Favorable Classes of Lipschitz Continuous Functions in Subgradient Optimization

Rockafellar RT (1981). Favorable Classes of Lipschitz Continuous Functions in Subgradient Optimization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-81-001

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Abstract

Clarke has given a robust definition of subgradients of arbitrary Lipschitz continuous functions f on R^n, but for purposes of minimization algorithms it seems essential that the subgradient multifunction partial f have additional properties, such as certain special kinds of semicontinuity, which are not automatic consequences of f being Lipschitz continuous. This paper explores properties of partial f that correspond to f being subdifferentially regular, another concept of Clarke's, and to f being a pointwise supremum of functions that are k times continuously differentiable.

Item Type: Monograph (IIASA Working Paper)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:50
Last Modified: 21 Jul 2016 06:46
URI: http://pure.iiasa.ac.at/1760

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