The Mordukhovich Subdifferentials and Directions of Descent

Abstract

The problem of finding minima of weakly sequentially lower semicontinuous functions on reflexive Banach spaces is studied by means of convex and nonconvex subdifferentials. Finding a descent direction for a non-stationary point is a question of importance for many optimization algorithms. The existence or non-existence of such a direction is clarified through several theorems and a series of selective examples. For the general problem, a notion called radius of descent is proposed and shown to be useful for the analysis related to descent directions.