Continuous Outer Subdifferentials in Nonsmooth Optimization

Abstract

The theory of subdifferentials provides adequate methods and tools to put descent methods for nonsmooth optimization problems into practice. However, in applications it is often difficult to decide on a suitable subdifferential concept to construct a descent method. Therefore, we introduce subdifferentials in terms of their properties to indicate a selection of subdifferentials worth considering. This initials the first part of the construction of a continuous outer subdifferential (COS). Typically, methods based on e.g. the Clarke subdifferential are non-convergent without assumptions like semismoothness on the objective function. In cases in which only supersets of the Clarke subdifferential are known, semismoothness cannot be proved or is even violated. Therefore, in the second part of the construction, a previously selected subdifferential will be expanded to a continuous mapping, if necessary. This is also practicable for upper bounds of the subdifferential of current interest. Finally, based on COS we present a methodology for solving nonsmooth optimization problems. From a theoretical point of view, convergence is established through the construction of COS.

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Acknowledgements

The author wishes to thank the reviewers and the associate editor for their very grateful suggestions, which greatly have improve the presentation of the paper. Also, the author likes to thank W. Achtziger for his time to discuss several results.

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Correspondence to Martin Knossalla.

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Knossalla, M. Continuous Outer Subdifferentials in Nonsmooth Optimization. Set-Valued Var. Anal 27, 665–692 (2019). https://doi.org/10.1007/s11228-018-0481-8

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Keywords

  • Descent method
  • Nonsmooth optimization
  • Set-valued mapping
  • Subdifferentials

Mathematics Subject Classification (2010)

  • 49J52
  • 49J53
  • 90C26