Some relations between ε-directional derivative and ε-generalized weak subdifferential

Document Type : Research Paper

Authors

Shahid Bahonar university of Kerman

Abstract

In this paper, we study ε-generalized weak subdifferential for vector valued functions defined on a real ordered topological vector space X. We give various characterizations of ε-generalized weak subdifferential for this class of functions. It is well known that if the function f : X R is subdifferentiable at x0 X, then f has a global minimizer at x0 if and only if 0 f(x0). We show that a similar result can be obtained for ε-generalized weak subdifferential. Finally, we investigate some relations between ε-directional derivative and ε-generalized weak subdifferential. In fact, in the classical subdifferential theory, it is well known that if the function f : X R is subdifferentiable at x0 X and it has directional derivative at x0 in the direction u X, then the relation f (x0, u) ≥ ⟨u, x, xf(x0) is satisfied. We prove that a similar result can be obtained for ε- generalized weak subdifferential.

Keywords


[1] A.Y. Azimov and R.N. Gasmiov, On weak conjugacy, weak subdifferentials and duality with zero gap in nonconvex optimization, Int. J. Appl. Math., 1(1999), 171-192.
[2] A.Y. Azimov and R.N. Gasmiov, Stability and duality of nonconvex problems via augmented Lagrangian, Cybernet. Syst. Anal., 38(2002), 412-421.
[3] J.M. Borwein, Continuity and differentiability properties of convex operators, Proc. London Math. Soc.,
44(1982), 420-444.
[4] R.N. Gasimov, Augmented Lagrangian duality and nondifferentiable optimization methods in nonconvex programing, J. Global Optim., 24(2002), 187-203.
[5] Guang-ya Chen, Xuexiang Huang and Xiaogi Yang, Vector optimization: Set-Valued and Variational Analysis,
Springer, Berlin, 2005.
[6] J. Jahn, Vector optimization, Springer, Berlin, 2004.
[7] Y. Kuc ¨ uk, L. Ataserer and M. K ¨ uc ¨ uk, ¨ Generalized weak subdifferentials, Optimization, 60(5)(2011), 537-552.
[8] R.T. Rockafellar, The theory of subgradients and its application to problems of optimization-convex and nonconvex functions, Heldermann, Berlin, 1981.
[9] C. Zalinescu, Convex analysis in general vector spaces, World Scientific Publishing, Singapore, 2002.
[10] J. Zowe, Subdifferentiability of convex functions with values in an ordered vector space, Math. Scand., 34(1974),
69-83.