Abstract
This paper concerns generalized differential characterizations of maximal monotone set-valued mappings. Using advanced tools of variational analysis, we establish coderivative criteria for maximal monotonicity of set-valued mappings, which seem to be the first infinitesimal characterizations of maximal monotonicity outside the single-valued case. We also present second-order necessary and sufficient conditions for lower- functions to be convex and strongly convex. Examples are provided to illustrate the obtained results and the imposed assumptions.
References
- D. Aussel, A. Daniilidis, L. Thibault: Subsmooth sets: Functional characterizations and related concepts, Trans. Amer. Math. Soc. 357 (2004) 1275–1302.https://doi.org/10.1090/S0002-9947-04-03718-3Google Scholar
- H. H. Bauschke, P. L. Combettes: Convex Analysis and Monotone Operator Theory in Hilbert Spaces, Springer, New York (2011).https://doi.org/10.1007/978-1-4419-9467-7Google Scholar
- J. F. Bonnans, A. Shapiro: Perturbation Analysis of Optimization Problems, Springer, New York (2000).https://doi.org/10.1007/978-1-4612-1394-9Google Scholar
- J. M. Borwein, Q. J. Zhu: Techniques of Variational Analysis, Springer, New York (2005).Google Scholar
- H. Brézis: Opérateurs Maximaux Monotones et Semi-Groupes de Contractions dans les Espaces de Hilbert, North-Holland, Amsterdam (1973).Google Scholar
- R. Burachik, A. Iusem: Set-Valued Mappings and Enlargements of Monotone Operators, Springer, New York (2008).Google Scholar
- N. H. Chieu, T. D. Chuong, J.-C. Yao, N. D. Yen: Characterizing convexity of a function by its Fréchet and limiting second-order subdifferentials, Set-Valued Var. Anal. 19 (2011) 75–96.https://doi.org/10.1007/s11228-010-0136-xGoogle Scholar
- N. H. Chieu, N. Q. Huy: Second-order subdifferentials and convexity of real-valued functions, Nonlinear Anal. 74 (2011) 154–160.https://doi.org/10.1016/j.na.2010.08.029Google Scholar
- N. H. Chieu, N. T. Q. Trang: Coderivative and monotonicity of continuous mappings, Taiwanese J. Math. 16 (2012) 353–365.https://doi.org/10.11650/twjm/1500406545Google Scholar
- N. H. Chieu, J.-C. Yao: Characterization of convexity for a piecewise C 2 function by the limiting second-order subdifferential, Taiwanese J. Math. 15 (2011) 31–42.https://doi.org/10.11650/twjm/1500406159Google Scholar
- N. H. Chieu, J.-C. Yao, N. D. Yen: Convexity of sets and functions via second-order subdifferentials, preprint (2014).Google Scholar
- G. Colombo, L. Thibault: Prox-regular sets and applications, in: Handbook of Nonconvex Analysis, D. Y. Gao, D. Motreanu (eds.), International Press, Somerville (2010) 99–182.Google Scholar
- R. Correa, A. Jofré, L. Thibault: Subdifferential monotonicity as characterization of convex functions, Numer. Funct. Anal. Optim. 15 (1994) 1167–1183.https://doi.org/10.1080/01630569408816579Google Scholar
- A. Daniilidis, J. Malick: Filling the gap between lower-C 1 and lower-C 2 functions, J. Convex Analysis 12 (2005) 315–329.https://doi.org/10.68381/jca12022Google Scholar
- D. Drusvyatskiy, A. S. Lewis: Tilt stability, uniform quadratic growth, and strong metric regularity of the subdifferential, SIAM J. Optim. 23 (2013) 256–267.https://doi.org/10.1137/120876551Google Scholar
- D. Drusvyatskiy, B. S. Mordukhovich, T. T. A. Nghia: Second-order growth, tilt stability, and metric regularity of the subdifferential, J. Convex Analysis 21 (2014) 1165–1192.https://doi.org/10.68381/jca21061Google Scholar
- A. C. Eberhard, R. Wenczel: A study of tilt-stable optimality and sufficient conditions, Nonlinear Anal. 75 (2011) 1260–1281.https://doi.org/10.1016/j.na.2011.08.014Google Scholar
- K. Emich, R. Henrion: A simple formula for the second-order subdifferential of maximum functions, Vietnam J. Math. 42 (2014) 467–478.https://doi.org/10.1007/s10013-013-0052-0Google Scholar
