Universal spaces of subdifferentials of sublinear operators ranging in the cone of bounded lower semicontinuous functions

We study Fréchet’s problem of the universal space for the subdifferentials ?P of continuous sublinear operators P: V → BC(X)_～ which are defined on separable Banach spaces V and range in the cone BC(X)_～ of bounded lower semicontinuous functions on a normal topological space X. We prove that the space of linear compact operators L ^c(? ², C(βX)) is universal in the topology of simple convergence. Here ? ² is a separable Hilbert space, and βX is the Stone-?ech compactification of X. We show that the images of subdifferentials are also subdifferentials of sublinear operators.     

Cutting Plane Algorithms and Approximate Lower Subdifferentiability

A notion of boundedly ε-lower subdifferentiable functions is introduced and investigated. It is shown that a bounded from below, continuous, quasiconvex function is locally boundedly ε-lower subdifferentiable for every ε>0. Some algorithms of cutting plane type are constructed to solve minimization problems with approximately lower subdifferentiable objective and constraints. In those algorithms an approximate minimizer on a compact set is obtained in a finite number of iterations provided some boundedness assumption be satisfied.     

回收函数与函数的无界性

主要利用回收锥和回收函数来研究函数的下无界性。首先, 针对凸函数在非可微条件下,利用中值定理和回收锥刻画了凸函数次微分的性质, 并在此基础上给出了基于次可微条件下回收向量的充要条件。其次,将凸性推广到E-凸, 在一定条件下,利用回收函数研究了E-凸函数的下无界性。最后,通过举例说明这些结果不能推广到拟凸条件.     

Approximation of Attainable Sets of an Evolution Inclusion of Subdifferential Type

In a separable Hilbert space we consider an evolution inclusion with a multivalued perturbation and evolution operators that are subdifferentials of a proper convex lower semicontinuous function depending on time. Along with the original inclusion, we consider a sequence of approximating evolution inclusions with the same perturbation and the evolution operators that are subdifferentials of the Moreau–Yosida regularizations of the original function. We show that the attainable set of the original inclusion, regarded as a multivalued function of time, is the uniform (in time) limit in the Hausdorff metric of the sequence of attainable sets of the approximating inclusions. As an application we consider an example of a control system with discontinuous nonlinearity.     

Cyclic Hypomonotonicity,Cyclic Submonotonicity,and Integration

Rockafellar has shown that the subdifferentials of convex functions are always cyclically monotone operators. Moreover, maximal cyclically monotone operators are necessarily operators of this type, since one can construct explicitly a convex function, which turns out to be unique up to a constant, whose subdifferential gives back the operator. This result is a cornerstone in convex analysis and relates tightly convexity and monotonicity. In this paper, we establish analogous robust results that relate weak convexity notions to corresponding notions of weak monotonicity, provided one deals with locally Lipschitz functions and locally bounded operators. In particular, the subdifferentials of locally Lipschitz functions that are directionally hypomonotone [respectively, directionally submonotone] enjoy also an additional cyclic strengthening of this notion and in fact are maximal under this new property. Moreover, every maximal cyclically hypomonotone [respectively, maximal cyclically submonotone] operator is always the Clarke subdifferential of some directionally weakly convex [respectively, directionally approximately convex] locally Lipschitz function, unique up to a constant, which in finite dimentions is a lower C² function [respectively, a lower C¹ function].     

Properties of Attainable Sets of Evolution Inclusions and Control Systems of Subdifferential Type

In a separable Hilbert space we consider an evolution inclusion with a multivalued perturbation and the evolution operators that are the compositions of a linear operator and the subdifferentials of a time-dependent proper convex lower semicontinuous function. Alongside the initial inclusion, we consider a sequence of approximating evolution inclusions with the same perturbation and the evolution operators that are the compositions of the same linear operator and the subdifferentials of the Moreau–Yosida regularizations of the initial function. We demonstrate that the attainable set of the initial inclusion as a multivalued function of time is the time uniform limit of a sequence of the attainable sets of the approximating inclusions in the Hausdorff metric. We obtain similar results for evolution control systems of subdifferential type with mixed constraints on control. As application we consider an example of a control system with discontinuous nonlinearities containing some linear functions of the state variables of the system.     

