Skip to main content

Part of the book series: Nonconvex Optimization and Its Applications ((NOIA,volume 76))

Abstract

This chapter is devoted to the study of nonsmooth generalized convex functions with the help of special classes of generalized derivatives. Several results are presented on the links between generalized monotonicity of the generalized derivatives and generalized convexity of the functions under discussion. The abundance of the different notions of generalized derivatives has motivated an axiomatic treatment resulting, among others, in the concept of first order approximation. The usefulness of quasiconvex first order approximations in optimization theory is investigated, in particular, generalized upper quasidifferentiable functions are studied, quasiconvex Farkas Theorems and KKT-type optimality conditions are elaborated.

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

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 169.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 249.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 219.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Arrow, K.J. and A.C. Enthoven, Quasiconcave programming, Econometrica, 29 (1961) 779–800.

    Google Scholar 

  2. Aussel, D., J.-N. Corvellec and M. Lassonde, Subdifferential characterization of quasiconvexity and convexity, J. Convex Analysis, 1 (1994) 195–202.

    MathSciNet  Google Scholar 

  3. Aussel, D., Subdifferential properties of quasiconvex and pseudoconvex functions: a unified approach,

    Google Scholar 

  4. Avriel, M., W.E. Diewert, S. Schaible and W.T. Ziemba, Generalized Concavity, Plenum Press, New York, 1988.

    Google Scholar 

  5. Bianchi, M., Generalized Quasimonotonicity and strong pseudomonotonicity of bifunction, Optimization, 36 (1996) 1–10.

    MATH  MathSciNet  Google Scholar 

  6. Borde, J.-J.-P. Crouzeix, Continuity properties of the normal cone to the level sets of a quasiconvex function, Journal of Optimization Theory and Applications, 97 (1998) 29–45.

    MathSciNet  Google Scholar 

  7. Clarke, F.H., Optimization and nonsmooth analysis, John Wiley, New York, 1983.

    Google Scholar 

  8. Crouzeix, J-P., Contributions à l’étude des fonctiones quasiconvexes, Thèse d’Etat, U.E.R. des Sciences Exactes et Naturelles, Université de Clermont-Ferrand II, 1977.

    Google Scholar 

  9. Crouzeix, J.-P., Continuity and differentiability properties of quasiconvex functions on Rbn, in: Generalized concavity in optimization and economics, S. Schaible and W.T. Ziemba (eds.), Academic Press, New York, 1981, pp. 109–130.

    Google Scholar 

  10. Crouzeix, J.-P., Some differentiability properties of quasiconvex functions on Rn, In: Optimization and Optimal Control, Proceedings of a conference held at Oberwolfach, March 16–22, 1980., A. Auslender, W. Oettli and J. Stoer (eds.), Springer Verlag, Berlin, 1981, pp. 9–20.

    Google Scholar 

  11. Crouzeix, J.-P., About differentiability of order one of quasiconvex functions on Rn, Journal of Optimization Theory and Applications 36 (1982) 367–385.

    Article  MATH  MathSciNet  Google Scholar 

  12. Crouzeix, J.-P. and J..A. Ferland, Criteria for quasiconvexity and pseudoconvexity: relationships and comparisons, Mathematical Programming 23 (1982) 193–205.

    Article  MathSciNet  Google Scholar 

  13. Crouzeix, J.-P., Some properties of Dini-derivatives of quasiconvex and pseudoconvex functions, New Trends in Mathematical Programming, Giannessi, F., S. Komlósi and T. Rapcsák (eds.), Kluwer Academic Publishers, Dordrecht, 1998, pp. 41–57.

    Google Scholar 

  14. Crouzeix, J.-P., Continuity and differentiability of quasiconvex functions, Chapter 3, this volume.

    Google Scholar 

  15. Diewert, W.E., Alternative characterizations of six kinds of quasiconcavity in the nondifferentiable case with applications to nonsmooth programming, in: Generalized Concavity in Optimization and Economics, S. Schaible and W.T. Ziemba (eds.), Academic Press, New York, 1981.

    Google Scholar 

  16. Demyanov, V.F. and A.M. Rubinov, On quasidifferentiable functionals, Dokl. Akad. Nauk. SSR, 250 (1980) 21–25.

    MathSciNet  Google Scholar 

  17. Elster, K.-H. and J. Thierfelder, Abstract cone approximations and generalized differentiability in nonsmooth optimization, Optimization 19 (1988) 315–341.

    MathSciNet  Google Scholar 

  18. Farkas, J, Über die Anwendungen des mechanischen Princips von Fourier, Mathematische und Naturwissenschaftliche Bericht aus Ungarn 12 (1895) 263–281.

    Google Scholar 

  19. Farkas, J., Theorie der einfachen Ungleichungen, Journal für die Reine und Angewandte Mathematik 124 (1901) 1–27.

    MATH  Google Scholar 

  20. Giannessi, F., Semidifferentiable functions and necessary optimality conditions, Journal of Optimization Theory and Applications 60 (1989) 191–241.

