Generalized Derivatives and Optimality Conditions in Nonconvex Optimization

Abstract

In this paper, we study the radial epiderivative notion for nonconvex functions, which extends the (classical) directional derivative concept. The paper presents new definition and new properties for this notion and establishes relationships between the radial epiderivative, the Clarke’s directional derivative, the Rockafellar’s subderivative and the directional derivative. The radial epiderivative notion is used to establish new regularity conditions without convexity conditions. The paper presents explicit formulations for computing the radial epiderivatives in terms of weak subgradients and vice versa. We also present an iterative algorithm for approximate computing of radial epiderivatives and show that the algorithm terminates in a finite number of iterations. The paper analyzes necessary and sufficient conditions for global optimums in nonconvex optimization via the radial epiderivatives. We formulate a necessary and sufficient condition for a global descent direction for radially epidifferentiable nonconvex functions. All the properties and theorems presented in this paper are illustrated and interpreted on examples.