On the subdifferentiability of the difference of two functions and local minimization
Résumé
We set up a formula for the Fréchet and $\varespilon$-Fréchet subdifferentials of the difference of two convex functions. We even extend it to the difference of two approximately starshaped functions. As a consequence of this formula, we give necessary and sufficient conditions for local optimality in nonconvex optimization. Our analysis relies on the notion of gap continuity of multivalued maps and involves concepts of independent interest such as the notions of blunt and sharp minimizers.
Domaines
Optimisation et contrôle [math.OC]
Origine : Fichiers produits par l'(les) auteur(s)
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