A nonsmooth version of Newton's method
Newton's method for solving a nonlinear equation of several variables is extended to a
nonsmooth case by using the generalized Jacobian instead of the derivative. This extension …
nonsmooth case by using the generalized Jacobian instead of the derivative. This extension …
Conservative set valued fields, automatic differentiation, stochastic gradient methods and deep learning
Modern problems in AI or in numerical analysis require nonsmooth approaches with a
flexible calculus. We introduce generalized derivatives called conservative fields for which …
flexible calculus. We introduce generalized derivatives called conservative fields for which …
Subsmooth sets: functional characterizations and related concepts
D Aussel, A Daniilidis, L Thibault - Transactions of the American …, 2005 - ams.org
Prox-regularity of a set (Poliquin-Rockafellar-Thibault, 2000), or its global version, proximal
smoothness (Clarke-Stern-Wolenski, 1995) plays an important role in variational analysis …
smoothness (Clarke-Stern-Wolenski, 1995) plays an important role in variational analysis …
[图书][B] Multivalued analysis and nonlinear programming problems with perturbations
B Luderer, L Minchenko, T Satsura - 2013 - books.google.com
The book presents a treatment of topological and differential properties of multivalued
mappings and marginal functions. In addition, applications to sensitivity analysis of …
mappings and marginal functions. In addition, applications to sensitivity analysis of …
Essentially smooth Lipschitz functions
JM Borwein, WB Moors - Journal of functional analysis, 1997 - Elsevier
In this paper we address some of the most fundamental questions regarding the
differentiability structure of locally Lipschitz functions defined on separable Banach spaces …
differentiability structure of locally Lipschitz functions defined on separable Banach spaces …
[PDF][PDF] Paraconvex functions and paraconvex sets
H Van Ngai, JP Penot - Studia Mathematica, 2008 - academia.edu
We study a class of functions which contains both convex functions and differentiable
functions whose derivatives are locally Lipschitzian or Hölderian. This class is a subclass of …
functions whose derivatives are locally Lipschitzian or Hölderian. This class is a subclass of …
[PDF][PDF] Favorable classes of mappings and multimappings in nonlinear analysis and optimization
JP Penot - Journal of Convex Analysis, 1996 - heldermann-verlag.de
A generalization of the class of lower Ck− functions introduced by RT Rockafellar [28] called
lower Tk− functions is proposed in the infinite dimensional case. Mappings of class T k are …
lower Tk− functions is proposed in the infinite dimensional case. Mappings of class T k are …
C1,ω(·)‐regularity and Lipschitz‐like properties of subdifferential
A Jourani, L Thibault, D Zagrodny - Proceedings of the London …, 2012 - Wiley Online Library
It is known that the subdifferential of a lower semicontinuous convex function f over a
Banach space X determines this function up to an additive constant in the sense that another …
Banach space X determines this function up to an additive constant in the sense that another …
Multifunctional and functional analytic techniques in nonsmooth analysis
JM Borwein, QJ Zhu - Nonlinear analysis, differential equations and …, 1999 - Springer
These lectures center on the structure of real—valued Lipschitz functions, and their
generalized derivatives on Banach spaces. We pay some attention to the role of measure …
generalized derivatives on Banach spaces. We pay some attention to the role of measure …
A nonsmooth approach to nonexpected utility theory under risk
K Chatterjee, RV Krishna - Mathematical Social Sciences, 2011 - Elsevier
We consider concave and Lipschitz continuous preference functionals over monetary
lotteries. We show that they possess an envelope representation, as the minimum of a …
lotteries. We show that they possess an envelope representation, as the minimum of a …