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Exhausters and subdifferentials in non-smooth analysis

  • Vladimir F. Demyanov
  • , Vera Roshchina

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

Abstract

Non-smooth analysis manifested itself in the 1960s of the last century and is still gaining momentum developing new tools and harnesses and covering new areas of application. One of the notions of non-smooth analysis is that of the exhauster. The exhauster represents a dual construction in Nonsmooth Analysis. The relationships between upper and lower exhausters and various subdifferentials of non-smooth functions are discussed in this article. It is shown that exhausters are closely related to other non-smooth tools, such as the Michel-Penot, Clarke, Gteaux and Frchet subdifferentials. Formulae for computing these subdifferentials by means of exhausters are obtained. The discovered relations are all in the form of equalities, i.e. a calculus for computing the mentioned subdifferentials by means of exhausters is provided.
Original languageEnglish
Pages (from-to)41-56
JournalOptimization
Volume57
Issue number1
DOIs
Publication statusPublished - Jan 2008

Research Keywords

  • Clarke
  • Fréchet
  • Gâteaux and Michel-Penot subdifferentials
  • Positively homogeneous function
  • Upper and lower exhausters

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