Proper exhausters and coexhausters in nonsmooth analysis

Abstract

There exist many tools to analyze nonsmooth functions. For convex and max-type functions, the notion of subdifferential is used, for quasidifferentiable functions – that of quasidifferential. By means of these tools, one is able to solve, e.g. the following problems: to get an approximation of the increment of a functional, to formulate conditions for an extremum, to find steepest descent and ascent directions and to construct numerical methods. For arbitrary directionally differentiable functions, these problems are solved by employing the notions of upper and lower exhausters and coexhausters, which are generalizations of such notions of nonsmooth analysis as sub- and superdifferentials, quasidifferentials and codifferentials. Exhausters allow one to construct homogeneous approximations of the increment of a functional while coexhausters provide nonhomogeneous approximations. It became possible to formulate conditions for an extremum in terms of exhausters and coexhausters. It turns out that conditions for a minimum are expressed by an upper exhauster, and conditions for a maximum are formulated via a lower one. This is why an upper exhauster is called a proper one for the minimization problem (and adjoint for the maximization problem) while a lower exhauster is called a proper one for the maximization problem (and adjoint for the minimization problem). The conditions obtained provide a simple geometric interpretation and allow one to find steepest descent and ascent directions. In this article, optimization problems are treated by means of proper exhausters and coexhausters.

Keywords:

• nonsmooth analysis
• proper and adjoint exhausters and coexhausters
• extremality conditions
• converters

AMS Subject Classifications::

• Primary: 90C30
• Secondary: 65K05

Acknowledgements

The work is supported by the Russian Foundation for Basic Research (RFFI) under Grant No. 09-01-00360