Abstract
Generalized directional derivatives on one hand and subdifferentials on the other hand are used to characterize various convexity properties such as quasiconvexity. Our results apply to a wide spectrum of concepts from nonsmooth analysis as they are not bound up with a specific notion.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
J.-P. Aubin and H. Frankowska, Set-valued Analysis( Birkhauser, Basel, 1990 ).
D. Aussel, “Théorème de la valeur moyenne et convexité généralisée en analyse non régulière”, Thesis, Univ. B. Pascal, Clermont, Nov. 1994.
D. Aussel, J.N. Corvellec and M. Lassonde, “Mean value property,and subdifferential criteria for lower semicontinuous functions”, to appear in Trans. Amer. Math. Soc.
D. Aussel, J.N. Corvellec and M. Lassonde, “Subdifferental characterization quasiconvexity and convexity”, to appear in J. Convex Anal.
M. Avriel, W.E. Diewert, S. Schaible and I. Zang, Generalized Concavity (Plenum Press, New York and London 1988 ).
A. Ben-Israel and B. Mond, “What is invexity?”, J. Austral. Math. Soc. Ser. B28 (1986) 1–9.
J. Bordes and J.-P. Crouzeix, “Continuity properties of the normal cone to the level sets of a quasiconvex function”, J. Opt. Theory Appl.66 (1990) 415–429.
J.M. Borwein, S.P. Fitzpatrick and J.R. Giles, “The differentiability of real functions on normed linear spaces using generalized subgradients”, J. Math. Anal. Appl.128 (1987) 512–534.
A. Cambini, E. Castagnoli, L. Martein, P. Mazzoleni, S. Schaible, eds, Generalized Convexity and fractional programming with economic applications, Proc. Pisa, 1988, Lecture Notes in Economics and Math. Systems 345, (Springer-Verlag, Berlin, 1990 ).
F.H. Clarke, Optimization and Nonsmooth Analysis( Wiley-Interscience, New York, 1983 ).
F.H. Clarke and Yu S. Ledyaev, “New finite increment formulas”, Russian Acad. Dokl. Math.48 (1) (1994) 75–79.
F.H. Clarke, Yu S. Ledyaev, R.J. Stern and P.R. Wolenski, Introduction to Nonsmooth Analysis, book in preparation.
F.H. Clarke, R.J. Stern and P.R. Wolenski, “Subgradient criteria for monotonicity, the Lipschitz condition and monotonicity”, Canad. J. Math.45 (1993) 1167–1183.
R. Correa, A. Jofre and L. Thibault, “Characterization of lower semicontinuous convex functions”, Proc. Am. Math. Soc.116 (1992) 67–72.
R. Correa, A. Jofre and L. Thibault, “Subdifferential monotonicity as a characterization of convex functions”, Numer. Funct. Anal. Opt.15 (1984) 531–535.
B.D. Craven, “Invex functions and constrained local minima”, Bull. Austral. Math. Soc.24 (1981) 357–366.
B.D. Craven and B. Glover, “Invex functions and duality”, J. Austral. Math. Soc., Ser. A41 (1986) 64–78.
B.D. Craven, P.H. Sach, N.D. Yen and T.D. Phuong, “A new class of invex multifunction”, in: F. Giannessi (ed.) “Nonsmooth Optimization: Methods and Applications”( Gordon and Breach, London, 1992 ).
J.-P. Crouzeix, “Contribution à l’étude des fonctions quasi-convexes”, Thèse d’Etat, Univ. de Clermont II, 1977.
J.-P. Crouzeix, “Duality between direct and indirect utility functions”, J. Math. Econom.12 (1983) 149–165.
J.-P. Crouzeix and J.A. Ferland, “Criteria for quasiconvexity and pseudo-convexity: relationships and comparisons”, Math. Programming23 (1982) 193–205.
J.-P. Crouzeix, J.A. Ferland and S. Schaible, “Generalized convexity on affine subspaces with an application to potential functions”, Math. Programming56 (1992) 223–232.
R.A. Danao, “Some properties of explicitely quasiconcave functions”, J. Optim. Theory Appl.74 (3) (1992) 457–468.
R. Deville, G. Godefroy and V. Zizler, “A smooth variational principle with applications to Hamilton-Jacobi equations in infinite dimensions”, J. Funct. Anal.111 (1993) 197–212.
R. Deville, G. Godefroy and V. Zizler, Smoothness and renormings in Banach spaces, Pitman Monographs in Math. 64 (Longman, 1993 ).