    Article  MATH  MathSciNet  Google Scholar 

  21. Giorgi, G. and S. Komlósi, Dini Derivatives in Optimization-Part I, Rivista di Matematica per le Scienze Economiche e Sociali, 15 (1992) No l., 3–30.

    Google Scholar 

  22. Giorgi, G. and S. Komlósi, Dini Derivatives in Optimization-Part II, Rivista di Matematica per le Scienze Economiche e Sociali, 15 (1992) No 2., 3–24.

    Google Scholar 

  23. Giorgi, G. and S. Komlósi, Dini Derivatives in Optimization-Part III, Rivista di Matematica per le Scienze Economiche e Sociali, 18 (1995) No 3., 46–63.

    Google Scholar 

  24. Hadjisavvas, N. and S. Schaible, On Strong Pseudomonotonicity and (Semi)strict Quasimonotonicity, Journal of Optimization Theory and Applications, 79 (1993) 139–155.

    Article  MathSciNet  Google Scholar 

  25. Hassouni, A., Sous-differentiels des fonctions quasi-convexes, Thèse de 3ème cycle de l’Université Paul Sabatier, Toulouse, 1983.

    Google Scholar 

  26. Hiriart-Urruty, J.B., New concepts in Nondifferentiable Programming, Bulletin de la Sociète Mathèmatique de France,. Mémoires, 60 (1979) 57–85.

    MATH  MathSciNet  Google Scholar 

  27. Ioffe, A.D., Necessary and sufficient conditions for a local minimum: I, SIAM J.Control and Optimization 17 (1979) 245–250.

    MATH  MathSciNet  Google Scholar 

  28. Karamardian, S., Complementarity Over Cones with Monotone and Pseudomonotone Maps, Journal of Optimization Theory and Applications 18 (1976) 445–454.

    Article  MATH  MathSciNet  Google Scholar 

  29. Karamardian, S. and S. Schaible, Seven kinds of monotone maps, Journal of Optimization Theory and Applications 66 (1990) 37–46.

    Article  MathSciNet  Google Scholar 

  30. Komlósi, S., Some properties of nondifferentiable pseudoconvex functions, Mathematical Programming 26 (1983) 232–237.

    MATH  MathSciNet  Google Scholar 

  31. Komlósi, S., Contribution to the theory and methods of quasiconvex programming, Ph.D. Thesis, Baku State University, 1984.

    Google Scholar 

  32. Komlósi, S., Generalized convexity of quadratic functions, Izv. Vyssh. Uchebn. Zaved. Math., 9 (1984) 38–43.

    MATH  Google Scholar 

  33. Komlósi, S., On a possible generalization of Pshenichnyi’s quasidifferentiability, Optimization 21 (1990) 3–11.

    MATH  MathSciNet  Google Scholar 

  34. Komlósi, S., Generalized Monotonicity of Generalized Derivatives, Working Paper, 1991, pp. 8.

    Google Scholar 

  35. Komlósi, S., On generalized upper quasidifferentiability in: Nonsmooth Optimization: Methods and Applications, Giannessi, F., (ed.), Gordon and Breach, London, (1992) 189–201.

    Google Scholar 

  36. Komlósi, S., Generalized Monotonicity of Generalized Derivatives, in: Proceedings of the Workshop on Generalized Concavity for Economic Application, Mazzoleni, P., (ed.), Verona, 1992, 1–7.

    Google Scholar 

  37. Komlósi, S., Quasiconvex first order approximations and Kuhn-Tucker type optimality conditions, European Journal of Operational Research 65 (1993) 327–335.

    MATH  Google Scholar 

  38. Komlósi, S., First and second order characterizations of pseudolinear functions, European Journal of Operational Research 67 (1993) 278–286.

    MATH  Google Scholar 

  39. Komlósi, S., On pseudoconvex functions, Acta Scientiarum Mathemathicarum (Szeged), 57 (1993) 569–586.

    MATH  Google Scholar 

  40. Komlósi, S., Generalized Monotonicity in Nonsmooth Analysis, in: Generalized Convexity, Komlósi, S., T. Rapcsák and S. Schaible (eds.), Springer Verlag, Heidelberg, (1994) 263–275.

    Google Scholar 

  41. Komlósi, S., Generalized Global Monotonicity of Generalized Derivatives, International Transactions in Operational Research 1 (1994) 259–264.

    MATH  Google Scholar 

  42. Komlósi, S. and M. Pappalardo, A General Scheme for First Order Approximations in Optimization, Optimization Methods and Software, 3 (1994) 143.152.

    Google Scholar 

  43. Komlósi, S., Generalized Monotonicity and Generalized Convexity, Journal of Optimization Theory and Application, 84 (1995) 361–376.

