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392 Pages
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This book treats various concepts of generalized derivatives and subdifferentials in normed spaces, their geometric counterparts (tangent and normal cones) 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. The presentation is rigorous, with detailed proofs. Each chapter ends with bibliographic notes and exercises.
Industry Reviews
From the reviews:
"The main idea of the presented monograph is to deal with extremum problems connected with non-differentiable data. The text is divided into 13 chapters with an Appendix and 229 references. Each chapter ends with recommended references and exercises. ... The text contains a big amount of latest results achieved in nonsmooth analysis together with applications in optimization. It can be recommended both to graduate students and the researchers in applied mathematics and optimization." (Igor Bock, Zentralblatt MATH, Vol. 1120 (22), 2007)
"The goal of this work by Schirotzek (Technische Universitaet, Dresden) is to present 'subdifferentials for general lower semicontinuous functions'--technical, even to a research mathematician's ear. ... Schirotzek's interesting case study reveals how research-level mathematics revisits and revises elementary ideas. ... Summing Up: ... Upper-division undergraduates through professionals." (D. V. Feldman, CHOICE, Vol. 45 (9), 2008)
"This book tells the story of the development of nonsmooth analysis ... . may be used for a graduate course in nonsmooth analysis or as a basic reference for a short course. It provides a comprehensive overview ... and a valuable source of information on forty years of development during which the term 'nonsmooth analysis' itself was coined by Clarke. It is even worth reading for those who took part in this development but whose works often lack the reasoned description offered by this book." (Gerard Lebourg, MathSciNet, September, 2008)
| Introduction | p. 1 |
| Preliminaries | p. 5 |
| Terminology | p. 5 |
| Convex Sets in Normed Vector Spaces | p. 6 |
| Convex Functionals: Definitions and Examples | p. 8 |
| Continuity of Convex Functionals | p. 11 |
| Sandwich and Separation Theorems | p. 13 |
| Dual Pairs of Vector Spaces | p. 19 |
| Lower Semicontinuous Functionals | p. 22 |
| Bibliographical Notes and Exercises | p. 24 |
| The Conjugate of Convex Functionals | p. 27 |
| The Gamma Regularization | p. 27 |
| Conjugate Functionals | p. 29 |
| A Theorem of Hörmander and the Bipolar Theorem | p. 34 |
| The Generalized Farkas Lemma | p. 36 |
| Bibliographical Notes and Exercises | p. 38 |
| Classical Derivatives | p. 39 |
| Directional Derivatives | p. 39 |
| First-Order Derivatives | p. 41 |
| Mean Value Theorems | p. 44 |
| Relationship between Differentiability Properties | p. 46 |
| Higher-Order Derivatives | p. 48 |
| Some Examples | p. 49 |
| Implicit Function Theorems and Related Results | p. 51 |
| Bibliographical Notes and Exercises | p. 57 |
| The Subdifferential of Convex Functionals | p. 59 |
| Definition and First Properties | p. 59 |
| Multifunctions: First Properties | p. 63 |
| Subdifferentials, Fréchet Derivatives, and Asplund Spaces | p. 64 |
| Subdifferentials and Conjugate Functionals | p. 73 |
| Further Calculus Rules | p. 76 |
| The Subdifferential of the Norm | p. 78 |
| Differentiable Norms | p. 83 |
| Bibliographical Notes and Exercises | p. 89 |
| Optimality Conditions for Convex Problems | p. 91 |
| Basic Optimality Conditions | p. 91 |
| Optimality Under Functional Constraints | p. 92 |
| Application to Approximation Theory | p. 96 |
| Existence of Minimum Points and the Ritz Method | p. 99 |
| Application to Boundary Value Problems | p. 105 |
| Bibliographical Notes and Exercises | p. 110 |
| Duality of Convex Problems | p. 111 |
