Directional subdifferentials and optimality conditions

  • Ivan Ginchev*
  • , Boris S. Mordukhovich
  • *Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

14 Scopus citations

Abstract

This paper is devoted to the introduction and development of new dual-space constructions of generalized differentiation in variational analysis, which combine certain features of subdifferentials for nonsmooth functions (resp. normal cones to sets) and directional derivatives (resp. tangents). We derive some basic properties of these constructions and apply them to optimality conditions in problems of unconstrained and constrained optimization.

Original languageEnglish
Pages (from-to)707-737
Number of pages31
JournalPositivity
Volume16
Issue number4
DOIs
StatePublished - 2012

Bibliographical note

Funding Information:
Research of I. Ginchev was partly supported by a grant of Technical University Varna. Research of B. S. Mordukhovich was partly supported by the USA National Science Foundation under grant DMS-1007132, by the Australian Research Council under grant DP-1292508, and by the Portuguese Foundation of Science and Technologies under grant MAT/11109.

Keywords

  • Calculus rules
  • Directional normals and subgradients
  • Necessary and sufficient optimality conditions
  • Nonsmooth optimization
  • Variational analysis

ASJC Scopus subject areas

  • Analysis
  • Theoretical Computer Science
  • General Mathematics

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