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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2009, Volume 15, Number 4, Pages 10–19 (Mi timm422)  

This article is cited in 17 scientific papers (total in 17 papers)

Extremum conditions for a nonsmooth function in terms of exhausters and coexhausters

M. E. Abbasov, V. F. Demyanov

Saint-Petersburg State University
References:
Abstract: The notions of upper and lower exhausters and coexhausters are discussed and necessary conditions for an unconstrained extremum of a nonsmooth function are derived. The necessary minimum conditions are formulated in terms of an upper exhauster (coexhauster) and the necessary maximum conditions are formulated in terms of a lower exhauster (coexhauster). This involves the problem of transforming an upper exhauster (coexhauster) into a lower exhauster (coexhauster) and vice versa. The transformation is carried out by means of a conversion operation (converter). Second-order approximations obtained with the help of second-order (upper and lower) coexhausters are considered. It is shown how a second-order upper coexhauster can be converted to a lower coexhauster and vice versa. This problem is reduced to using a first-order conversion operator but in a space of a higher dimension. The obtained result allows one to construct second-order methods for the optimization of nonsmooth functions (Newton-type methods).
Keywords: nonsmooth analysis, nondifferentiable optimization, exhauster, coexhauster, converter.
Received: 18.04.2009
English version:
Proceedings of the Steklov Institute of Mathematics (Supplementary issues), 2010, Volume 269, Issue 1, Pages S6–S15
DOI: https://doi.org/10.1134/S0081543810060027
Bibliographic databases:
Document Type: Article
UDC: 519.3+519.7
Language: Russian
Citation: M. E. Abbasov, V. F. Demyanov, “Extremum conditions for a nonsmooth function in terms of exhausters and coexhausters”, Trudy Inst. Mat. i Mekh. UrO RAN, 15, no. 4, 2009, 10–19; Proc. Steklov Inst. Math. (Suppl.), 269, suppl. 1 (2010), S6–S15
Citation in format AMSBIB
\Bibitem{AbbDem09}
\by M.~E.~Abbasov, V.~F.~Demyanov
\paper Extremum conditions for a~nonsmooth function in terms of exhausters and coexhausters
\serial Trudy Inst. Mat. i Mekh. UrO RAN
\yr 2009
\vol 15
\issue 4
\pages 10--19
\mathnet{http://mi.mathnet.ru/timm422}
\elib{https://elibrary.ru/item.asp?id=12952751}
\transl
\jour Proc. Steklov Inst. Math. (Suppl.)
\yr 2010
\vol 269
\issue , suppl. 1
\pages S6--S15
\crossref{https://doi.org/10.1134/S0081543810060027}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84962476257}
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  • This publication is cited in the following 17 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Trudy Instituta Matematiki i Mekhaniki UrO RAN
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