نتایج جستجو برای: Limiting subdifferential

تعداد نتایج: 81894  

In this paper, some properties of  pseudoinvex functions, defined by means of  limiting subdifferential, are discussed. Furthermore, the Minty vector variational-like inequality,  the Stampacchia vector variational-like inequality, and the  weak formulations of these two inequalities  defined by means of limiting subdifferential are studied. Moreover, some relationships  between the vector vari...

J. Vakili S. Nadi,

Although prox-regular functions in general are nonconvex, they possess properties that one would expect to find in convex or lowerC2  functions. The class of prox-regular functions covers all convex functions, lower C2  functions and strongly amenable functions. At first, these functions have been identified in finite dimension using proximal subdifferential. Then, the definition of prox-regula...

2005
ADRIAN S. LEWIS HRISTO S. SENDOV

The singular values of a rectangular matrix are nonsmooth functions of its entries. In this work we study the nonsmooth analysis of functions of singular values. In particular we give simple formulae for the regular subdifferential, the limiting subdifferential, and the horizon subdifferential, of such functions. Along the way to the main result we give several applications and in particular de...

Journal: :SIAM J. Control and Optimization 2001
Yves Lucet Jane J. Ye

In this paper we perform sensitivity analysis for optimization problems with variational inequality constraints (OPVICs). We provide upper estimates for the limiting subdifferential (singular limiting subdifferential) of the value function in terms of the set of normal (abnormal) coderivative (CD) multipliers for OPVICs. For the case of optimization problems with complementarity constraints (OP...

2013
D. DRUSVYATSKIY B. S. MORDUKHOVICH T. A. NGHIA

This paper sheds new light on several interrelated topics of second-order variational analysis, both in finite and infinite-dimensional settings. We establish new relationships between second-order growth conditions on functions, the basic properties of metric regularity and subregularity of the limiting subdifferential, tilt-stability of local minimizers, and positive-definiteness/semidefinite...

Journal: :Math. Oper. Res. 2015
Dmitriy Drusvyatskiy Alexander D. Ioffe Adrian S. Lewis

Using a geometric argument, we show that under a reasonable continuity condition, the Clarke subdifferential of a semi-algebraic (or more generally stratifiable) directionally Lipschitzian function admits a simple form: the normal cone to the domain and limits of gradients generate the entire Clarke subdifferential. The characterization formula we obtain unifies various apparently disparate res...

2014
Boris S. Mordukhovich BORIS S. MORDUKHOVICH

The paper concerns first-order necessary optimality conditions for problems of minimizing nonsmooth functions under various constraints in infinite-dimensional spaces. Based on advanced tools of variational analysis and generalized differential calculus, we derive general results of two independent types called lower subdifferential and upper subdifferential optimality conditions. The former on...

Journal: :SIAM Journal on Optimization 2010
Huifu Xu Jane J. Ye

Developing first order optimality conditions for two-stage stochastic mathematical programs with equilibrium constraints (SMPECs) whose second stage problem has multiple equilibria/solutions is a challenging undone work. In this paper we take this challenge by considering a general class of two-stage SMPECs whose equilibrium constraints are represented by a parametric variational inequality (wh...

2010
R. A. POLIQUIN Hedy Attouch

In 1977, Hedy Attouch established that a sequence of (closed proper) convex functions epi-converges to a convex function if and only if the graphs of the subdifferentials converge (in the Mosco sense) to the subdifferential of the limiting function and (roughly speaking) there is a condition that fixes the constant of integration. We show that the theorem is valid if instead one considers funct...

Journal: :Optimization Letters 2023

We propose a level proximal subdifferential for proper lower semicontinuous function. Level is uniform refinement of the well-known subdifferential, and has pleasant feature that its resolvent always coincides with mapping It turns out representation in terms Mordukhovich limiting only valid hypoconvex functions. also provide properties numerous examples to illustrate our results.

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