The Directed Subdifferential of DC functions

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Baier, Robert ; Farkhi, Elza:
The Directed Subdifferential of DC functions.
Bayreuth , 2010

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Abstract

The space of directed sets is a Banach space in which convex compact subsets of |R are embedded. Each directed set is visualized as a (nonconvex) subset of |R, which is comprised of a convex, a concave and a mixed-type part. Following an idea of A. Rubinov, the directed subdifferential of a difference of convex (DC) functions is defined as the directed difference of the corresponding embedded convex subdifferentials. Its visualization is called the Rubinov subdifferential. The latter contains the Dini-Hadamard subdifferential as its convex part, the Dini-Hadamard superdifferential as its concave part, and its convex hull equals the Michel-Penot subdifferential. Hence, the Rubinov subdifferential contains less critical points in general than the Michel-Penot subdifferential, while the sharp necessary and sufficient optimality conditions in terms of the Dini-Hadamard subdifferential are recovered by the convex part of the directed subdifferential. Furthermore, the directed subdifferential could distinguish between points that are candidates for a maximum and those for a minimum. It also allows to easily detect ascent and descent directions from its visualization. Seven out of eight axioms that A. Ioffe demanded for a subdifferential are satisfied as well as the sum rule with equality.