Publication Cover
Optimization
A Journal of Mathematical Programming and Operations Research
Volume 64, 2015 - Issue 7
204
Views
10
CrossRef citations to date
0
Altmetric
Articles

Abstract convex approximations of nonsmooth functions

Pages 1439-1469 | Received 12 Jun 2013, Accepted 13 Nov 2013, Published online: 13 Jan 2014
 

Abstract

In the article we use abstract convexity theory in order to unify and generalize many different concepts of nonsmooth analysis. We introduce the concepts of abstract codifferentiability, abstract quasidifferentiability and abstract convex (concave) approximations of a nonsmooth function mapping a topological vector space to an order complete topological vector lattice. We study basic properties of these notions, construct elaborate calculus of abstract codifferentiable functions and discuss continuity of abstract codifferential. We demonstrate that many classical concepts of nonsmooth analysis, such as subdifferentiability and quasidifferentiability, are particular cases of the concepts of abstract codifferentiability and abstract quasidifferentiability. We also show that abstract convex and abstract concave approximations are a very convenient tool for the study of nonsmooth extremum problems. We use these approximations in order to obtain various necessary optimality conditions for nonsmooth nonconvex optimization problems with the abstract codifferentiable or abstract quasidifferentiable objective function and constraints. Then, we demonstrate how these conditions can be transformed into simpler and more constructive conditions in some particular cases.

AMS Subject Classifications:

Acknowledgments

The author is grateful to professor V.F. Demyanov for his support and help with getting acquainted with the ideas of abstract convex analysis. Also, the author thanks the anonymous referee for valuable comments that helped to improve the quality of the article. This work was financially supported by the Russian Foundation for Basic Research, grant number 12-01-00752.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.