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Subdifferential test for optimality

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  • Florence Jules
  • Marc Lassonde

Abstract

We provide a first-order necessary and sufficient condition for optimality of lower semicontinuous functions on Banach spaces using the concept of subdifferential. From the sufficient condition we derive that any subdifferential operator is monotone absorbing, hence maximal monotone when the function is convex. Copyright Springer Science+Business Media New York 2014

Suggested Citation

  • Florence Jules & Marc Lassonde, 2014. "Subdifferential test for optimality," Journal of Global Optimization, Springer, vol. 59(1), pages 101-106, May.
    • Handle: RePEc:spr:jglopt:v:59:y:2014:i:1:p:101-106
    DOI: 10.1007/s10898-013-0078-6
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