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JOURNALS // Trudy Instituta Matematiki i Mekhaniki UrO RAN // Archive

Trudy Inst. Mat. i Mekh. UrO RAN, 2009 Volume 15, Number 4, Pages 10–19 (Mi timm422)

This article is cited 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.

UDC: 519.3+519.7

Received: 18.04.2009


 English version:
Proceedings of the Steklov Institute of Mathematics (Supplement Issues), 2010, 269, suppl. 1, S6–S15

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