Hostname: page-component-848d4c4894-pftt2 Total loading time: 0 Render date: 2024-04-30T23:31:54.968Z Has data issue: false hasContentIssue false

Characterisations of quasiconvex functions

Published online by Cambridge University Press:  17 April 2009

Dinh The Luc
Affiliation:
Institute of Mathematics, PO Box 631, Boho 10000 Hanoi, Vietnam
Rights & Permissions [Opens in a new window]

Extract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

In this paper we introduce the concept of quasimonotone maps and prove that a lower semicontinuous function on an infinite dimensional space is quasiconvex if and only if its generalised subdifferential or its directional derivative is quasimonotone.

Type
Research Article
Copyright
Copyright © Australian Mathematical Society 1993

References

[1]Avriel, M., Nonlinear programming: analysis and methods (Prentice-Hall, Englewood Cliffs, N.J., 1976).Google Scholar
[2]Arrow, K.J. and Enthoven, A.C., ‘Quasiconcave programming’, Econometrica 29 (1961), 779800.CrossRefGoogle Scholar
[3]Clarke, F.H., Optimization and nonsmooth analysis (Wiley, New York, 1983).Google Scholar
[4]Crouzei, J.-P., Contributions à l'étude des fonctions quasiconvexes, Ph.D. Dissertation (Université de Clermont, France, 1977).Google Scholar
[5]Diewert, W.E., Avriel, M. and Zang, I., ‘Nine kinds of quasiconcavity and concavity’, J. Econom. Theory (1981).CrossRefGoogle Scholar
[6]de Finetti, B., ‘Sulle stratificazioni convesse’, Ann. Mat. Pura Appl. 30 (1949), 173183.CrossRefGoogle Scholar
[7]Ellaia, R. and Hassouni, A., ‘Characterizations of nonsmooth functions through their generalized gradients’, Optimization 22 (1991), 401416.CrossRefGoogle Scholar
[8]Luc, D.T., ‘On the maximal monotonicity of subdifferentials’, Acta Math. Veitnam 18 (1993), 99106.Google Scholar
[9]Luc, D.T. and Swaminathan, S., ‘A characterization of convex functions’, J. Nonlinear Analysis, Theory, Methods and Appl. 20 (1993), 697701.CrossRefGoogle Scholar
[10]Mangasarian, O.L., Nonlinear programming (McGraw-Hill Book Co., New York, 1969).Google Scholar
[11]Ponstein, J., ‘Seven kinds of convexity’, SIAM Rev. 9 (1967), 115119.CrossRefGoogle Scholar
[12]Penot, J.P. and Quang, P.H., ‘On quasimonotone maps’, private communication.Google Scholar
[13]Rockafellar, R.T., ‘Generalized dirivatives and subgradients of nonconvex functions’, Canad. J. Math. XXXII (1980), 257280.CrossRefGoogle Scholar
[14]Rockafellar, R.T., The theory of subgradients and its applications to problems of optimization. Convex and nonconvex functions (Heldermann-Verlag, Berlin, 1981).Google Scholar
[15]Schaible, S., ‘Generalized convexity of quadratic functions’, in Generalized concavity in optimization and economics, (Schaible, S. and Ziemba, W.T., Editors) (Academic Press, New York, 1981), pp. 183197.Google Scholar
[16]Schaible, S. and Ziemba, W.T., Generalized concavity in optimization and economics (Academic Press, New York, 1981).Google Scholar
[17]Zagrodny, D., ‘Approximate mean value theorem for upper subderivatives’, J. Nonlinear Analysis, Theory, Methods and Appl. 12 (1988), 14131428.CrossRefGoogle Scholar