W.E. Diewert, “Alternative characterizations of six kinds of quasiconcavity in the nondifferentiable case with applications to nonsmooth programming”, in: S. Schaible and W.T. Ziemba, eds., Generalized Concavity in Optimization and Economics( Academic Press, New-York, 1981 ).
W.E. Diewert, “Duality approaches to microeconomics theory”, in: Handbook of Mathematical Economics, Vol. 2, K.J. Arrow and M.D. Intriligator, eds., ( North Holland, Amsterdam, 1982 ) 535–599.
R. Ellaia and H. Hassouni, “Characterization of nonsmooth functions through their generalized gradients”, Optimization22 (1991) 401–416.
M. Fabian, “Subdifferentials, local e-supports and Asplund spaces”, J. London Math. Soc. (2) 34 (1986) 568–576.
M. Fabian, “On classes of subdifferentiability spaces of Ioffe”, Nonlinear Anal. 12 (1) (1988) 63–74.
M. Fabian, “Subdifferentiability and trustworthiness in the light of a new variational principle of Borwein and Preiss”, Acta Univ. Carolinae30 (1989) 51–56.
M. Fabian and N. V. Zivkov, “A characterization of Asplund spaces with help of local e-support of Ekeland-Lebourg”, C.R. Acad. Bulgare Sci.38 (1985) 671–674.
G. Giorgi and S. Komlosi, “Dini derivatives in optimization”, Istituto di Matematica Finanziaria dell’Universita di Torino, preprint 60, 1991.
G. Giorgi and S. Mitutelu, “Convexités généralisées et propriétés”, Rev. Roumaine Math. Pures Appl.38 (1993) 125–142.
B.M. Glover, “Generalized convexity in nondifferentiable programming”, Bull. Austral. Math. Soc.30 (1984) 193–218.
M.A. Hanson, “On sufficiency of the Kuhn-Tucker conditions”, J. Math. Anal. Appl.80 (1981) 545–550.
M.A. Hanson and B. Mond, “Necessary and sufficient conditions in constrained optimization”, Math. Programming37 (1987) 51–58.
M.A. Hanson and B. Mond, “Further generalizations of convexity in mathematical programming”, J. Inform. Optim. Sci.3 (1982) 25–32.
A. Hassouni, “Sous-différentiel des fonctions quasi-convexes”, Thèse de Troisième Cycle, Univ. P. Sabatier, Toulouse, 1983.
A.D. Ioffe, “On subdifferentiability spaces”, Ann. New York Acad. Sci.410 (1983) 107–119.
A.D. Ioffe, “Subdifferentiability spaces and nonsmooth analysis”, Bull. Amer. Math. Soc.10 (1984) 87–90.
A.D. Ioffe, “Approximate subdifferentials and applications I. The finite dimensional theory”, Trans. Amer. Math. Soc.281 (1984) 289–316.
A.D. Ioffe, “Approximate subdifferentials and applications II. The metric theory”, Mathematika36 (1989) 1–38.
A.D. Ioffe, “Proximal analysis and approximate subdifferentials”, J. London Math. Soc.41 (1990) 261–268
A.D. Ioffe, “Non-smooth subdifferentials: Their calculus and applications”, in V. Lakhmikantham, ed., Proc. Symposium Nonlinear Analysis( Tampa, August 1992 ).
V. Jeyakumar, “Nondifferentiable programming and duality with modified convexity”, Bull. Austral. Math. Soc.35 (1987) 309–313.
V. Jeyakumar, W. Oettli and M. Natividad, “A solvability theorem for a class of quasiconvex mappings with applications to optimization”, J. Math. Anal. Appl.179 (1993) 537–546.
C. Jouron, “On some structural design problems”, in: Analyse non convexe, Pau, 1979, Bull. Soc. Math. France, Mümoire 60, 1979, 87–93.
M.V. Jovanovic, “On strong quasiconvex functions and boundedness of level sets”, Optimization20 (1989) 163–165.
M.V. Jovanovic, “Some inequalities for strong quasiconvex functions”, Glasnik Matematicki24 (1989) 25–29.
S. Karamardian, “Complementarity over cones with monotone and pseudomonotone maps”, J. Optim. Theory Appl.18 (1976) 445–454.
S. Karamardian and S. Schaible, “Seven kinds of monotone maps”, J. Optim. Theory Appl.66 (1990) 37–46.
S. Karamardian, S. Schaible and J.-P. Crouzeix, “Characterizations of Generalized Monotone Maps”, J. Optim. Theory Appl.76 (3) (1993) 399–413.
