8 research outputs found
Regularly abstract convex functions with respect to the set of Lipschitz continuous concave functions
The goal of the paper is to study the particular class of regularly
-convex functions, when is the set
of real-valued Lipschitz continuous
classically concave functions defined on a real normed space . For an
extended-real-valued function to be
-convex it is necessary and sufficient that be
lower semicontinuous and bounded from below by a Lipschitz continuous function;
moreover, each -convex function is regularly
-convex as well. We focus on
-subdifferentiability of functions at a given point.
We prove that the set of points at which an -convex
function is -subdifferentiable is dense in its
effective domain. Using the subset of the set
consisting of such Lipschitz continuous concave
functions that vanish at the origin we introduce the notions of
-subgradient and
-subdifferential of a function at a point
which generalize the corresponding notions of the classical convex analysis.
Symmetric notions of abstract -concavity and
-superdifferentiability of functions where
is
the set of Lipschitz continuous convex functions are also considered. Some
properties and simple calculus rules for
-subdifferentials as well as
-subdifferential conditions for global
extremum points are established.Comment: 18 page
Necessary conditions for an extremum for 2-regular problems
The paper deals with the problem of minimizing a real-valued smooth function fcolon X to Bbb R over the set D={x in X,|,F(x) in Q}, where Fcolon X to Y is a smooth mapping, X and Y are Banach spaces, and Q is a closed convex set of Y. The authors say that the mapping Fcolon X to Y is 2-regular at a point overline{x} with respect to the set Q in a direction h in X if 0 in {rm int}(F(overline{x}) + {rm Im}F'(overline{x})+F"(overline{x})[h,,(F'(overline{x}))^{-1}(Q -F(overline{x}))] - Q). When h = 0 the 2-regularity coincides with the well-known Robinson regularity condition [S. M. Robinson, Math. Oper. Res. {bf 1} (1976), no.~2, 130--143; [msn] MR0430181 (55 #3188) [/msn]]. Moreover Robinson's regularity condition implies that F is 2-regular at overline{x} with respect to Q in any direction h in X (including h=0). However, the mapping F may be 2-regular at overline{x} in some nonvanishing directions h in X,,h ne 0, and not satisfy Robinson's regularity condition. The authors show that in the case when the 2-regularity condition holds one can obtain representations both for the contingent cone and for the set of second-order tangent vectors to the constraint set D at overline{x} in the terms of local approximations of the set Q and Fréchet derivatives of F. Using these representations the authors derive first- and second-order necessary conditions for local optimal solutions of the optimization problem being considered