| Duality in Terms of a Lagrange Function | p. 111 |
| Lagrange Duality and Gâteaux Differentiable Functionals | p. 116 |
| Duality of Boundary Value Problems | p. 118 |
| Duality in Terms of Conjugate Functions | p. 122 |
| Bibliographical Notes and Exercises | p. 129 |
| Derivatives and Subdifferentials of Lipschitz Functionals | p. 131 |
| Preview: Derivatives and Approximating Cones | p. 131 |
| Upper Convex Approximations and Locally Convex Functionals | p. 135 |
| The Subdifferentials of Clarke and Michel-Penot | p. 139 |
| Subdifferential Calculus | p. 146 |
| Bibliographical Notes and Exercises | p. 153 |
| Variational Principles | p. 155 |
| Introduction | p. 155 |
| The Loewen-Wang Variational Principle | p. 156 |
| TheBorwein-Preiss Variational Principle | p. 161 |
| The Deville-Godefroy-Zizler Variational Principle | p. 162 |
| Bibliographical Notes and Exercises | p. 166 |
| Subdifferentials of Lower Semicontinuous Functionals | p. 167 |
| Fréchet Subdifferentials: First Properties | p. 167 |
| Approximate Sum and Chain Rules | p. 172 |
| Application to Hamilton-Jacobi Equations | p. 181 |
| An Approximate Mean Value Theorem | p. 182 |
| Fréchet Subdifferential vs. Clarke Subdifferential | p. 184 |
| Multidirectional Mean Value Theorems | p. 185 |
| The Fréchet Subdifferential of Marginal Functions | p. 190 |
| Bibliographical Notes and Exercises | p. 193 |
| Multifunctions | p. 195 |
| The Generalized Open Mapping Theorem | p. 195 |
| Systems of Convex Inequalities | p. 197 |
| Metric Regularity and Linear Openness | p. 200 |
| Openness Bounds of Multifunctions | p. 209 |
| Weak Metric Regularity and Pseudo-Lipschitz Continuity | p. 211 |
| Linear Semiopenness and Related Properties | p. 213 |
| Linearly Semiopen Processes | p. 217 |
| Maximal Monotone Multifunctions | p. 219 |
| Convergence of Sets | p. 225 |
| Bibliographical Notes and Exercises | p. 227 |
| Tangent and Normal Cones | p. 231 |
| Tangent Cones: First Properties | p. 231 |
| Normal Cones: First Properties | p. 237 |
| Tangent and Normal Cones to Epigraphs | p. 241 |
| Representation of Tangent Cones | p. 245 |
| Contingent Derivatives and a Lyusternik Type Theorem | p. 252 |
| Representation of Normal Cones | p. 255 |
| Bibliographical Notes and Exercises | p. 261 |
| Optimality Conditions for Nonconvex Problems | p. 265 |
| Basic Optimality Conditions | p. 265 |
| Application to the Calculus of Variations | p. 267 |
| Multiplier Rules Involving Upper Convex Approximations | p. 272 |
| Clarke's Multiplier Rule | p. 278 |
| Approximate Multiplier Rules | p. 280 |
| Bibliographical Notes and Exercises | p. 283 |
| Extremal Principles and More Normals and Subdifferentials | p. 285 |
| Mordukhovich Normals and Subdifferentials | p. 285 |
| Coderivatives | p. 294 |
| Extremal Principles Involving Translations | p. 301 |
| Sequentially Normally Compact Sets | p. 309 |
| Calculus for Mordukhovich Subdifferentials | p. 315 |
| Calculus for Mordukhovich Normals | p. 320 |
| Optimality Conditions | p. 323 |
| The Mordukhovich Subdifferential of Marginal Functions | p. 327 |
| A Nonsmooth Implicit Function Theorem | p. 330 |
| An Implicit Multifunction Theorem | p. 334 |
| An Extremal Principle Involving Deformations | p. 337 |
| Application to Multiobjective Optimization | p. 340 |
| Bibliographical Notes and Exercises | p. 343 |
| Appendix: Further Topics | p. 347 |
| References | p. 351 |
| Notation | p. 363 |
| Index | p. 366 |
| Table of Contents provided by Publisher. All Rights Reserved. |
ISBN: 9783540713326
ISBN-10: 3540713328
Series: Universitext
Published: 11th June 2007
Format: Paperback
Language: English
Number of Pages: 392
Audience: General Adult
Publisher: Springer Nature B.V.
Country of Publication: DE
Dimensions (cm): 22.86 x 14.61 x 1.91
Weight (kg): 0.6
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