On weak subdifferentials, directional derivatives, and radial epiderivatives for nonconvex functions


Kasımbeyli R., MƏMMƏDOV M.

SIAM Journal on Optimization, vol.20, no.2, pp.841-855, 2009 (SCI-Expanded, Scopus) identifier

  • Nəşrin Növü: Article / Article
  • Cild: 20 Say: 2
  • Nəşr tarixi: 2009
  • Doi nömrəsi: 10.1137/080738106
  • jurnalın adı: SIAM Journal on Optimization
  • Jurnalın baxıldığı indekslər: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Səhifə sayı: pp.841-855
  • Açar sözlər: Directional derivative, Nonconvex analysis, Optimality condition, Radial epiderivative, Weak subdifferential
  • Açıq Arxiv Kolleksiyası: Məqalə
  • Adres: Bəli

Qısa məlumat

In this paper we study relations between the directional derivatives, the weak subdifferentials, and the radial epiderivatives for nonconvex real-valued functions. We generalize the well-known theorem that represents the directional derivative of a convex function as a pointwise maximum of its subgradients for the nonconvex case. Using the notion of the weak subgradient, we establish conditions that guarantee equality of the directional derivative to the pointwise supremum of weak subgradients of a nonconvex real-valued function. A similar representation is also established for the radial epiderivative of a nonconvex function. Finally the equality between the directional derivatives and the radial epiderivatives for a nonconvex function is proved. An analogue of the well-known theorem on necessary and sufficient conditions for optimality is drawn without any convexity assumptions. © 2009 Society for Industrial and Applied Mathematics.