Characterizing Convexity of a Function by Its Fréchet and Limiting Second-Order Subdifferentials

The Fréchet and limiting second-order subdifferentials of a proper lower semicontinuous convex function \(\varphi: \mathbb R^n\rightarrow\bar{\mathbb R}\) have a property called the positive semi-definiteness (PSD)—in analogy with the notion of positive semi-definiteness of symmetric real matrices. In general, the PSD is insufficient for ensuring the convexity of an arbitrary lower semicontinuous function φ. However, if φ is a C ^1,1 function then the PSD property of one of the second-order subdifferentials is a complete characterization of the convexity of φ. The same assertion is valid for C ¹ functions of one variable. The limiting second-order subdifferential can recognize the convexity/nonconvexity of piecewise linear functions and of separable piecewise C ² functions, while its Fréchet counterpart cannot.     

Second-order subdifferentials of C1,1 functions and optimality conditions

We present second-order subdifferentials of Clarke's type of C ^1,1 functions, defined in Banach spaces with separable duals. One of them is an extension of the generalized Hessian matrix of such functions in ⁿ , considered by J. B. H.-Urruty, J. J. Strodiot and V. H. Nguyen. Various properties of these subdifferentials are proved. Second-order optimality conditions (necessary, sufficient) for constrained minimization problems with C ^1,1 data are obtained.This work was partially supported by the National Foundation for Scientific Investigations in Bulgaria under contract No. MM-406/1994.     

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.     

Second-order subdifferentials of C 1,1 functions and optimality conditions

We present second-order subdifferentials of Clarke's type of C ^1,1 functions, defined in Banach spaces with separable duals. One of them is an extension of the generalized Hessian matrix of such functions in ? ⁿ , considered by J. B. H.-Urruty, J. J. Strodiot and V. H. Nguyen. Various properties of these subdifferentials are proved. Second-order optimality conditions (necessary, sufficient) for constrained minimization problems with C ^1,1 data are obtained.     

Discontinuous control problems for non-convex dynamics and near viability for singularly perturbed control systems

The aim of this paper is to study two classes of discontinuous control problems without any convexity assumption on the dynamics. In the first part we characterize the value function for the Mayer problem and the supremum cost problem using viscosity tools and the notion of ε-viability (near viability). These value functions are given with respect to discontinuous cost functionals. In the second part we obtain results describing the ε-viability (near viability) of singularly perturbed control systems.     

Existence results and gap functions for the generalized equilibrium problem with composed functions

In this paper we provide first existence results for solutions of the generalized equilibrium problem with composed functions (GEPC) under generalized convexity assumptions. Then we construct by employing some tools specific to the theory of conjugate duality two gap functions for (GEPC). The importance of these gap functions is to be seen in the fact that they equivalently characterize the solutions of an equilibrium problem. We also prove that for some particular instances of (GEPC) the gap functions we introduce here become among others the celebrated Auslender’s and Giannessi’s gap functions.     

Second-order epi-derivatives of integral functionals

Epi-derivatives have many applications in optimization as approached through nonsmooth analysis. In particular, second-order epi-derivatives can be used to obtain optimality conditions and carry out sensitivity analysis. Therefore the existence of second-order epi-derivatives for various classes of functions is a topic of considerable interest. A broad class of composite functions on ⁿ called fully amenable functions (which include general penalty functions composed withC ² mappings, possibly under a constraint qualification) are now known to be twice epi-differentiable. Integral functionals appear widely in problems in infinite-dimensional optimization, yet to date, only integral functionals defined by convex integrands have been shown to be twice epi-differentiable, provided that the integrands are twice epi-differentiable. Here it is shown that integral functionals are twice epi-differentiable even without convexity, provided only that their defining integrands are twice epi-differentiable and satisfy a uniform lower boundedness condition. In particular, integral functionals defined by fully amenable integrands are twice epi-differentiable under mild conditions on the behavior of the integrands.This work was supported in part by the National Science Foundation under grant DMS-9200303.     

On second-order optimality conditions in constrained multiobjective optimization

In this paper we study a multiobjective optimization problem with inequality constraints on finite dimensional spaces. A second-order necessary condition for local weak efficiency is proved under strict differentiability assumptions. We also establish a second-order sufficient condition for local firm efficiency of order 2 under ?-stability assumptions. In this way we generalize some corresponding results obtained by P.Q. Khanh and N.D. Tuan, and by the authors.     

Structure of approximate solutions for discrete-time control systems arising in economic dynamics

In this work we study the structure of approximate solutions of an autonomous discrete-time control system with a compact metric space of states X which is a subset of a finite-dimensional Euclidean space. This control system is described by a nonempty closed set Ω⊂X×X which determines a class of admissible trajectories (programs) and by a bounded upper semicontinuous function v:Ω→R¹ which determines an optimality criterion. We are interested in turnpike properties of the approximate solutions which are independent of the length of the interval, for all sufficiently large intervals. Usually, in economic dynamics, the turnpike properties have been studied for systems such that all their good programs converge to a turnpike which was an interior point of Ω. In this paper we establish turnpike results for a large class of control systems for which the turnpike is not necessarily an interior point of Ω.     

