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Subdifferential test for optimality

Florence Jules () and Marc Lassonde ()

Journal of Global Optimization, 2014, vol. 59, issue 1, 106 pages

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. Copyright Springer Science+Business Media New York 2014

Keywords: Lower semicontinuity; Subdifferential; Directional derivative; First-order condition; Optimality criterion; Maximal monotonicity; 49J52; 49K27; 26D10; 26B25 (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s10898-013-0078-6

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