Vector subdifferentials and tangent cones

Authors

  • Cristina Stamate Institute of Mathematics, Iasi, Romania

DOI:

https://doi.org/10.33993/jnaat342-807

Keywords:

vector order spaces, convex pointed normal cones, tangent cones, dual spaces, Pareto optimization, vector subdifferentials
Abstract views: 227

Abstract

Following the Rockafellar's definition for the subdifferential of a real map we define a vector subdifferential using the normal cone to the epigraph of the function. For several kinds of normal cones we have different subdifferentials; we give properties, links between them, links with addapted directional derivatives and a genaralization for the Correa Joffré Thibault and for Zagrodny theorem from the real case.

Downloads

Download data is not yet available.

References

J.P. Aubin & H. Frankowska, Set Valued Analysis, Systems Control: Foundations Applications, Birkhauser Boston-Basel-Berlin, 1990.

J.M. Borwein, Multivalued convexity: a unified approach to equality and inequality constraints, Math. Programming, 13, pp. 163-180, 1977. DOI: https://doi.org/10.1007/BF01584336

J.M. Borwein, Proper efficient points for maximization with respect to cones, SIAM J. Control and Opt., 15, pp. 57-63, 1977,https://doi.org/10.1137/0315004 DOI: https://doi.org/10.1137/0315004

J.M. Borwein, Continuity and differentiability properties of convex operators, Proc. London Math. Soc., 44, no. 3, pp. 420-444, 1982, https://doi.org/10.1112/plms/s3-44.3.420 DOI: https://doi.org/10.1112/plms/s3-44.3.420

A. Bronstead & R.T. Rockafellar, On the subdifferentiability of convex functions, Proc. A.M.S., 16, pp. 605-612, 1965, https://doi.org/10.1090/s0002-9939-1965-0178103-8 DOI: https://doi.org/10.2307/2033889

F.H. Clarke, Optimization and nonsmooth analysis, Wiley-Interscience Publication, New-York, 1983.

R. Correa, A. Jofré & L. Thibault, Characterization of lower semicontinuous convex functions, Proc. Amer. Math. Soc., 116, no. 1, pp. 67-72, 1992, https://doi.org/10.1090/s0002-9939-1992-1126193-4 DOI: https://doi.org/10.1090/S0002-9939-1992-1126193-4

R. Correa, A. Jofré & L. Thibault, Subdifferential Monotonicity as Characterization of Convex Functions, Numerical Funct. Anal. and Optimization, 15, nos. 5-6, pp. 531-535, 1994, https://doi.org/10.1080/01630569408816579 DOI: https://doi.org/10.1080/01630569408816579

R. Correa, A. Jofré & L. Thibault, Subdifferential Characterization of convexity, Recent advances in nonsmooth optimization, D.-Z. Du, L. Qi R.S. Wormersley Eds., World Scientific Publ., pp. 18-23, 1995, https://doi.org/10.1142/9789812812827_0002 DOI: https://doi.org/10.1142/9789812812827_0002

I. Ekeland & R. Temam, Analyse convexe et problemes variationelles, Dunod, 1973.

C. Gherman-Stamate, Some kinds of approximate efficient points and its aplications to the vectorial optimisation, An. Ştiinţ. Univ. "Al. I. Cuza" Iaşi Secţ. I a Mat., 50, pp. 450-470, 1994.

A. Göpfert, C. Tammer & C. Zălinescu, On the vectorial Ekeland's variational principle and minimal points in product spaces, 1998.

J.B. Hiriart-Urruty & L. Thibault, Existence et caractérisation de différentielles généraliséees d'application localment lipschitziennes d'un espace de Banach séparable dans un espace Banach réflexif séparable, C.R. Acad. Sci. Paris, t. 290, Série A, pp. 1091-1094, 1980.

G. Isac & V. Postolică, The best approximation and optimization in locally convex spaces, Verlag Peter Lang, Frankfurt am Main, Germany, 1993.

A. Ioffe, Différentielles généralisées d'application localment lipschitziennes d'un espace Banach dans un autre, C.R. Acad. Sci. Paris, t. 289, série A, pp. 637-641, 1979.

A. Ioffe & M. Levin, Subdifferentials of convex functions, Trans. Moscow Math. Soc., 26, pp. 1-72, 1972.

J. Jahn, Scalarisation in vector optimisation, Math. Progr., 29, pp. 203-218, 1984, https://doi.org/10.1007/bf02592221 DOI: https://doi.org/10.1007/BF02592221

J. Jahn, Mathematical Vector Optimization in Partially Ordered Linear Spaces, Verlag Peter Lang, Frankfurt am Main, Germany, 1986.

