On Two Applications of H-Differentiability to Optimization and Complementarity Problems

  • Authors:

  • M. A. Tawhid;M. Seetharama Gowda

  • Affiliations:

  • Department of Mathematics and Statistics, University of Maryland, Baltimore County, Baltimore, MD 21250, USA. tawhid@math.umbc.edu;Department of Mathematics and Statistics, University of Maryland, Baltimore County, Baltimore, MD 21250, USA. gowda@math.umbc.edu

  • Venue:
  • Computational Optimization and Applications
  • Year:
  • 2000

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Abstract

In a recent paper, Gowda and Ravindran (Algebraic univalence theorems for nonsmooth functions, Research Report, Department of Mathematics and Statistics, University of Maryland, Baltimore, MD 21250, March 15, 1998) introduced the concepts of H-differentiability and H-differential for a function f : Rn → Rn and showed that the Fréchet derivative of a Fréchet differentiable function, the Clarke generalized Jacobian of a locally Lipschitzian function, the Bouligand subdifferential of a semismooth function, and the C-differential of a C-differentiable function are particular instances of H-differentials.In this paper, we consider two applications of H-differentiability. In the first application, we derive a necessary optimality condition for a local minimum of an H-differentiable function. In the second application, we consider a nonlinear complementarity problem corresponding to an H-differentiable function f and show how, under appropriate conditions on an H-differential of f, minimizing a merit function corresponding to f leads to a solution of the nonlinear complementarity problem. These two applications were motivated by numerous studies carried out for C1, convex, locally Lipschitzian, and semismooth function by various researchers.