Dmitriy Drusvyatskiy Steepest descent drives both theory and practice of nonsmooth optimization. We study slight relaxations of two influential notions of steepest descent curves — curves of maximal slope and solutions to evolution equations. In particular, we provide a simple proof showing that lower-semicontinuous functions that are locally Lipschitz continuous on their domains — functions playing a … Read more
Using a geometric argument, we show that under a reasonable continuity condition, the Clarke subdifferential of a semi-algebraic (or more generally stratifiable) directionally Lipschitzian function admits a simple form: the normal cone to the domain and limits of gradients generate the entire Clarke subdifferential. The characterization formula we obtain unifies various apparently disparate results that … Read more
Around a solution of an optimization problem, an “identifiable” subset of the feasible region is one containing all nearby solutions after small perturbations to the problem. A quest for only the most essential ingredients of sensitivity analysis leads us to consider identifiable sets that are “minimal”. This new notion lays a broad and intuitive variational-analytic … Read more
We prove that uniform second order growth, tilt stability, and strong metric regularity of the subdifferential — three notions that have appeared in entirely different settings — are all essentially equivalent for any lower-semicontinuous, extended-real-valued function. CitationCornell University, School of Operations Research and Information Engineering, 206 Rhodes Hall Cornell University Ithaca, NY 14853. May 2012.ArticleDownload … Read more
Examples exist of extended-real-valued closed functions on $\R^n$ whose subdifferentials (in the standard, limiting sense) have large graphs. By contrast, if such a function is semi-algebraic, then its subdifferential graph must have everywhere constant local dimension $n$. This result is related to a celebrated theorem of Minty, and surprisingly may fail for the Clarke subdifferential. … Read more
We show that minimizers of convex functions subject to almost all linear perturbations are nondegenerate. An analogous result holds more generally, for lower-C^2 functions. CitationCornell University, School of Operations Research and Information Engineering, 206 Rhodes Hall Cornell University Ithaca, NY 14853. May 2010. ArticleDownload View PDF
We prove that the subdifferential of any semi-algebraic extended-real-valued function on $\R^n$ has $n$-dimensional graph. We discuss consequences for generic semi-algebraic optimization problems. CitationCornell University, School of Operations Research and Information Engineering, 206 Rhodes Hall Cornell University Ithaca, NY 14853. April 2010.ArticleDownload View PDF