S. Komlosi, “Some properties of nondifferentiable pseudoconvex functions”, Math. Programming26 (1983) 232–237.
S. Komlosi, “On generalized upper quasidifferentiability”, in: F. Gian-nessi, ed., Nonsmooth Optimization: Methods and Applications( Gordon and Breach, London, 1992 ).
S. Komlosi, “Generalized monotonicity and generalized convexity”, Computer and Automation Institute, Hungarian Academy of Sciences MTA, CZTAKI, Working Paper 92–16, to appear in J. Optim. Theory Appl.
G. Lebourg, “Valeur moyenne pour un gradient généralisé”, C.R. Acad. Sci. Paris, 281 (1975) 795–797.
G. Lebourg, “Generic differentiability of Lipschitzian functions”, Trans. Amer. Math. Soc.256 (1979) 125–144.
Ph. Loewen, “A Mean Value Theorem for Fréchet subgradients”, preprint, Univ. British Columbia, Vancouver, August 1992.
D.T. Luc, “Characterizations of quasiconvex functions”, Bull. Austral. Math. Soc.48 (1993) 393–405.
D.T. Luc and C. Malivert, “Invex optimization problems”, Bull. Austral. Math. Soc.
D.T. Luc and S. Swaminathan, “A characterization of convex functions”, Nonlinear Anal. 30 (1993) 697–701.
O.L. Mangasarian, “Pseudoconvex functions”, SIAM J. Control3 (1965) 281–290.
O.L. Mangasarian, Nonlinear Programming( Mc Graw-Hill, New-York, 1969 ).
D.H. Martin, “The essence of invexity”, J. Optim. Theory Appl.47 (1985) 278–300.
J.-E. Martinez-Legaz, “Quasiconvex duality theory by generalized conjugation methods”, Optimization, 19 (1988) 603–652.
J.-E. Martinez-Legaz, “Duality between direct and indirect utility functions under minimal hypothesis”, J. Math. Econom.20 (1991) 199–209.
J. Martinez-Legaz, “Alower subdifferentiable functions”, Siam J. Optim.3 (1993) 800–825.
J. Martinez-Legaz and M.S. Santos, “Duality between direct and indirect preferences”, Econom. Theory3 (1993) 335–351.
B. Martos, Nonlinear programming, theory and methods( North Holland, Amsterdam, 1975 ).
P. Mazzoleni, Generalized concavity for economic applications, Proc. Workshop Pisa 1992, Univ. Verona.
J.-J. Moreau, “Inf-convolution, sous-additivité, convexité des fonctions numériques”, J. Math. Pures Appl.49 (1970) 109–154.
Ph. Michel and J.-P. Penot, “A generalized derivative for calm and stable functions”, Differential Integral Equations, 5 (1992) 433–454.
J.-P. Penot, “A characterization of tangential regularity”, Nonlinear Anal. 5 (1981) 625–643.
J.-P. Penot, “Variations on the theme of nonsmooth analysis: another subdifferential”, in V.F. Demyanov and D. Pallaschke, eds., Nondifferentiable optimization: Motivations and Applications, Proc. Sopron, 1984, Lect. Notes in Econom. and Math. Systems 255 (Springer-Verlag, Berlin, 1985 ) 41–54.
J.-P. Penot, “A mean value theorem with small subdifferentials”, (submitted).
J.-P. Penot, “Miscellaneous incidences of convergence theories in optimization, Part II: applications to nonsmooth analysis”, to appear in: D. Du, L. Qi and R. Womersley, eds, Recent Advances in Nonsmooth Optimization (World Scientific).
J.-P. Penot, “Favorable classes of mappings and multimappings in nonlinear analysis and optimization”, (to appear in J. Convex Anal.).
J.-P. Penot and P.H. Quang, “On generalized convex functions and generalized monotonicity of set-valued maps”, preprint Univ. Pau, Nov. 1992.
J.-P. Penot and P.H. Sach, “Generalized monotonicity of subdifferentials and generalized convexity”, (submitted).
J.-P. Penot and P. Terpolilli, “Cônes tangents et singularités”, C.R. Acad. Sc. Paris296 (1983) 721–724.
J.-P. Penot and M. Volle, “On quasi-convex duality”, Math. Oper. Res15 (1990) 597–625.
R. Pini, “Invexity and generalized convexity”, Optimization22 (1991) 513–525.
R.A. Poliquin, “Subgradient monotonicity and convex functions”, Nonlinear Anal. 14 (1990) 305–317.
