Abstract
In this paper the γ-subdifferential and γ-convexity of real-valued functions on the real line are introduced. By means of the γ-subdifferential, a new necessary condition for global minima (or maxima) is formulated which many local minima (or maxima) cannot satisfy. The γ-convexity is used to state sufficient conditions for global minima. The class of γ-convex functions is relatively large. For example, there are γ-convex functions which are not continuous anywhere. Nevertheless, a γ-local minimum of a γ-convex function is always a global minimum. Furthermore, if a γ-convex function attains its global minimum, then it does so near the boundary of its domain.
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References
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Communicated by J. Stoer
This research was supported by the Alexander von Humboldt Foundation.
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Phú, H.X. γ-Subdifferential and γ-convexity of functions on the real line. Appl Math Optim 27, 145–160 (1993). https://doi.org/10.1007/BF01195979
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DOI: https://doi.org/10.1007/BF01195979
Key words
- Subdifferential
- Convex
- Quasi-convex
- Optimization
- Minimum
- Maximum
- Necessary condition
- Sufficient condition
AMS classification
- 46G05
- 49B27
- 52A01
- 65K05
- 90C25
- 90C48