Clarke Subgradients for Directionally Lipschitzian Stratifiable Functions

DOI10.1287/moor.2014.0672zbMath1315.49002arXiv1211.3615OpenAlexW2119553628MaRDI QIDQ5252223

Alexander D. Ioffe, Adrian S. Lewis, Dmitriy Drusvyatskiy

Publication date: 29 May 2015

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.3615

zbMATH Keywords

stratificationClarke subdifferentialgradient samplingdirectionally Lipschitzian function

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53)

Related Items (6)

Optimal control of nonconvex sweeping processes with separable endpoints: nonsmooth maximum principle for local minimizers ⋮ A gradient sampling algorithm for stratified maps with applications to topological data analysis ⋮ A nonsmooth maximum principle for a controlled nonconvex sweeping process ⋮ Foundations of Gauge and Perspective Duality ⋮ Generic Minimizing Behavior in Semialgebraic Optimization ⋮ Strong Metric (Sub)regularity of Karush–Kuhn–Tucker Mappings for Piecewise Linear-Quadratic Convex-Composite Optimization and the Quadratic Convergence of Newton’s Method

Uses Software

• GradSamp

Cites Work

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• A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
• Estimating Tangent and Normal Cones Without Calculus
• Approximating Subdifferentials by Random Sampling of Gradients

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