On two applications of H-differentiability to optimization and complementarity problems

Citation
Ma. Tawhid et Ms. Gowda, On two applications of H-differentiability to optimization and complementarity problems, COMPUT OP A, 17(2-3), 2000, pp. 279-299
Citations number
26
Categorie Soggetti
Engineering Mathematics
Journal title
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
ISSN journal
09266003 → ACNP
Volume
17
Issue
2-3
Year of publication
2000
Pages
279 - 299
Database
ISI
SICI code
0926-6003(200012)17:2-3<279:OTAOHT>2.0.ZU;2-H
Abstract
In a recent paper, Gowda and Ravindran (Algebraic univalence theorems for n onsmooth functions, Research Report, Department of Mathematics and Statisti cs, University of Maryland, Baltimore, MD 21250, March 15, 1998) introduced the concepts of H-differentiability and H-differential for a function f : R-n --> R-n and showed that the Frechet derivative of a Frechet differentia ble function, the Clarke generalized Jacobian of a locally Lipschitzian fun ction, the Bouligand subdifferential of a semismooth function, and the C-di fferential of a C-differentiable function are particular instances of H-dif ferentials. In this paper, we consider two applications of H-differentiability. In the first application, we derive a necessary optimality condition for a local m inimum of an H-differentiable function. In the second application, we consi der a nonlinear complementarity problem corresponding to an H-differentiabl e function f and show how, under appropriate conditions on an H-differentia l of f, minimizing a merit function corresponding to f leads to a solution of the nonlinear complementarity problem. These two applications were motiv ated by numerous studies carried out for C-1, convex, locally Lipschitzian, and semismooth function by various researchers.