Exact separation theorem for closed sets in Asplund spaces

In this paper, in terms of the Fréchet normal cone, we establish exact separation results for finitely many disjoint closed sets in an Asplund space, which supplement the extremal principle and some fuzzy separation theorems. As an application, we provide a new optimality condition for a constraint optimization problem in terms of Fréchet subdifferential and Fréchet normal cone.     

Subgradients of the Value Function to a Parametric Optimal Control Problem

This paper studies the first-order behavior of the value function of a parametric optimal control problem with linear constraints and nonconvex cost functions. By establishing an abstract result on the Fréchet subdifferential of the value functions of a parametric mathematical programming problem, a new formula for computing the Fréchet subdifferential of the value function to a parametric optimal control problem is obtained.     

Subdifferentials of a minimal time function in normed spaces

In a general normed vector space, we study the minimal time function determined by a differential inclusion where the set-valued mapping involved has constant values of a bounded closed convex set U and by a closed target set S. We show that proximal and Fréchet subdifferentials of a minimal time function are representable by virtue of corresponding normal cones of sublevel sets of the function and level or suplevel sets of the support function of U. The known results in the literature require the set U to have the origin as an interior point or U be compact. (In particular, if the set U is the unit closed ball, the results obtained reduce to the subdifferential of the distance function defined by S.)     

Directional Hölder Metric Regularity

This paper studies the first-order behavior of the value function of a parametric optimal control problem with nonconvex cost functions and control constraints. By establishing an abstract result on the Fréchet subdifferential of the value function of a parametric minimization problem, we derive a formula for computing the Fréchet subdifferential of the value function to a parametric optimal control problem. The obtained results improve and extend some previous results.     

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.     

Subdifferentials of perturbed distance functions in Banach spaces

In general Banach space setting, we study the perturbed distance function d_S^J(·){d_S^J(\cdot)} determined by a closed subset S and a lower semicontinuous function J (·). In particular, we show that the Fréchet subdifferential and the proximal subdifferential of a perturbed distance function are representable by virtue of corresponding normal cones of S and subdifferentials of J (·).     

On second-order Fritz John type optimality conditions in nonsmooth multiobjective programming

We study a multiobjective optimization program with a feasible set defined by equality constraints and a generalized inequality constraint. We suppose that the functions involved are Fréchet differentiable and their Fréchet derivatives are continuous or stable at the point considered. We provide necessary second order optimality conditions and also sufficient conditions via a Fritz John type Lagrange multiplier rule and a set-valued second order directional derivative, in such a way that our sufficient conditions are close to the necessary conditions. Some consequences are obtained for parabolic directionally differentiable functions and C ^1,1 functions, in this last case, expressed by means of the second order Clarke subdifferential. Some illustrative examples are also given.     

Subdifferentials of a perturbed minimal time function in normed spaces

In a general normed vector space, we study the perturbed minimal time function determined by a bounded closed convex set \(U\) and a proper lower semicontinuous function \(f(\cdot )\) . In particular, we show that the Fréchet subdifferential and proximal subdifferential of a perturbed minimal time function are representable by virtue of corresponding subdifferential of \(f(\cdot )\) and level sets of the support function of \(U\) . Some known results is a special case of these results.     

On properties of subdifferential mappings in Fréchet spaces

We present conditions under which the subdifferential of a proper convex lower-semicontinuous functional in a Fréchet space is a bounded upper-semicontinuous mapping. The theorem on the boundedness of a subdifferential is also new for Banach spaces. We prove a generalized Weierstrass theorem in Fréchet spaces and study a variational inequality with a set-valued mapping. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 57, No. 10, pp. 1385–1394, October, 2005.     

Nonlinear Perturbations of Polyhedral Normal Cone Mappings and Affine Variational Inequalities

This paper establishes an upper estimate for the Fréchet normal cone to the graph of the nonlinearly perturbed polyhedral normal cone mappings in finite dimensional spaces. Under a positive linear independence assumption on the normal vectors of the active constraints at the point in question, the result leads to an upper estimate for values of the Mordukhovich coderivative of such mappings. On the basis, new results on solution stability of parametric affine variational inequalities under nonlinear perturbations are derived.     

Approximate subgradients and coderivatives in R n

We show that in two dimensions or higher, the Mordukhovich-Ioffe approximate subdifferential and Clarke subdifferential may differ almost everywhere for real-valued Lipschitz functions. Uncountably many Fréchet differentiable vector-valued Lipschitz functions differing by more than constants can share the same Mordukhovich-Ioffe coderivatives. Moreover, the approximate Jacobian associated with the Mordukhovich-Ioffe coderivative can be nonconvex almost everywhere for Fréchet differentiable vector-valued Lipschitz functions. Finally we show that for vector-valued Lipschitz functions the approximate Jacobian associated with the Mordukhovich-Ioffe coderivative can be almost everywhere disconnected.     

