Hunting for a Smaller Convex Subdifferential

  • Authors:
  • V. F. Demyanov;V. Jeyakumar

  • Affiliations:
  • Applied Mathematics Department, St. Petersburg State University, Staryi Peterhof 198904, Russia/ School of Mathematics, University of New South Wales, Sydney 2052, Australia.;Applied Mathematics Department, St. Petersburg State University, Staryi Peterhof 198904, Russia/ School of Mathematics, University of New South Wales, Sydney 2052, Australia.

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 1997

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Abstract

Certain useful basic results of the gradient (in the smooth case), the Clarkesubdifferential, the Michel–Penot subdifferential, which is also known asthe "small" subdifferential, and the directional derivative(in the nonsmooth case) are stated and discussed. One of the advantages ofthe Michel–Penot subdifferential is the fact that it is in general "smaller"than the Clarke subdifferential. In this paper it is shown that there existsubdifferentials which may be smaller than the Michel–Penot subdifferentialandwhich have certain useful calculus. It isfurther shown that in the case of quasidifferentiability, the Michel–Penotsubdifferential enjoys calculus whichhold for the Clarke subdifferential only in the regular case.