Volume 17, 2007CSVAA 2004 - Control Set-Valued Analysis and Applications
|Page(s)||80 - 95|
|Published online||26 April 2007|
Exact calculus for proximal subgradients with applications to optimization
Department of Mathematics, Wayne State University, Detroit, MI 48202, U.S.A.
The paper contains new exact calculus rules for proximal subgradients of extended-real-valued functions defined on arbitrary real Banach spaces. We also develop efficient formulas for evaluating proximal subgradients of marginal/value functions in various problems of parametric optimization. The results obtained are employed to derive new necessary optimality conditions in unconstrained nondifferentiable programming.
Mathematics Subject Classification: 49J52 / 49J53
Key words: Proximal normals / subgradients and coderivatives; Subdifferential calculus; Marginal and value functions; Weak sharp minima; Necessary optimality conditions; Banach spaces.
© EDP Sciences, ESAIM, 2007
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