Lower subdifferentiability of quadratic functions

In this paper we characterize those quadratic functions whose restrictions to a convex set are boundedly lower subdifferentiable and, for the case of closed hyperbolic convex sets, those which are lower subdifferentiable but not boundedly lower subdifferentiable.Once characterized, we will study the applicability of the cutting plane algorithm of Plastria to problems where the objective function is quadratic and boundedly lower subdifferentiable.Financial support from the Dirección General de Investigación Científica y Técnica (DGICYT), under project PS89-0058, is gratefully acknowledged.     

On a Sufficient Condition for Equality of Two Maximal Monotone Operators

We establish minimal conditions under which two maximal monotone operators coincide. Our first result is inspired by an analogous result for subdifferentials of convex functions. In particular, we prove that two maximal monotone operators T,S which share the same convex-like domain D coincide whenever $T(x)\cap S(x)\not=\emptyset $ for every x?∈?D. We extend our result to the setting of enlargements of maximal monotone operators. More precisely, we prove that two operators coincide as long as the enlargements have nonempty intersection at each point of their common domain, assumed to be open. We then use this to obtain new facts for convex functions: we show that the difference of two proper lower semicontinuous and convex functions whose subdifferentials have a common open domain is constant if and only if their ε-subdifferentials intersect at every point of that domain.     

Natural closures, natural compositions and natural sums of monotone operators

We introduce new methods for defining generalized sums of monotone operators and generalized compositions of monotone operators with linear maps. Under asymptotic conditions we show these operations coincide with the usual ones. When the monotone operators are subdifferentials of convex functions, a similar conclusion holds. We compare these generalized operations with previous constructions by Attouch–Baillon–Théra, Revalski–Théra and Pennanen–Revalski–Théra. The constructions we present are motivated by fuzzy calculus rules in nonsmooth analysis. We also introduce a convergence and a closure operation for operators which may be of independent interest.     

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.

     

Relaxed Quasimonotone Operators and Relaxed Quasiconvex Functions

In this paper, we introduce the class of multivalued relaxed μ quasimonotone operators and establish the existence of solutions of variational inequalities for such operators. This result is compared with a recent result of Bai et al. on densely relaxed pseudomonotone operators. A similar comparison regarding an existence result of Luc on densely pseudomonotone operators is provided. Also, we introduce a broad class of functions, called relaxed quasiconvex functions, and show that they are characterized by the relaxed μ quasimonotonicity of their subdifferentials. The results strengthen a variety of other results in the literature. This work is supported by NNSF of China (10571046) and by the GSRT of Greece (06FR-062).     

Maximal Monotone Multifunctions of Brøndsted–Rockafellar Type

We consider whether the “inequality-splitting” property established in the Brøndsted–Rockafellar theorem for the subdifferential of a proper convex lower semicontinuous function on a Banach space has an analog for arbitrary maximal monotone multifunctions. We introduce the maximal monotone multifunctions of type (ED), for which an “inequality-splitting” property does hold. These multifunctions form a subclass of Gossez"s maximal monotone multifunctions of type (D); however, in every case where it has been proved that a multifunction is maximal monotone of type (D) then it is also of type (ED). Specifically, the following maximal monotone multifunctions are of type (ED): ? ultramaximal monotone multifunctions, which occur in the study of certain nonlinear elliptic functional equations; ? single-valued linear operators that are maximal monotone of type (D); ? subdifferentials of proper convex lower semicontinuous functions; ? “subdifferentials” of certain saddle-functions. We discuss the negative alignment set of a maximal monotone multifunction of type (ED) with respect to a point not in its graph – a mysterious continuous curve without end-points lying in the interior of the first quadrant of the plane. We deduce new inequality-splitting properties of subdifferentials, almost giving a substantial generalization of the original Brøndsted–Rockafellar theorem. We develop some mathematical infrastructure, some specific to multifunctions, some with possible applications to other areas of nonlinear analysis: ? the formula for the biconjugate of the pointwise maximum of a finite set of convex functions – in a situation where the “obvious” formula for the conjugate fails; ? a new topology on the bidual of a Banach space – in some respects, quite well behaved, but in other respects, quite pathological; ? an existence theorem for bounded linear functionals – unusual in that it does not assume the existence of any a priori bound; ? the 'big convexification" of a multifunction.

