赋范空间中凸函数及一类算子的牛顿可微性

Newton Differentiability of Convex Functions in Normed Spaces and of a Class of Operators

SIAM Journal on Optimization · 2022
被引 5
ABS 3

中文导读

研究了无穷维空间中凸函数的牛顿可微性与Bouligand可微性及次微分上半连续性的关系,并构造了一类非线性算子的牛顿导数。

Abstract

Newton differentiability is an important concept for analyzing generalized Newton methods for nonsmooth equations. In this work, for a convex function defined on an infinite-dimensional space, we discuss the relation between Newton and Bouligand differentiability and upper semicontinuity of its subdifferential. We also construct a Newton derivative of an operator of the form $(Fx)(p) = f(x,p)$ for general nonlinear operators $f$ that possess a Newton derivative with respect to $x$ and also for the case where $f$ is convex in $x$.

凸分析凸优化非光滑方程广义牛顿法泛函分析