English

Clarke's tangent cones, subgradients, optimality conditions and the Lipschitzness at infinity

Optimization and Control 2024-05-17 v2 Classical Analysis and ODEs

Abstract

We first study Clarke's tangent cones at infinity to unbounded subsets of Rn.\mathbb{R}^n. 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 Rn\mathbb{R}^n 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 semi-continuous functions.

Keywords

Cite

@article{arxiv.2211.08677,
  title  = {Clarke's tangent cones, subgradients, optimality conditions and the Lipschitzness at infinity},
  author = {Minh Tung Nguyen and Tien-Son Pham},
  journal= {arXiv preprint arXiv:2211.08677},
  year   = {2024}
}