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Rockafellar, R.T. (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: | 27 Aug 2021 17:10 |
| URI: | https://pure.iiasa.ac.at/1760 |
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