The Mordukhovich Subdifferentials and Directions of Descent

Authors: Phạm Duy Khánh, Jen-Chih Yao, Nguyễn Đông Yên,

https://doi.org/10.1007/s10957-015-0774-0

Publisher, magazine: ,

Publication year: 2017

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Abstract

The problem of finding minima of weakly sequentially lower semicontinuous functions on reflexive Banach spaces is studied by means of convex and nonconvex subdifferentials. Finding a descent direction for a non-stationary point is a question of importance for many optimization algorithms. The existence or non-existence of such a direction is clarified through several theorems and a series of selective examples. For the general problem, a notion called radius of descent is proposed and shown to be useful for the analysis related to descent directions.

Tags: Weakly sequentially lower semicontinuous function ,Minimization Subdifferential, Descent direction, Radius of descent