- F. Facchinei, J.-S. Pang: Finite-Dimensional Variational Inequalities and Complementarity Problems, Vols. I, II, Springer, New York (2003).https://doi.org/10.1007/b97544Google Scholar
- D. T. Luc, S. Schaible: Generalized monotone nonsmooth maps, J. Convex Analysis 3 (1996) 195–205.https://doi.org/10.68381/jca03013Google Scholar
- V. Jeyakumar, D. T. Luc, S. Schaible: Characterizations of generalized monotone nonsmooth continuous maps using approximate Jacobians, J. Convex Analysis 5 (1998) 119–132.https://doi.org/10.68381/jca05-9Google Scholar
- H. Jiang, L. Qi: Local uniqueness and convergence of iterative methods for nonsmooth variational inequalities, J. Math. Anal. Appl. 196 (1995) 314–331.https://doi.org/10.1006/jmaa.1995.1412Google Scholar
- G. J. Minty: Monotone (nonlinear) operators in Hilbert space, Duke Math. J. 29 (1962) 341–346.https://doi.org/10.1215/S0012-7094-62-02933-2Google Scholar
- B. S. Mordukhovich: Sensitivity analysis in nonsmooth optimization, in: Theoretical Aspects of Industrial Design (Ohio, 1990), D. A. Field, V. Komkov (eds.), SIAM, Philadelphia (1992) 32–46.Google Scholar
- B. S. Mordukhovich: Variational Analysis and Generalized Differentiation, I: Basic Theory, II: Applications, Springer, Berlin (2006).https://doi.org/10.1007/3-540-31246-3Google Scholar
- B. S. Mordukhovich, T. T. A. Nghia: Second-order variational analysis and characterizations of tilt-stable optimal solutions in infinite-dimensional spaces, Nonlinear Anal. 86 (2013) 159–180.https://doi.org/10.1016/j.na.2013.03.014Google Scholar
- B. S. Mordukhovich, T. T. A. Nghia: Second-order characterizations of tilt stability with applications to nonlinear programming, Math. Program., Ser. B 149 (2015) 83–104.https://doi.org/10.1007/s10107-013-0739-8Google Scholar
- B. S. Mordukhovich, T. T. A. Nghia: Local monotonicity and full stability for parametric variational systems, SIAM J. Optim. 26 (2016) 1032–1059.https://doi.org/10.1137/15M1036890Google Scholar
- B. S. Mordukhovich, R. T. Rockafellar: Second-order subdifferential calculus with applications to tilt stability in optimization, SIAM J. Optim. 22 (2012) 953–986.https://doi.org/10.1137/110852528Google Scholar
- J. J. Moreau: Rafle par un convexe variable I, Trav. Semin. d’Anal. Convexe, Montpellier 1, Exposé 15 (1971) 1–43.Google Scholar
- T. Pennanen: Local convergence of the proximal point algorithm and multiplier methods without monotonicity, Math. Oper. Res. 27 (2002) 170–191.https://doi.org/10.1287/moor.27.1.170.331Google Scholar
- R. R. Phelps: Convex Functions, Monotone Operators and Differentiability, 2nd Ed., Springer, Berlin (1993).Google Scholar
- R. A. Poliquin, R. T. Rockafellar: Tilt stability of a local minimum, SIAM J. Optim. 8 (1998) 287–299.https://doi.org/10.1137/S1052623496309296Google Scholar
- S. M. Robinson: Generalized equations and their solutions, I: Basic theory, Math. Program. Study 10 (1979) 128–141.https://doi.org/10.1007/BFb0120850Google Scholar
- R. T. Rockafellar: On the maximality of sums of nonlinear monotone operators, Trans. Amer. Math. Soc. 149 (1970) 75–88.https://doi.org/10.1090/S0002-9947-1970-0282272-5Google Scholar
- R. T. Rockafellar: Monotone operators and the proximal point algorithm, SIAM J. Control Optim. 14 (1976) 877–898.https://doi.org/10.1137/0314056Google Scholar
- R. T. Rockafellar: Favorable classes of Lipschitz continuous functions in subgradient optimization, in: Progress in Nondifferentiable Optimization, E. A. Nurminskii (ed.), IIASA, Laxenburg (1982) 125–143.Google Scholar
- R. T. Rockafellar, R. J.-B. Wets: Variational Analysis, Springer, Berlin (1998).https://doi.org/10.1007/978-3-642-02431-3Google Scholar
- S. Simons: Minimax and Monotonicity, Springer, Berlin (1998).https://doi.org/10.1007/BFb0093633Google Scholar
Suggested citation
Published by Heldermann Verlag, 2016. Rights now held by Banach Press.
