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Comparison Between Quasidifferentials and Exhausters

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Abstract

Directional derivatives play one of the major roles in optimization. Optimality conditions can be described in terms of these objects. These conditions, however, are not constructive. To overcome this problem, one has to represent the directional derivative in special forms. Two such forms are quasidifferentials and exhausters proposed by V.F. Demyanov. Quasidifferentials were introduced in 1980s. Optimality conditions in terms of these objects were developed by L.N. Polyakova and V.F. Demyanov. It was described how to find directions of steepest descent and ascent when these conditions are not satisfied. This paved a way for constructing new optimization algorithms. Quasidifferentials allow one to treat a wide class of functions. V.F. Demyanov introduced the notion of exhausters in 2000s to expand the class of functions that can be treated. It should be noted that a great contribution to the emergence of this notion was made by B.N. Pshenichny and A.M. Rubinov. In this work it is shown that exhausters not only allow one to treat a wider class of functions than quasidifferentials (since every quasidifferentiable function has exhausters) but is also preferable even for quasidifferentiable functions when solving nonsmooth optimization problems.

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Acknowledgements

The reported study was partially supported by RFBR, Research Project No. 16-31-00056.

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  1. St. Petersburg State University, SPbSU, 7/9 Universitetskaya nab., St. Petersburg, Russia, 199034

    Majid E. Abbasov

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  1. Majid E. Abbasov
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Abbasov, M.E. Comparison Between Quasidifferentials and Exhausters. J Optim Theory Appl 175, 59–75 (2017). https://doi.org/10.1007/s10957-017-1167-3

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  • DOI: https://doi.org/10.1007/s10957-017-1167-3

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