Skip to main content
Log in

Nonsmooth Calculus, Minimality, and Monotonicity of Convexificators

  • Published:
Journal of Optimization Theory and Applications Aims and scope Submit manuscript

Abstract

Noncompact convexificators, which provide upper convex and lower concave approximations for a continuous function, are defined. Various calculus rules, including extremality and mean-value properties, are presented. Regularity conditions are given for convexificators to be minimal. A characterization of quasiconvexity of a continuous function is obtained in terms of the quasimonotonicity of convexificators.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Clarke, F. H., Optimization and Nonsmooth Analysis, Wiley-Interscience, New York, New York, 1983.

    Google Scholar 

  2. Craven, B. D., Ralph, D., and Glover, B. M., Small Convex-Valued Subdifferentials in Mathematical Programming, Optimization, Vol. 32, pp. 1–21, 1995.

    Google Scholar 

  3. Demyanov, V. F., and Jeyakumar, V., Hunting for a Smaller Convex Subdifferential, Journal of Global Optimization, Vol. 10, pp. 305–326, 1997.

    Google Scholar 

  4. Ioffe, A. D., Approximate Subdifferentials and Applications, II, Mathematika, Vol. 33, pp. 111–128, 1986.

    Google Scholar 

  5. Morduchovich, B. S., and Shao, Y., On Nonconvex Subdifferential Calculus in Banach Spaces, Journal of Convex Analysis, Vol. 2, pp. 211–228, 1995.

    Google Scholar 

  6. Penot, J. P., On the Mean-Value Theorem, Optimization, Vol. 19, pp. 147–156, 1988.

    Google Scholar 

  7. Treiman, J. S., The Linear Nonconvex Generalized Gradient and Lagrange Multipliers, SIAM Journal on Optimization, Vol. 5, pp. 670–680, 1995.

    Google Scholar 

  8. Jeyakumar, V., and Luc, D. T., Approximate Jacobian Matrices for Continuous Maps and C 1-Optimization, SIAM Journal on Control and Optimization, Vol. 36, pp. 1815–1832, 1998.

    Google Scholar 

  9. Jeyakumar, V., Luc, D. T., and Schaible, S., Characterizations of Generalized Monotone Nonsmooth Continuous Maps Using Approximate Jacobians, Journal of Convex Analysis, Vol. 5, pp. 119–132, 1998.

    Google Scholar 

  10. Michel, P., and Penot, J. P., A Generalized Derivative for Calm and Stable Functions, Differential and Integral Equations, Vol. 5, pp. 433–454, 1992.

    Google Scholar 

  11. Jeyakumar, V., and Yang, X. Q., Approximate Generalized Hessians and Taylor's Expansions for Continuously Gâteaux Differentiable Functions, Nonlinear Analysis: Theory, Methods, and Applications, Vol. 36, pp. 353–368, 1999.

    Google Scholar 

  12. Jeyakumar, V., and Tuan, H. D., Approximate Jacobian-Based Nonsmooth Newton Methods: Convergence Analysis, Applied Mathematics Report AMR98/1, University of New South Wales, Sydney, Australia, 1998.

    Google Scholar 

  13. Pang, J. S., and Qi, L., Nonsmooth Equations: Motivations and Algorithms, SIAM Journal on Optimization, Vol. 3, pp. 443–465, 1993.

    Google Scholar 

  14. Qi, L., Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations, Mathematics of Operations Research, Vol. 18, pp. 227–246, 1993.

    Google Scholar 

  15. Demyanov, V. F., and Rubinov, A. M., Constructive Nonsmooth Analysis, Verlag Peter Lang, Frankfurt am Main, Germany, 1995.

    Google Scholar 

  16. Jeyakumar, V., On Optimality Conditions in Nonsmooth Inequality Constrained Minimization, Numerical Functional Analysis and Optimization, Vol. 9, pp. 535–546, 1987.

    Google Scholar 

  17. Jeyakumar, V., Composite Nonsmooth Programming with Gateaux Differentiability, SIAM Journal on Optimization, Vol. 1, pp. 30–41, 1992.

    Google Scholar 

  18. Rockafellar, R. T., Generalized Directional Derivatives and Subgradient of Nonconvex Functions, Canadian Journal of Mathematics, Vol. 32, pp. 257–280, 1980.

    Google Scholar 

  19. Hiriart-Urruty, J. B., and Lemarechal, C., Convex Analysis and Minimization Algorithms, Vols. 1–2, Springer Verlag, Berlin, Germany, 1993.

    Google Scholar 

  20. Jeyakumar, V., and Demyanov, V. F., A Mean-Value Theorem and a Characterization of Convexity Using Convexificators, Applied Mathematics Report AMR96/13, University of New South Wales, Sydney, Australia, 1996.

    Google Scholar 

  21. Jeyakumar, V., and Yang, X. Q., Asymptotic Mean-Value Equalities for Continuous Functions, Applied Mathematics Report AMR96/25, University of New South Wales, Sydney, Australia, 1996.

    Google Scholar 

  22. Aussel, L., Corvelle, J. N., and Lassonde, M., Mean-Value Property and Subdifferential Criteria for Lower Semicontinuous Functions, Transactions of the American Mathematical Society, Vol. 347, pp. 4147–4161, 1995.

    Google Scholar 

  23. Thibault, L., and Zagrodny, D., Integration of Subdifferentials of Lower Semicontinuous Functions on Banach Spaces, Journal of Mathematical Analysis and Applications, Vol. 189, pp. 33–58, 1995.

    Google Scholar 

  24. Giorgi, G., and Komlosi, S., Dini Derivatives in Optimization, III, Rivista di Matematica per le Scienze Economiche e Sociali, Vol. 18, pp. 47–63, 1995.

    Google Scholar 

  25. Luc, D. T., and Schaible, S., On Generalized Monotone Nonsmooth Maps, Journal of Convex Analysis, Vol. 3, pp. 195–205, 1996.

    Google Scholar 

  26. Luc, D. T., Characterizations of Quasiconvex Functions, Bulletin of the Australian Mathematical Society, Vol. 48, pp. 393–406, 1993.

    Google Scholar 

  27. Komlosi, S., Generalized Monotonicity in Nonsmooth Analysis, Generalized Convexity, Edited by S. Komlosi, T. Rapcsak, and S. Schaible, Lecture Notes in Economics and Mathematical Systems, Springer Verlag, Berlin, Germany, Vol. 405, pp. 263–275, 1994.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Jeyakumar, V., Luc, D.T. Nonsmooth Calculus, Minimality, and Monotonicity of Convexificators. Journal of Optimization Theory and Applications 101, 599–621 (1999). https://doi.org/10.1023/A:1021790120780

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1021790120780

Navigation