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SSRN Electronic Journal
Article . 2003 . Peer-reviewed
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Mollified Derivatives and Second-order Optimality Conditions

Mollified derivatives and second-order optimality conditions
Authors: LA TORRE D.; ROCCA, MATTEO; CRESPI, GIOVANNI PAOLO;

Mollified Derivatives and Second-order Optimality Conditions

Abstract

The authors provide new generalized differentiability notions of first and of second-order for integrable (not necessary continuous) functions \(f:\mathbb{R}^m \to\mathbb{R}\) by means of families of so-called mollifiers and associated sequences of mollified functions. Here, a sequence of mollifiers is a sequence of positive functions \(\{\psi_\varepsilon\}\) with \(\int_{\mathbb{R}^m}\psi_\varepsilon(x)dx=1\) and \(\text{supp}\,\psi_\varepsilon\subset\rho_\varepsilon B\) (where \(B\) is the unit ball of \(\mathbb{R}^m\) and \(\rho_\varepsilon\downarrow 0\) for \(\varepsilon \downarrow 0)\). The associated convolutions \[ f_\varepsilon(x):=\int_{\mathbb{R}^m} f(x-z)\psi_\varepsilon(z)dz \] are called the mollified functions of \(f\). Obviously, the mollified functions \(f_\varepsilon\) are smooth if the mollifiers \(\psi_\varepsilon\) are assumed to be smooth. With respect to such sequences of mollifiers, the (first order) upper and lower mollified directional derivatives of \(f\) according to \[ \overline D_\psi f(x;d):=\sup_{x_n\to x} \limsup_{n\to \infty}\nabla f_{\varepsilon_n}(x_n)^\top d, \] \[ \underline D_\psi f(x; d):=\inf_{x_n\to x}\liminf_{n\to\infty}\nabla f_{\varepsilon_n} (x_n)^\top d, \] the mollified generalized gradient (the mollified subdifferential) of \(f\) according to \[ \partial_\psi f(x):=\left\{\lim_{n\to \infty}\nabla f_{\varepsilon_n}(x_n)\mid x_n\to x\right\} \] and the second-order upper and lower mollified directional derivatives of \(f\) according to \[ \overline D^2_\psi f(x;d,v):=\sup_{x_n\to x}\limsup_{n \to\infty}d^\top\nabla^2f_{\varepsilon_n} (x_n)v, \] \[ \underline D^2_\psi f(x;d,v):=\inf_{x_n\to x}\liminf_{n\to\infty} d^\top \nabla^2f_{\varepsilon_n}(x_n)v, \] are introduced where the last suprema and infima are taken over all possible sequences \(x_n\) converging to \(x\). After discussing the algebraic and topological properties and after comparison with known differentiability concepts, the notions are used for the derivation of necessary and sufficient optimality conditions of first and of second-order for constraint optimization problems and for the second-order characterization of convex functions.

Country
Italy
Keywords

generalized differentiability, Smooth approximations ; Nonsmooth optimization ; Strong semicontinuity, Nonsmooth analysis, Optimality conditions and duality in mathematical programming, mollifiers, nonsmooth optimization

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
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