J. Ponstein, “Seven kinds of convexity”, SIAM Review9 (1967) 115–119.
B.N. Pchenitchny and Y. Daniline, Méthodes numériques dans les problèmes d’extrémum, (Mir, French transi., Moscow, 1975 ).
B.N. Pshenichnyi, Necessary conditions for an extremum( Dekker, New York, 1971 ).
T.W. Reiland, “Nonsmooth invexity”, Bull. Austral. Math. Soc.42 (1990) 437–446.
R.T. Rockafellar, The theory of subgradients and its applications to problems of optimization of convex and nonconvex functions( Presses de l’Université de Montréal and Helderman Verlag, Berlin 1981 ).
R.T. Rockafellar, “Favorable classes of Lipschitz continuous functions in subgradient optimization”, in: E. Nurminski, ed., Progress in nondifferentiable optimization( IIASA, Laxenburg, 1982 ) 125–144.
R.T. Rockafellar, “Generalized subgradients in mathematical programming”, in: A. Bachel, M. Groetschel and B. Korte, eds., Mathematical Programming Bonn, 1982, The State of theArt (Springer Verlag, 1983 ) 368–380.
P.H. Sach and B.D. Craven, “Invexity in multifunction optimization”, preprint, 1991.
P.H. Sach and J.-P. Penot, “Characterizations of generalized convexities via generalized directional derivatives”, preprint, Univ. of Pau, January 1994.
S. Schaible, “Generalized monotone maps”, in: F. Giannessi, ed., Nonsmooth Optimization: Methods and Applications, Proc. Symp. Erice, June 1991 ( Gordon and Breach, Amsterdam, 1992 ) 392–408.
S. Schaible and W.T. Ziemba, eds., Generalized Concavity in Optimization and Economics ( Academic Press, New York, 1981 ).
C. Sutti, “Quasidifferentiability of nonsmooth quasiconvex functions”, Optimization27 (1993) 313–320.
C. Sutti, “Quasidifferential analysis of positively homogeneous functions”, Optimization27 (1993) 43–50.
Y. Tanaka, “Note on generalized convex function”, J. Opt. Theory Appl.66 (1990) 345–349.
P.T. Thach, “Quasiconjugate of functions, duality relationships between quasiconvex minimization under a reverse convex convex constraint and quasiconvex maximization under a convex constraint and application”, J. Math. Anal. Appl.159 (1991) 299–322.
L. Thibault and D. Zagrodny, “Integration of subdifferential of lower semi-continuous functions on Banach spaces”, preprint, 1993.
J.-P. Vial, “Strong and weak convexity of sets and functions”, Math. Oper. Res.8 (1983) 231–259.
A.A. Vladimirov, Yu. Nesterov and Yu. N. Chekanov, “On uniformly quasi-convex functionals”, Vestnik. Moskov. Univ. Ser. 15, (4) (1978) 1827.
M. Volle, “Conjugaison par tranches”, Annali Mat. Pura Appl.139 (1985) 279–312.
D. Ward, “The quantificational tangent cones”, Canad. J. Math.40 (1988) 666–694.
Z.K. Xu, “On invexity-type nonlinear programming problems”, J. Opt. Theory Appl.80 (1994) 135–148.
D. Zagrodny, “Approximate mean value theorem for upper subderivatives”, Nonlinear Anal. 12 (1988) 1413–1428.
D. Zagrodny, “A note on the equivalence between the Mean Value Theorem for the Dini derivative and the Clarke-Rockafellar derivative”, Optimization21 (1990) 179–183.
D. Zagrodny, “Some recent mean value theorems in nonsmooth analysis”, in: F. Giannessi, ed., Nonsmooth Optimization. Methods and Applications, Proc. Symp. Erice 1991 ( Gordon and Breach, London, 1992 ) 421–428.
D. Zagrodny, “General sufficient conditions for the convexity of a function”, Z. Anal. Anwendungen11 (1992) 277–283.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1995 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Penot, JP. (1995). Generalized Convexity in the Light of Nonsmooth Analysis. In: Durier, R., Michelot, C. (eds) Recent Developments in Optimization. Lecture Notes in Economics and Mathematical Systems, vol 429. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46823-0_21
Download citation
DOI: https://doi.org/10.1007/978-3-642-46823-0_21
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-60041-1
Online ISBN: 978-3-642-46823-0
eBook Packages: Springer Book Archive