Potentialities of Nonsmooth Optimization
Abstract
In this paper, we show that higher-order optimality conditions can be obtain for arbitrary nonsmooth function. We introduce a new higher-order directional derivative and higher-order subdifferential of Hadamard type of a given proper extended real function. This derivative is consistent with the classical higher-order Fr\'echet directional derivative in the sense that both derivatives of the same order coincide if the last one exists. We obtain necessary and sufficient conditions of order ( is a positive integer) for a local minimum and isolated local minimum of order in terms of these derivatives and subdifferentials. We do not require any restrictions on the function in our results. A special class of functions is defined and optimality conditions for isolated local minimum of order for a function are derived. The derivative of order does not appear in these characterizations. We prove necessary and sufficient criteria such that every stationary point of order is a global minimizer. We compare our results with some previous ones.
Cite
@article{arxiv.1311.2367,
title = {Potentialities of Nonsmooth Optimization},
author = {Vsevolod Ivanov Ivanov},
journal= {arXiv preprint arXiv:1311.2367},
year = {2013}
}
Comments
25 pages