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
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.