SEMIREGULARITY AND GENERALIZED SUBDIFFERENTIALS WITH APPLICATIONS TO OPTIMIZATION

被引:12
作者
BIRGE, JR [1 ]
QI, LQ [1 ]
机构
[1] UNIV NEW S WALES,SCH MATH,KENSINGTON,NSW 2033,AUSTRALIA
关键词
SUBDIFFERENTIALS; SEMIREGULARITY; STOCHASTIC PROGRAMMING;
D O I
10.1287/moor.18.4.982
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
The Michel-Penot subdifferential of a locally Lipschitzian function is the principal part of the Clarke subdifferential. It coincides with the G-derivative at differentiable points. A locally Lipschitzian function can be determined by its Michel-Penot subdifferential uniquely up to an additive constant, though this cannot be done by its Clarke subdifferential if the set of abnormal points is not negligible. A set-valued operator is the Michel-Penot subdifferential of a locally Lipschitzian function if and only if it is a seminormal operator satisfying a cyclical condition. Various calculus rules hold for the Michel-Penot subdifferential. Equalities hold for these rules at a point under semiregularity, which is weaker than regularity. For a locally Lipschitzian function in a separable Banach space, semiregularity holds everywhere except for a Haar zero set. Applications in optimization are discussed.
引用
收藏
页码:982 / 1005
页数:24
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