     

Symbolic Computation with Monotone Operators

We consider a class of monotone operators which are appropriate for symbolic representation and manipulation within a computer algebra system. Various structural properties of the class (e.g., closure under taking inverses, resolvents) are investigated as well as the role played by maximal monotonicity within the class. In particular, we show that there is a natural correspondence between our class of monotone operators and the subdifferentials of convex functions belonging to a class of convex functions deemed suitable for symbolic computation of Fenchel conjugates which were previously studied by Bauschke & von Mohrenschildt and by Borwein & Hamilton. A number of illustrative examples utilizing the introduced class of operators are provided including computation of proximity operators, recovery of a convex penalty function associated with the hard thresholding operator, and computation of superexpectations, superdistributions and superquantiles with specialization to risk measures.     

Lipschitz continuity ofV-subdifferentials of convex operators

It is proved that theV-subdifferential of a convex operator is locally Lipschitzian on the set of points at which it is continuous and subdifferentiable.Proposition 2.2 was originally stated for Holder continuity ofV-subdifferentials. The author would like to thank J. P. Penot for a very helpful suggestion which led to the present form of this proposition.     

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.

     

Some Remarks on the Class of Continuous (Semi-) Strictly Quasiconvex Functions

We introduce the notion of variational (semi-) strict quasimonotonicity for a multivalued operator T  : X⇉X ^* relative to a nonempty subset A of X which is not necessarily included in the domain of T. We use this notion to characterize the subdifferentials of continuous (semi-) strictly quasiconvex functions. The proposed definition is a relaxation of the standard definition of (semi-) strict quasimonotonicity, the latter being appropriate only for operators with nonempty values. Thus, the derived results are extensions to the continuous case of the corresponding results for locally Lipschitz functions.     

Familles d'opérateurs maximaux monotones et mesurabilité

Summary This paper is devoted to the study of family of maximal monotone operators in Hilbert spaces. The first part deals with convergence of such sequences in resolvent's sense, the second one with the study of different notions of measurability one can put on such families. We look with particular attention to the case of subdifferentials. This problems are looked, with in mind, applications to the study of convergence of solutions of variational inequalities and to the study of evolutions equations with time dependant operators.

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Entrata in Redazione il 4 agosto 1977.     

A Solution Method for a Special Class of Nondifferentiable Unconstrained Optimization Problems

We consider quasidifferentiable functions in the sense of Demyanov and Rubinov, i. e. functions, which are directionally differentiable and whose directional derivative can be expressed as a difference of two sublinear functions, so that its subdifferential, called the quasidifferential, consists of a pair of sets. For these functions a generalized gradient algorithm is proposed. Its behaviour is studied in detail for the special class of continuously subdifferentiable functions. Numerical test results are given. Finally, the general quasidifferentiable case is simulated by means of perturbed subdifferentials, where we make use of the non-uniqueness in the quasidifferential representation.     

Subdifferentiability and the Duality Gap

We point out a connection between sensitivity analysis and the fundamental theorem of linear programming by characterizing when a linear programming problem has no duality gap. The main result is that the value function is subdifferentiable at the primal constraint if and only if there exists an optimal dual solution and there is no duality gap. To illustrate the subtlety of the condition, we extend Kretschmer's gap example to construct (as the value function of a linear programming problem) a convex function which is subdifferentiable at a point but is not continuous there. We also apply the theorem to the continuum version of the assignment model.     

Universal spaces for the subdifferentials of sublinear operators with values in the spaces of continuous functions

Given a continuous sublinear operator P: V → C(X) from a Hausdorff separable locally convex space V to the Banach space C(X) of continuous functions on a compact set X we prove that the subdifferential ∂P at zero is operator-affinely homeomorphic to the compact subdifferential ∂ ^c Q, i.e., the subdifferential consisting only of compact linear operators, of some compact sublinear operator Q: ł² → C(X) from a separable Hilbert space ł², where the spaces of operators are endowed with the pointwise convergence topology. From the topological viewpoint, this means that the space L ^c (ł², C(X)) of compact linear operators with the pointwise convergence topology is universal with respect to the embedding of the subdifferentials of sublinear operators of the class under consideration.