Abstract
We show that the positive semi-definiteness of the regular or limiting (Mordukhovich) second-order subdifferential of an approximately convex function is a sufficient condition for its convexity. As a consequence of our result, we obtain a second-order characterization for the class of lower-\(C^1\) functions. Furthermore, we show by an example that positive semi-definiteness of the second-order subdifferential of convex functions is not a necessary condition for some cases. Also, a second-order characterization for C-convex mappings is obtained, and derive some applications in optimization.
Similar content being viewed by others
References
Atouch, H., Brézis, H.: Duality for the sum of convex functions. In: Barroso, J. A. Aspects of Mathematics and its Applications (eds.) Elsevier, Amsterdam (1986)
Aussel, D., Corvellec, J.N., Lassonde, M.: Mean value property and subdifferential criteria for lower semicontinuous functions. Trans. Amer. Math. Soc. 347(10), 4147–4161 (1995)
Aussel, D., Daniilidis, A., Thibault, L.: Subsmooth sets: functional characterizations and related concepts. Trans. Amer. Math. Soc. 357(4), 1275–1301 (2005)
Bednarik, D., Pastor, K.: Elimination of strict convergence in optimization. SIAM J. Control. Optim. 43(3), 1063–1077 (2004)
Bonnans, J.F., Shapiro, A.: Perturbation Analysis of Optimization Problems. Springer, New York (2000)
Chen, G., Huang, X., Yang, X.: Vector Optimization Set-valued and Variational Analysis. Lecture Notes in Economic and Mathematical Systems. Springer-verlag, Berlin (2005)
Chieu, N.H., Chuong, T.D., Yao, J.C., Yen, N.D.: Characterizing convexity of a function by its Fréchet and limiting second-order subdifferentials. Set-Valued Var. Anal. 19(1), 75–96 (2011)
Chieu, N.H., Huy, N.Q.: Second-order subdifferentials and convexity of real-valued functions. Nonlinear Anal. 74(1), 154–160 (2011)
Chieu, N.H., Lee, G.M., Mordukhovich, B.S., Nghia, T.T.A.: Coderivative characterizations of maximal monotonicity for set-valued mappings. J. Convex Anal. 23(2), 461–480 (2016)
Cioranescu, I.: Geometry of Banach Spaces, Duality Mappings and Nonlinear Problems. Kluwer Academic Publishers, Dordecht (1990)
Cominetti, R., Correa, R.: A generalized second-order derivative in nonsmooth optimization. SIAM J. Control. Optim. 28, 789–809 (1990)
Daniilidis, A., Georgiev, P.: Approximate convexity and submonotonicity. J. Math. Anal. Appl. 291(1), 292–301 (2004)
Gallier, J.: Basics of algebra, topology, and differential calculus. CiteSeerX (2013)
Hiriart-Urruty, J.B.: Characterization of the plenary hull of the generalized Jacobian matrix. Math. Prog. Study. 17, 1–12 (1982)
Ivanov, V.: Characterizations of pseudoconvex functions and semistrictly quasiconvex ones. J. Global Opt. 57(3), 677–693 (2013)
Khanh, P.D., Phat, V.T.: Second-order characterizations of \(C^1\)-smooth robustly quasiconvex functions. Oper. Res. Lett. 46, 568–572 (2018)
Khanh, P.D., Phat, V.T.: Second-order characterizations of quasiconvexity and pseudoconvexity for differentiable functions with Lipschitzian derivatives. Optim. Lett. 14, 2413–2427 (2020)
Kruger, A.Y.: On Fréchet subdifferentials. J. Math. Sci. 116, 3325–3358 (2003)
Lang, S.: Fundamentals of differential geometry. no. 191. In: Graduate Texts in Mathematics. Springer : New York(1999)
Luc, D.T.: Theory of Vector Optimization. Lecture Notes in Economic and Mathematical Systems. Springer-verlag, Berlin (1989)
Mifflin, R.: Semismooth and semiconvex functions in constrained optimization. SIAM J. Control. Optim. 15, 957–972 (1977)
Mordukhovich, B. S.:Sensitivity analysis in nonsmooth optimization. In: Field, D. A., Komkov, V. (eds.)Theoretical Aspects of Industrial Design, SIAM Proceedings in Applied Mathematics, pp. 32-42. SIAM Publications, Philadelphia, PA, 58 (1992)
Mordukhovich, B.S.: Variational Analysis and Applications. Springer, New York (2018)
Mordukhovich, B.S.: Variational Analysis and Generalized Differential I II. Springer, New York (2006)
Mordukhovich, B.S., Nghia, T.T.A.: Local monotonicity and full stability for parametric variational systems. SIAM J. Optim. 26, 1032–1059 (2016)
Mordukhovich, B.S., Rockafellar, R.T., Sarabi, M.E.: Characterizations of full stability in constrained optimization. SIAM J. Optim. 23(3), 1810–1849 (2013)
Nadi, M.T., Yao, J.C., Zafarani, J.: Second-order characterization of convex functions and its applications. J. Appl. Anal. 25(1), 49–58 (2019)
Nadi, M.T., Zafarani, J.: Characterizations of quasiconvex and pseudoconvex functions by their second-order regular subdifferentials. J. Aust. Math. Soc. 109(2), 217–229 (2020)
Nadi, M.T., Zafarani, J.: Second-order optimality conditions for constrained optimization problems with \(C^1\) data via regular and limiting subdifferentials. J. Optim. Theory Appl. 193, 158–179 (2022)
Ngai, H.V., Luc, D.T., Thera, M.: Approximate convex functions. J. Nonlinear Convex Anal. 1(2), 155–176 (2000)
Nghia, T.T.A., Pham, D.T., Tran, T.T.T.: On the positive definiteness of limiting coderivative for set-valued mappings. Set-Valued Var. Anal (2020). https://doi.org/10.1007/s11228-020-00547-z
Ning, E., Song, W., Zhang, Y.: Second-order sufficient optimality conditions in vector optimization. J. Glob. Optim. 54, 537–549 (2012)
Poliquin, R.A., Rockafellar, R.T.: Tilt stability of a local minimum. SIAM J. Optim. 8(2), 287–299 (1998)
Rockafellar, R.T.: Favorable classes of Lipschitz continuous functions in subgradient optimization. In: Nurminski, E. (ed.) Nondifferentiable Optimization. Pergamon Press, New York (1982)
Schirotzek, W.: Nonsmooth Analysis. Springer, Berlin (2007)
Spingarn, J.E.: Submonotone subdifferentials of Lipschitz functions. Trans. Amer. Math. Soc. 264, 77–89 (1981)
Taa, A.: Second-order conditions for nonsmooth multiobjective optimization problems with inclusion constraints. J. Global Optim. 50(2), 271–291 (2011)
Zhu, Q.J.: The equivalence of several basic theorems for subdifferentials. Set-Valued Anal. 6, 171–185 (1998)
Acknowledgements
This research was partly supported by the Iranian National Science Foundation (INSF) under the contract No. 99014611. The authors are grateful to the anonymous reviewer for the careful reading of the manuscript and especially for the constructive comments and suggestions.
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
About this article
Cite this article
Nadi, M.T., Zafarani, J. Second-order characterization of convex mappings in Banach spaces and its applications. J Glob Optim 86, 1005–1023 (2023). https://doi.org/10.1007/s10898-023-01301-z
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10898-023-01301-z
Keywords
- Convex function
- Locally Lipschitz
- Lower-\(C^1\) function
- Second-order subdifferential
- Convex mapping
- Vector optimization