    MATH  MathSciNet  Google Scholar 

  44. Komlósi, S., Monotonicity and Quasimonotonicity in Nonsmooth Analysis, in: Recent Advances in Nonsmooth Optimization, D.-Z. Du, L. Qi, R.S. Womersely (eds.), World Scientific Publishers, Singapore, 1995., pp. 193–214.

    Google Scholar 

  45. Komlósi, S., Farkas Theorems for positively homogeneous quasiconvex functions, Journal of Statistics and Management Systems, 5 (2002) Nos 1–3, pp. 107–123.

    MATH  MathSciNet  Google Scholar 

  46. Kuhn, H.W. and A.W. Tucker, Nonlinear Programming, in: Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability, Neyman, J. (ed.), University of California Press, Berkeley, 1951, pp. 481–492.

    Google Scholar 

  47. Luc, D.T., and S. Swaminathan, A characterization of convex functions, Nonlinear Analysis, Theory, Methods and Applications, 20 (1993) 697–701.

    Article  MathSciNet  Google Scholar 

  48. Luc, D.T., Characterization of quasiconvex functions, Bulletin of the Australian Mathematical Society, 48 (1993) 697–701.

    MathSciNet  Google Scholar 

  49. Luc, D.T., On Generalized Convex Nonsmooth Functions, Bulletin of the Australian Mathematical Society, 49 (1994) 139–149.

    MATH  MathSciNet  Google Scholar 

  50. Mangasarian, O.L., Pseudoconvex functions, SIAM Journal on Control 3 (1965) 281–290.

    Article  MATH  MathSciNet  Google Scholar 

  51. Martos, B., Nonlinear programming: theory and methods, Akadémiai Kiadó, Budapest, 1975.

    Google Scholar 

  52. Prékopa, A., On the development of optimization theory, Amer. Math. Monthly 87 (1980) 527–542.

    MATH  MathSciNet  Google Scholar 

  53. Penot, J.-P., Generalized Convexity in the Light of Nonsmooth Analysis, in: Recent Developments in Optimization, Durier, R. and C. Michelot (eds.), Lecture Notes in Economics and Mathematical Systems, Springer Verlag, Heidelberg-Berlin, Vol. 429, 1995, pp. 269–290.

    Google Scholar 

  54. Penot, J.-P., Are generalized derivatives useful for generalized convex functions? in: Generalized convexity, generalized monotonicity: recent results, Crouzeix, J.-P., J.-E. Martínez-Legaz and M. Volle (eds.), Kluwer, Dordrecht, 1998, pp. 3–59.

    Google Scholar 

  55. Pshenichnyi, B.T., Necessary conditions for an extremum, Nauka, Moscow, 1969.

    Google Scholar 

  56. Pshenichnyi, B.T., jConvex analysis and extremum problems, Nauka, Moscow, 1980.

    Google Scholar 

  57. Rockafellar, R.T., Convex analysis, Princeton University Press, Princeton, 1970.

    Google Scholar 

  58. Rockafellar, R.T., Generalized directional derivatives and subgradients of nonconvex functions, Canadian Journal on Mathematics, 32 (1980) 257–280.

    MATH  MathSciNet  Google Scholar 

  59. Rockafellar, R.T., The Theory of Subgradients and its Applications to Problems of Optimization: Convex and Nonconvex Functions, Heldermann Verlag, Berlin, 1981.

    Google Scholar 

  60. Rubinov, A.M. and Glover, B.M., Quasiconvexity via two step functions, in: Generalized Convexity, Generalized Monotonicity, Crouzeix, J.-P., J.-E. Martínez-Legaz and M. Volle (eds.) Kluwer Academic Publishers, Dordrecht, 1998, pp. 159–184.

    Google Scholar 

  61. Rubinov, A.M., Abstract convexity: examples and applications, Optimization 47 (2000) 1–33.

    MATH  MathSciNet  Google Scholar 

  62. Zalinescu, C., Solvability Results for Sublinear Functions and Operators, Zeitschrift für Operations Research, 31 (1987) A79–A101.

    MathSciNet  Google Scholar 

  63. Zagrodny, D., Approximate mean value theorem for upper subderivatives, Nonlinear Analysis, Theory, Methods and Applications, 12 (1988) 1413–1438.

    Article  MATH  MathSciNet  Google Scholar 

  64. Zagrodny, D., A note on the equivalence between the mean value theorem for the Dini derivative and the Clarke-Rockafellar derivative, Optimization, 21 (1990) 179–183.

    MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2005 Springer Science + Business Media, Inc.

About this chapter

Cite this chapter

Komlósi*, S. (2005). Generalized Convexity and Generalized Derivatives. In: Hadjisavvas, N., Komlósi, S., Schaible, S. (eds) Handbook of Generalized Convexity and Generalized Monotonicity. Nonconvex Optimization and Its Applications, vol 76. Springer, New York, NY. https://doi.org/10.1007/0-387-23393-8_10

Download citation

Publish with us

Policies and ethics