Subdifferentials

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Vera Roshchina - One of the best experts on this subject based on the ideXlab platform.

  • outer limits of Subdifferentials for min max type functions
    Optimization, 2019
    Co-Authors: Andrew Eberhard, Vera Roshchina, Tian Sang
    Abstract:

    We generalize the outer subdifferential construction suggested by Canovas, Henrion, Lopez and Parra for max type functions to pointwise minima of regular Lipschitz functions. We also answer an open question about the relation between the outer subdifferential of the support of a regular function and the end set of its subdifferential posed by Li, Meng and Yang.

  • the directed and rubinov Subdifferentials of quasidifferentiable functions part ii calculus
    Nonlinear Analysis-theory Methods & Applications, 2012
    Co-Authors: Robert Baier, Elza Farkhi, Vera Roshchina
    Abstract:

    Abstract 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.

  • the directed and rubinov Subdifferentials of quasidifferentiable functions part i definition and examples
    Nonlinear Analysis-theory Methods & Applications, 2012
    Co-Authors: Robert Baier, Elza Farkhi, Vera Roshchina
    Abstract:

    Abstract We extend the definition of the directed subdifferential, originally introduced in [R. Baier, E. Farkhi, The directed subdifferential of DC functions, in: A. Leizarowitz, B.S. Mordukhovich, I. Shafrir, A.J. Zaslavski (Eds.), Nonlinear Analysis and Optimization II: Optimization. A Conference in Celebration of Alex Ioffe’s 70th and Simeon Reich’s 60th Birthdays, June 18–24, 2008, Haifa, Israel, in: AMS Contemp. Math., vol. 513, AMS, Bar-Ilan University, 2010, pp. 27–43], for differences of convex functions (DC) to the wider class of quasidifferentiable functions. Such generalization efficiently captures differential properties of a wide class of functions including amenable and lower/upper- C k functions. While preserving the most important properties of the quasidifferential, such as exact calculus rules, the directed subdifferential lacks the major drawbacks of quasidifferential: non-uniqueness and “inflation in size” of the two convex sets representing the quasidifferential after applying calculus rules. The Rubinov subdifferential is defined as the visualization of the directed subdifferential.

  • On Computing the Mordukhovich Subdifferential Using Directed Sets in Two Dimensions
    Variational Analysis and Generalized Differentiation in Optimization and Control, 2010
    Co-Authors: Robert Baier, Elza Farkhi, Vera Roshchina
    Abstract:

    The Mordukhovich subdifferential, being highly important in variational and nonsmooth analysis and optimization, often happens to be hard to calculate. We propose a method for computing the Mordukhovich subdifferential of differences of sublinear (DS) functions applying the directed subdifferential of differences of convex (DC) functions. We restrict ourselves to the two-dimensional case mainly for simplicity of the proofs and for the visualizations. The equivalence of the Mordukhovich symmetric subdifferential (the union of the corresponding subdifferential and superdifferential) to the Rubinov subdifferential (the visualization of the directed subdifferential) is established for DS functions in two dimensions. The Mordukhovich subdifferential and superdifferential are identified as parts of the Rubinov subdifferential. In addition, the Rubinov subdifferential may be constructed as the Mordukhovich one by Painleve–Kuratowski outer limits of Frechet Subdifferentials. The results are applied to the case of DC functions. Examples illustrating the obtained results are presented. 2010 Mathematics Subject Classification. Primary 49J52; Secondary 26B25, 49J50, 90C26

  • exhausters and Subdifferentials in non smooth analysis
    Optimization, 2008
    Co-Authors: Vladimir F Demyanov, Vera Roshchina
    Abstract:

    Non-smooth analysis manifested itself in the 1960s of the last century and is still gaining momentum developing new tools and harnesses and covering new areas of application. One of the notions of non-smooth analysis is that of the exhauster. The exhauster represents a dual construction in Nonsmooth Analysis. The relationships between upper and lower exhausters and various Subdifferentials of non-smooth functions are discussed in this article. It is shown that exhausters are closely related to other non-smooth tools, such as the Michel–Penot, Clarke, Gâteaux and Frechet Subdifferentials. Formulae for computing these Subdifferentials by means of exhausters are obtained. The discovered relations are all in the form of equalities, i.e. a calculus for computing the mentioned Subdifferentials by means of exhausters is provided.

Yiran He - One of the best experts on this subject based on the ideXlab platform.

  • Subdifferentials of a perturbed minimal time function in normed spaces
    Optimization Letters, 2014
    Co-Authors: Yongle Zhang, Yiran He, Yi Jiang
    Abstract:

    In a general normed vector space, we study the perturbed minimal time function determined by a bounded closed convex set \(U\) and a proper lower semicontinuous function \(f(\cdot )\). In particular, we show that the Frechet subdifferential and proximal subdifferential of a perturbed minimal time function are representable by virtue of corresponding subdifferential of \(f(\cdot )\) and level sets of the support function of \(U\). Some known results is a special case of these results.

  • Subdifferentials of a minimal time function in normed spaces
    Journal of Mathematical Analysis and Applications, 2009
    Co-Authors: Yi Jiang, Yiran He
    Abstract:

    Abstract In a general normed vector space, we study the minimal time function determined by a differential inclusion where the set-valued mapping involved has constant values of a bounded closed convex set U and by a closed target set S. We show that proximal and Frechet Subdifferentials of a minimal time function are representable by virtue of corresponding normal cones of sublevel sets of the function and level or suplevel sets of the support function of U. The known results in the literature require the set U to have the origin as an interior point or U be compact. (In particular, if the set U is the unit closed ball, the results obtained reduce to the subdifferential of the distance function defined by S.)

Lionel Thibault - One of the best experts on this subject based on the ideXlab platform.

Yi Jiang - One of the best experts on this subject based on the ideXlab platform.

  • Subdifferentials of a perturbed minimal time function in normed spaces
    Optimization Letters, 2014
    Co-Authors: Yongle Zhang, Yiran He, Yi Jiang
    Abstract:

    In a general normed vector space, we study the perturbed minimal time function determined by a bounded closed convex set \(U\) and a proper lower semicontinuous function \(f(\cdot )\). In particular, we show that the Frechet subdifferential and proximal subdifferential of a perturbed minimal time function are representable by virtue of corresponding subdifferential of \(f(\cdot )\) and level sets of the support function of \(U\). Some known results is a special case of these results.

  • Subdifferentials of a minimal time function in normed spaces
    Journal of Mathematical Analysis and Applications, 2009
    Co-Authors: Yi Jiang, Yiran He
    Abstract:

    Abstract In a general normed vector space, we study the minimal time function determined by a differential inclusion where the set-valued mapping involved has constant values of a bounded closed convex set U and by a closed target set S. We show that proximal and Frechet Subdifferentials of a minimal time function are representable by virtue of corresponding normal cones of sublevel sets of the function and level or suplevel sets of the support function of U. The known results in the literature require the set U to have the origin as an interior point or U be compact. (In particular, if the set U is the unit closed ball, the results obtained reduce to the subdifferential of the distance function defined by S.)

Ider Tseveendorj - One of the best experts on this subject based on the ideXlab platform.