S.S. Kutateladze & A.G. Kusraev, Subdifferentials: Theory and Applications, Kluwer Academic Publishers, 1995, https://doi.org/10.1007/978-94-011-0265-0 DOI: https://doi.org/10.1007/978-94-011-0265-0

B. Mordukhowich & Y. Shao, Nonconvex differential calculus for infinite dimensional multifunctions, 1995, https://doi.org/10.1007/bf00419366 DOI: https://doi.org/10.1007/BF00419366

J.J. Moreau, Fonctionelles convexes, mimeographed Lecture Notes, Seminaire "Equations aux dérivées partielles" Collége de France, 1966.

N. Papageorgiou, Nonsmooth analysis on partially ordered vector spaces: Part 1-Convex case, Pacific Journ. of Math., 107, no. 2, pp. 403-458, 1983, https://doi.org/10.2140/pjm.1983.107.403 DOI: https://doi.org/10.2140/pjm.1983.107.403

N. Papageorgiou, Nonsmooth analysis on partially ordered vector spaces: Part 2-Nonconvex case, Clarke's theory, Pacific Journ. of Math., 109, no. 2, pp. 462-495, 1983, https://doi.org/10.2140/pjm.1983.109.463 DOI: https://doi.org/10.2140/pjm.1983.109.463

T. Pennanen & J. Eckstein, Generalized jacobians of vector valued convex functions, Rutcor Research Report, 6-97, 1997.

C. Raffin, Sur les programmes convexes définis dans des espaces vectoriels topologiques, Ann. Inst. Fourier (Grenoble), 20, pp. 457-491, 1969, https://doi.org/10.5802/aif.347 DOI: https://doi.org/10.5802/aif.347

A.M. Rubinov, Sublinear operators and their applications, Russian Math. Surveys, 32, no. 4, pp. 115-175, 1977, https://doi.org/10.1070/rm1977v032n04abeh001640 DOI: https://doi.org/10.1070/RM1977v032n04ABEH001640

R.T. Rockafellar, La théorie des sous-gradients et des application à l'optimisation, La presse de l'Université de Montréal, 1979.

Y. Sawaragi & T. Tanino, Duality theory in multiobjective programming, J. Optimization Theory Appl., 27, no. 4, pp. 509-529, 1979, https://doi.org/10.1007/bf00933437 DOI: https://doi.org/10.1007/BF00933437

Y. Sawaragi, H. Nakayama & T. Tanino, Theory of multiobjective optimization, Academic Press Inc., Orlando, 1985.

Cristina Stamate, Efficient points and vector optimization, to appear in Analele Stiinţifice ale Univ. "Al.I. Cuza", Iaşi.

Cristina Stamate, Sous-différentiabilité vectorielle, Thése, Université de Limoges, 1999.

Chr. Tammer, A generalization of Ekeland's variational principle, Optimization, 1, 1992.

M. Théra, Contribution à l'analyse non-linéaire, Thèse de Doctorat d'Etat, Université Paris I, Panthéon Sorbonne, 1988.

L. Thibault, Sur les fonctions compactement lipschitziennes et leurs applications : programmation mathématique, contrôle optimal, espérance conditionnelle, Thèse de Doctorat d'Etat, Université Montpellier II, 1980.

L. Thibault, The Zagrodny mean value theoreme, Optimization, 35, pp. 131-144, 1995. DOI: https://doi.org/10.1080/02331939508844134

L. Thibault & D. Zagrodny, Integration of subdifferentials of lower semicontinuous functions on Banach spaces, J. Math. Anal. Appl., 189, pp. 33-58, 1995, https://doi.org/10.1006/jmaa.1995.1003 DOI: https://doi.org/10.1006/jmaa.1995.1003

M. Valadier, Sous-différentiabilité de fonctions convexes á valeurs dans un espace vectoriel ordonné, Math. Scandinavica, 30, pp. 65-74, 1972, https://doi.org/10.7146/math.scand.a-11064 DOI: https://doi.org/10.7146/math.scand.a-11064

D. Zagrodny, Approximate mean value theorem for upper subderivative, Nonlinear Anal. Th. Meth. Appl., 12, pp. 1413-1428, 1988, https://doi.org/10.1016/0362-546x(88)90088-0 DOI: https://doi.org/10.1016/0362-546X(88)90088-0

J. Zowe, Subdifferentiability of convex functions with values in an ordered vector space, Math. Scand., 34, pp. 68-83, 1974. DOI: https://doi.org/10.7146/math.scand.a-11507

Downloads

Published

2005-08-01

How to Cite

Stamate, C. (2005). Vector subdifferentials and tangent cones. Rev. Anal. Numér. Théor. Approx., 34(2), 207–226. https://doi.org/10.33993/jnaat342-807

Issue

Section

Articles