This book treats various concepts of generalized derivatives and subdifferentials in normed spaces, their geometric counterparts a...
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This book treats various concepts of generalized derivatives and subdifferentials in normed spaces, their geometric counterparts and their application to optimization problems. It starts with the subdifferential of convex analysis, passes to corresponding concepts for locally Lipschitz continuous functions and then presents subdifferentials for general lower semicontinuous functions. All basic tools are presented where they are needed: this concerns separation theorems, variational and extremal principles as well as relevant parts of multifunction theory. Each chapter ends with bibliographic notes and exercises.
The reader is required to have a basic knowledge of functional analysis only. All further prerequisites are presented in the book The presentation strictly proceeds from simple to more difficult The presentation is rigorous, with detailed proofs. Each chapter ends with suggestions for further study and with exercises Includes supplementary material: sn.pub/extras Inhalt Preliminaries.- The Conjugate of Convex Functionals.- Classical Derivatives.- The Subdifferential of Convex Functionals.- Optimality Conditions for Convex Problems.- Duality of Convex Problems.- Derivatives and Subdifferentials of Lipschitz Functionals.- Variational Principles.- Subdifferentials of Lower Semicontinuous Functionals.- Multifunctions.- Tangent and Normal Cones.- Optimality Conditions for Nonconvex Problems.- Extremal Principles and More Normals and Subdifferentials.