Fréchet subdifferentials of efficient point multifunctions in parametric vector optimization

In this paper, we establish new formulae for computing and/or estimating the Fréchet subdifferential of the efficient point multifunction of a parametric vector optimization problem. These formulae are presented in a broad class of conventional vector optimization problems with the presence of geometric, operator and (finite and infinite) functional constraints.     

Representation of Infinitely Divisible Distributions on Cones

We investigate infinitely divisible distributions on cones in Fréchet spaces. We show that every infinitely divisible distribution concentrated on a normal cone has the regular Lévy–Khintchine representation if and only if the cone is regular. These results are relevant to the study of multidimensional subordination. Research of J. Rosiński supported by a grant from the National Science Foundation.     

The differentiability of real functions on normed linear space using generalized subgradients

The modification of the Clarke generalized subdifferential due to Michel and Penot is a useful tool in determining differentiability properties for certain classes of real functions on a normed linear space. The Gâteaux differentiability of any real function can be deduced from the Gâteaux differentiability of the norm if the function has a directional derivative which attains a constant related to its generalized directional derivative. For any distance function on a space with uniformly Gâteaux differentiable norm, the Clarke and Michel-Penot generalized subdifferentials at points off the set reduce to the same object and this generates a continuity characterization for Gâteaux differentiability. However, on a Banach space with rotund dual, the Fréchet differentiability of a distance function implies that it is a convex function. A mean value theorem for the modified generalized subdifferential has implications for Gâteaux differentiability.     

On global subdifferentials with applications in nonsmooth optimization

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 Fréchet, 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.

     

Separable Reduction in the Theory of Fréchet Subdifferentials

We prove a separable reduction theorem for the Fréchet subdifferential that contains all earlier results of that sort as particular cases.     

On the local existence of solutions to a class of nonconvex evolution inclusions

We prove the local existence of solutions to the Cauchy problemx'∈-?_F V(x)+F(x+f(t,x),x(0)=x ₀, where? _FV is the Fréchet subdifferential of a functionV with aψ-monotone subdifferential of order 2,F is an upper semicontinuous set-valued map contained in the Fréchet subdifferential of aφ- convex function of order two andf is a Carathéodory mapping.     

Enhanced Karush–Kuhn–Tucker condition and weaker constraint qualifications

In this paper we study necessary optimality conditions for nonsmooth optimization problems with equality, inequality and abstract set constraints. We derive the enhanced Fritz John condition which contains some new information even in the smooth case than the classical enhanced Fritz John condition. From this enhanced Fritz John condition we derive the enhanced Karush–Kuhn–Tucker condition and introduce the associated pseudonormality and quasinormality condition. We prove that either pseudonormality or quasinormality with regularity on the constraint functions and the set constraint implies the existence of a local error bound. Finally we give a tighter upper estimate for the Fréchet subdifferential and the limiting subdifferential of the value function in terms of quasinormal multipliers which is usually a smaller set than the set of classical normal multipliers. In particular we show that the value function of a perturbed problem is Lipschitz continuous under the perturbed quasinormality condition which is much weaker than the classical normality condition.     

A new proof of Fréchet differentiability of Lipschitz functions

We give a relatively simple (self-contained) proof that every real-valued Lipschitz function on ℓ₂ (or more generally on an Asplund space) has points of Fréchet differentiability. Somewhat more generally, we show that a real-valued Lipschitz function on a separable Banach space has points of Fréchet differentiability provided that the w ^* closure of the set of its points of Gateaux differentiability is norm separable. Received May 31, 1999 / final version received February 16, 2000?Published online April 19, 2000     

Infimal Convolution and Optimal Time Control Problem I: Fréchet and Proximal Subdifferentials

We consider a general minimal time problem with a convex constant dynamics and a lower semicontinuous extended real-valued target function defined on a Banach space. If the target function is the indicator function of a closed set, this problem is a minimal time problem for a target set, studied previously in particular by Colombo, Goncharov and Mordukhovich. We investigate several properties of the Fréchet and proximal subdifferentials for the infimum time function. Also explicit expressions of the above mentioned subdifferentials as well as various directional derivatives are obtained. We provide some examples to show the essentiality of assumptions of our theorems.