces

In this article we study approximate optimality in the setting of a Banach space. We study various solution concepts existing in the literature and develop very general necessary optimality conditions in terms of limiting subdifferentials. We also study saddle point conditions and relate them to various solution concepts. Part of this research was carried out when the author was a post-doctoral fellow at UAB, Barcelona by the Grant No. SB99-B0771103B of the Spanish Ministry of Education and Culture. The hospitality and the facilities provided at CODE, UAB is gratefully acknowledged.     

Weaker Constraint Qualifications in Maximal Monotonicity

We give a sufficient condition, weaker than the others known so far, that guarantees that the sum of two maximal monotone operators on a reflexive Banach space is maximal monotone. Then we give a weak constraint qualification assuring the Brézis–Haraux-type approximation of the range of the sum of the subdifferentials of two proper convex lower-semicontinuous functions in nonreflexive Banach spaces, extending and correcting an earlier result due to Riahi.     

A limiting example for the Local ``fuzzy' sum rule in nonsmooth analysis

We show that assuming all the summand functions to be lower semicontinuous is not sufficient to ensure a (strong) fuzzy sum rule for subdifferentials in any infinite dimensional Banach space. From this we deduce that additional assumptions are also needed on functions for chain rules, multiplier rules for constrained minimization problems and Clarke-Ledyaev type mean value inequalities in the infinite dimensional setting.

     

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.     

Expressions for subdifferential and optimization problems defined by nonsmooth homogeneous functions

In this paper, we prove a theoretical expression for subdifferentials of lower semicontinuous and homogeneous functions. The theoretical expression is a generalization of the Euler formula for differentiable homogeneous functions. As applications of the generalized Euler formula, we consider constrained optimization problems defined by nonsmooth positively homogeneous functions in smooth Banach spaces. Some results concerning Karush–Kuhn–Tucker points and necessary optimality conditions for the optimization problems are obtained.     

Mean-Value Theorem with Small Subdifferentials

We prove a mean-value theorem for lower semicontinuous functions on a large class of Banach spaces which contains the class of Asplund spaces, in particular reflexive Banach spaces and Banach spaces with a separable dual. It involves the lower subdifferential (or contingent subdifferential) and the Fréchet subdifferentials, which are among the smallest subdifferentials known to date. It follows that the estimates which it provides require weak assumptions and are accurate. When the function is locally Lipschitzian, we get a simple statement which refines the Lebourg mean-value theorem.     

Nonsmooth Analysis of Singular Values. Part II: Applications

In this work we continue the nonsmooth analysis of absolutely symmetric functions of the singular values of a real rectangular matrix. Absolutely symmetric functions are invariant under permutations and sign changes of its arguments. We extend previous work on subgradients to analogous formulae for the proximal subdifferential and Clarke subdifferential when the function is either locally Lipschitz or just lower semicontinuous. We illustrate the results by calculating the various subdifferentials of individual singular values. Another application gives a nonsmooth proof of Lidskii’s theorem for weak majorization. Mathematics Subject Classifications (2000) Primary 90C31, 15A18; secondary 49K40, 26B05.Research supported by NSERC.     

Convex composite functions in Banach spaces and the primal lower-nice property

Primal lower-nice functions defined on Hilbert spaces provide examples of functions that are ``integrable' (i.e. of functions that are determined up to an additive constant by their subgradients). The class of primal lower-nice functions contains all convex and lower- functions. In finite dimensions the class of primal lower-nice functions also contains the composition of a convex function with a mapping under a constraint qualification. In Banach spaces certain convex composite functions were known to be primal lower-nice (e.g. a convex function had to be continuous relative to its domain). In this paper we weaken the assumptions and provide new examples of convex composite functions defined on a Banach space with the primal lower-nice property. One consequence of our results is the identification of new examples of integrable functions on Hilbert spaces.

     

Sum theorems for monotone operators and convex functions

In this paper, we derive sufficient conditions for the sum of two or more maximal monotone operators on a reflexive Banach space to be maximal monotone, and we achieve this without any renorming theorems or fixed-point-related concepts. In the course of this, we will develop a generalization of the uniform boundedness theorem for (possibly nonreflexive) Banach spaces. We will apply this to obtain the Fenchel Duality Theorem for the sum of two or more proper, convex lower semicontinuous functions under the appropriate constraint qualifications, and also to obtain additional results on the relation between the effective domains of such functions and the domains of their subdifferentials. The other main tool that we use is a standard minimax theorem.

     

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.