Clarke’s Tangent Cones, Subgradients, Optimality Conditions, and the Lipschitzness at Infinity

IF 2.6 1区 数学 Q1 MATHEMATICS, APPLIED
Minh Tùng Nguyễn, Tiến-Sơn Phạm
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引用次数: 0

Abstract

SIAM Journal on Optimization, Volume 34, Issue 2, Page 1732-1754, June 2024.
Abstract. We first study Clarke’s tangent cones at infinity to unbounded subsets of [math]. We prove that these cones are closed convex and show a characterization of their interiors. We then study subgradients at infinity for extended real value functions on [math] and derive necessary optimality conditions at infinity for optimization problems. We also give a number of rules for the computing of subgradients at infinity and provide some characterizations of the Lipschitz continuity at infinity for lower semicontinuous functions.
克拉克切锥、子梯度、最优条件和无穷远处的唇边性
SIAM 优化期刊》,第 34 卷第 2 期,第 1732-1754 页,2024 年 6 月。 摘要。我们首先研究 Clarke 在无穷远处对 [math] 的无界子集的切圆锥。我们证明这些圆锥是闭凸的,并展示了它们内部的特征。然后,我们研究了[math]上扩展实值函数在无穷远处的子梯度,并推导出优化问题在无穷远处的必要最优条件。我们还给出了一些计算无穷大处子梯度的规则,并给出了低半连续函数无穷大处的 Lipschitz 连续性的一些特征。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
SIAM Journal on Optimization
SIAM Journal on Optimization 数学-应用数学
CiteScore
5.30
自引率
9.70%
发文量
101
审稿时长
6-12 weeks
期刊介绍: The SIAM Journal on Optimization contains research articles on the theory and practice of optimization. The areas addressed include linear and quadratic programming, convex programming, nonlinear programming, complementarity problems, stochastic optimization, combinatorial optimization, integer programming, and convex, nonsmooth and variational analysis. Contributions may emphasize optimization theory, algorithms, software, computational practice, applications, or the links between these subjects.
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