Geodesic
Exact calculus for proximal subgradients with applications to optimization
Boris S. Mordukhovich1 ; Nguyen Mau Nam1
1Department of Mathematics, Wayne State University, Detroit, MI 48202, U.S.A.
ESAIM. Proceedings, Tome 17 (2007), pp. 80-95
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The paper contains new exact calculus rules for proximal subgradients of extended-real-valued functions defined on arbitrary real Banach spaces. We also develop efficient formulas for evaluating proximal subgradients of marginal/value functions in various problems of parametric optimization. The results obtained are employed to derive new necessary optimality conditions in unconstrained nondifferentiable programming.
DOI : 10.1051/proc:071707

Boris S. Mordukhovich  1   ; Nguyen Mau Nam  1

1 Department of Mathematics, Wayne State University, Detroit, MI 48202, U.S.A. 
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Boris S. Mordukhovich; Nguyen Mau Nam. Exact calculus for proximal subgradients with applications to optimization. ESAIM. Proceedings, Tome 17 (2007), pp. 80-95. doi: 10.1051/proc:071707

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