Subdifferential Test for Optimality
Optimization and Control
2014-01-23 v2 Functional Analysis
Abstract
We provide a first-order necessary and sufficient condition for optimality of lower semicontinuous functions on Banach spaces using the concept of subdifferential. From the sufficient condition we derive that any subdifferential operator is monotone absorbing, hence maximal monotone when the function is convex.
Cite
@article{arxiv.1212.0532,
title = {Subdifferential Test for Optimality},
author = {Florence Jules and Marc Lassonde},
journal= {arXiv preprint arXiv:1212.0532},
year = {2014}
}
Comments
6 pages