On Weak Subdifferentials, Directional Derivatives, and Radial Epiderivatives for Nonconvex Functions
نویسندگان
چکیده
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.
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عنوان ژورنال:
- SIAM Journal on Optimization
دوره 20 شماره
صفحات -
تاریخ انتشار 2009