Generalized Directional Derivatives and Subgradients of Nonconvex
( )i,\ , . t, ., \\\rt to.o j -i .1.. GENERT\LIZED DIRECTIO\AL DERI\TATIVES AND SUBGRADIENTS OF NONCONVEX FUNCTIONS R T. ROCKAFIJLLAI{ l lntroduction. Srudjes of optimjzation prollens and ccrlah kiD(ls of difierentiaL eqLrations hale led in rcccnt )enrs to thc dclelopnrent of a gen cralized rheor] of dift-erentiaiion qLrite distincr iD spirit ancl rarse of applicati,m from the onc base.l on L. Schwari:z's 'distriblriions. ' This thco( associares .l-r,,t-\. u" t, r. .. o ., ;r . oto,og: .r, .. ,. L point r a I certain elements of the clLral space E+ caLLed \tLy tints tit gtarlitnt js stneralircd s ot .f at '. 1 lcsc form A set dI(r) rhat a]lrat.s conre: and Ncak*-closed L'possiLl_v cmprl ). The nrlrifurctior df : r + bflx) is thc Rules that relate Dl to scncraljzed djrectional cterilatives of /, or:rlloN d,i 1o b€ expr.ssed or estimarcd ;n terns of thc sLrbcljlTerenrjaLs of other tunctjoos (\i hen.l : ,h + f'. f = ! o ,1, etc ), co prise the vrrd.r'fl./.rrill ar/.&/,s. Such rrLes arc used espcciall! ir anall,zing ihe con.Liijon 0 a D.f(s), Nhich i]picalt,v Deans that:f is some sort of'quasi-optlnaL'poinr ior,l The cxtcnded-real- laluccl nrtlrc of,i is essential in such a contcxr as a delicc for representins SulijlTerenrial caiclils bcgan rrith com-cx lLrrctions on R". Rockafeilar l43l defincd d,f ior su.h funcriorrs, shon'cd hor t.} characicrjze A_ft]j) nr rerms of one sidcd cLirectional rleriratiles _l'l:;r r), and prolecl that rndcr mild restrictions rLlles sllcI .s (1.1) d(.n +/,)(r) : d,no) + dj,ir) are valj.l.
[Show full text]