Second-order conditions in C 1,1 constrained vector optimization

We consider the constrained vector optimization problem min _C f(x), g(x) ∈ ?K, where f:? ⁿ →? ^m and g:? ⁿ →? ^p are C ^1,1 functions, and C ? ^m and K ? ^p are closed convex cones with nonempty interiors. Two type of solutions are important for our considerations, namely w-minimizers (weakly efficient points) and i-minimizers (isolated minimizers). We formulate and prove in terms of the Dini directional derivative second-order necessary conditions for a point x ⁰ to be a w-minimizer and second-order sufficient conditions for x ⁰ to be an i-minimizer of order two. We discuss the reversal of the sufficient conditions under suitable constraint qualifications of Kuhn-Tucker type. The obtained results improve the ones in Liu, Neittaanmäki, K?í?ek [21].     

On the concentration of semi-classical states for a nonlinear Dirac–Klein–Gordon system

In the present paper, we study the semi-classical approximation of a Yukawa-coupled massive Dirac–Klein–Gordon system with some general nonlinear self-coupling. We prove that for a constrained coupling constant there exists a family of ground states of the semi-classical problem, for all ?   small, and show that the family concentrates around the maxima of the nonlinear potential as ?→0$?\to 0$. Our method is variational and relies upon a delicate cutting off technique. It allows us to overcome the lack of convexity of the nonlinearities.     

Viscosity solutions to second order partial differential equations on Riemannian manifolds

We prove comparison, uniqueness and existence results for viscosity solutions to a wide class of fully nonlinear second order partial differential equations F(x,u,du,d²u)=0 defined on a finite-dimensional Riemannian manifold M. Finest results (with hypothesis that require the function F to be degenerate elliptic, that is nonincreasing in the second order derivative variable, and uniformly continuous with respect to the variable x) are obtained under the assumption that M has nonnegative sectional curvature, while, if one additionally requires F to depend on d²u in a uniformly continuous manner, then comparison results are established with no restrictive assumptions on curvature.     

On the existence of positive solutions and their continuous dependence on functional parameters for some class of elliptic problems

We discuss the existence and the dependence on functional parameters of solutions of the Dirichlet problem for a kind of the generalization of the balance of a membrane equation. Since we shall propose an approach based on variational methods, we treat our equation as the Euler-Lagrange equation for a certain integral functional J. We will not impose either convexity or coercivity of the functional. We develop a duality theory which relates the infimum on a special set X of the energy functional associated with the problem, to the infimum of the dual functional on a corresponding set X^d. The links between minimizers of both functionals give a variational principle and, in consequence, their relation to our boundary value problem. We also present the numerical version of the variational principle. It enables the numerical characterization of approximate solutions and gives a measure of a duality gap between primal and dual functional for approximate solutions of our problem.     

Regularity for a Schrödinger equation with singular potentials and application to bilinear optimal control

We study the Schrödinger equation i∂_tu+Δu+V₀u+V₁u=0 on R³×(0,T), where V₀(x,t)=|x-a(t)|^-1, with a∈W^2,1(0,T;R³), is a coulombian potential, singular at finite distance, and V₁ is an electric potential, possibly unbounded. The initial condition u₀∈H²(R³) is such that . The potential V₁ is also real valued and may depend on space and time variables. We prove that if V₁ is regular enough and at most quadratic at infinity, this problem is well-posed and the regularity of the initial data is conserved for the solution. We also give an application to the bilinear optimal control of the solution through the electric potential.     

Error bounds for vector-valued functions: Necessary and sufficient conditions

In this paper, we attempt to extend the definition and existing local error bound criteria to vector-valued functions, or more generally, to functions taking values in a normed linear space. Some new derivative-like objects (slopes and subdifferentials) are introduced and a general classification scheme of error bound criteria is presented.     

Uniform convexity of Musielak-Orlicz-Sobolev spaces and applications

This paper deals with uniform convexity of Musielak-Orlicz-Sobolev spaces and its applications to variational problems. Some sufficient conditions and examples for uniform convexity of Musielak-Orlicz-Sobolev spaces are given. Some special properties relative to the uniformly convex modular for uniformly convex Musielak-Orlicz-Sobolev spaces are presented. As an application of these abstract results, the local minimizers and the mountain pass type critical point of an integral functional with more complicated growth than the p(x)-growth are studied.     

Lagrangian dynamics on an infinite-dimensional torus; a Weak KAM theorem

The space L²(0,1) has a natural Riemannian structure on the basis of which we introduce an L²(0,1)-infinite-dimensional torus T. For a class of Hamiltonians defined on its cotangent bundle we establish existence of a viscosity solution for the cell problem on T or, equivalently, we prove a Weak KAM theorem. As an application, we obtain existence of absolute action-minimizing solutions of prescribed rotation number for the one-dimensional nonlinear Vlasov system with periodic potential.     

Maximum principle and existence of <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript>-viscosity solutions for fully nonlinear uniformly elliptic equations with measurable and quadratic terms

We study L^p-viscosity solutions of fully nonlinear, second-order, uniformly elliptic partial differential equations (PDE) with measurable terms and quadratic nonlinearity. We present a sufficient condition under which the maximum principle holds for L^p-viscosity solution. We also prove stability and existence results for the equations under consideration.     

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.