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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2009, Volume 15, Number 4, Pages 10–19
(Mi timm422)
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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
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
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
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https://www.mathnet.ru/eng/timm422 https://www.mathnet.ru/eng/timm/v15/i4/p10
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Abstract page: | 767 | Full-text PDF : | 253 | References: | 84 | First page: | 7 |
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