Sub-Differential Characterizations of Non-Smooth Lower Semi-Continuous Pseudo-Convex Functions on Real Banach Spaces ()
1. Introduction
Convex optimization, which studies the problem of minimizing convex functions over convex sets, plays important roles in many branches of applied mathematics. The foremost reason is that; it is very suitable to extremum problems. For instance, some necessary conditions for the existence of a minimum also become sufficient in the in terms of convexity. And convex optimization can be a smooth or a non-smooth convex optimization. Since the concept of convexity does not satisfy some mathematical models, various generalizations of convexity such as quasi-convexity and pseudo-convexity, which retain some important properties of convexity and equally provide a better representation of reality, were introduced in the literature to fill these gaps.
While the quasi-convexity property of a function guarantees the convexity of their sublevel sets, the pseudo-convexity property implies that the critical points are minimizers [1] . One of the features of convexity of functions is the relationship it has with the monotonicity of some maps. For example, a differentiable function is said to be convex if and only if its gradient is a monotone map. In non-smooth analysis, the generalized convexity of functions can be equally characterized in terms of the generalized monotonicity of their related operators [2] .
The concepts of pseudo-convexity, traced to [3] , within his research on analytical functions and independently introduced into the field of optimization by [4] , have many applications in mathematical programming and economic problems [5] [6] [7] . And pseudo-monotonicity, introduced by [8] as a generalization of monotone operators, has been used to describe a property of consumer’s demand correspondence [9] . Although the simplest class of pseudo-monotone operators consists of gradients of pseudo-convex functions, there are some monotone operators that are not sub-differentials [9] . And generalized monotonicity of maps is frequently used in complementarity problems, equilibrium problems and variational inequalities [10] .
2. Preliminaries
Let X be a real Banach space with norm
,
be its topological dual and
be the duality pairing between
and
. We denote the closed segment
for
, and define
,
and
similarly.
Definition 2.1 [11] Let
be an extended real valued function, the effective domain is defined by
.
Definition 2.2 [12] A function
is said to be lower semi-continuous at
if and only if:
, such that
,
:
.
Definition 2.3 [7] [13] A lower semi-continuous function
is said to be quasi-convex, if for any
and
we have
. (1)
Definition 2.4 [7] [13] [14] A lower semi-continuous function
is said to be strictly quasi-convex, if the inequality (1) is strict when
.
Definition 2.5 [2] Let
be a multivalued operator with domain
. T is said to be quasi-monotone if for any
,
and
, we have
Definition 2.6 [2] Let
be a multivalued operator with domain
. T is said to be pseudo-monotone if for any
,
and
, we have
(2)
Definition 2.7 [7] Let
be a multivalued operator with domain
. T is said to be strictly pseudo-monotone if for any different two points
,
and
, we have
(3)
Definition 2.8 [15] An operator
that associates to any lower semi-continuous function
and a point
a subset
of
is a sub-differential if it satisfies the following properties:
1)
, whenever f is convex;
2)
, whenever
is a local minimum of f;
3)
, whenever g is a real a real-valued convex continuous function which is
-differentiable at x.
Where g-differentiable at x means that both
and
are non-empty. We say that f is
-differentiable at x when
is non-empty while
are called the sub-gradients of f at x.
Definition 2.9 [15] The Clarke-Rockafellar generalized directional derivative of f at
in the direction
is given by
, (4)
where
,
indicates the fact that
and
, and
means that both
and
;
While,
Definition 2.10 [15] The Clarke-Rockafellar sub-differential of f at
is defined by
; (5)
if
, then
, [7] .
Definition 2.11 [2] [7] A lower semi-continuous function
is said to be quasi-convex (with respect to Clarke-Rockerfeller Sub-differentials) if for any
,
,
. (6)
Definition 2.12 [7] [16] A lower semi-continuous function
is said to be pseudo-convex (with respect to Clarke-Rockerfeller Subdifferentials) if for any
:
. (7)
Definition 2.13 [2] [7] [14] A lower semi-continuous function
is said to be strictly pseudo-convex (with respect to Clarke-Rockerfeller Subdifferentials) if for any two different points
:
, when
. (8)
Definition 2.14 [7] A lower semi-continuous function
is said to be radially continuous if for all
, f is continuous on
.
Definition 2.15 [7] A function
is said to be radially non-constant if for all
, with
,
on
.
Definition 2.16 A sub-differential operator
is said to said to be quasi-monotone if for any
,
and
, we have
(9)
Definition 2.17 A sub-differential operator
is said to said to be quasi-monotone if for any
,
and
, we have
(10)
Theorem 2.1. (Approximate mean value inequality). Let
be a Clarke-Rockafellar sub-differentiable lower semi-continuous (l.s.c.) function on a Banach space X. Let
with
and
. Let
be such that
. Then, there exist
and
and
such that
1)
;
2)
.
Proof. [15] .
Lemma 2.2. Let
be a Clarke-Rockafeller sub-differentiable lower semi-continuous (l.s.c.) function on a Banach space X. Let
with
. Then, there exist
, and two sequences
, and
with
for every
with
.
Proof. By Theorem 2.1, there exists an
and a sequence
and
verifying
and
. (11)
Putting
with
it holds
(12)
for n very large.
We consider the relationship between pseudo-convexity and quasi-convexity.
Theorem 2.3. Let
be a lower semi-continuous (l.s.c.) Clarke-Rockafeller subdifferentiable function on a Banach space X. Then, f is quasi-convex if and only if
is quasi-monotone.
Proof. We show that if f is not quasi-convex, then
is not quasi-monotone.
Suppose that there exist some
in X with
and
. According to Lemma 2.2 applied with
and
, there exists a sequence
and
such that
,
and
. (13)
Let
be such that
and set
, so that
. Since f is lower semi-continuous, we may pick
very large with
. Apply Lemma 2.2 again with
and
to find sequences
,
such that
,
and
. (14)
In particular,
and
; (15)
hence,
for k sufficiently large. But
, showing that
is not quasi-monotone.
Conversely, we suppose that f is quasi-convex and show that
is quasi-monotone. Let
and
with
. We need to verify that
. We fix
and
such that
for all
.
We fix
. Since
we can find
,
and
such that
. From the quasi-convexity of f we deduce that
, whence,
for all
,
so that
for all
.
Combining the inequalities and for any
there exists
such that
,
which shows that
.
3. Sub-Differential Characterization of Pseudo-Convex Functions
Theorem 3.1. Let
be a lower semi-continuous (l.s.c.) function on a Banach space X such that f Clarke-Rockafeller suddifferentiable. Consider the following assertions:
(i)
is pseudoconvex.
(ii)
is quasiconvex and (
is a global minimum of f).
Then, (i) implies (ii). And (ii) implies (i) if
is radially continuous.
Proof. (i)
(ii). We want to prove that
is quasiconvex. Suppose to the contrary that for some
,
we have
. Since f is lower semicontinuous, we can find some
such that
, for all
. Since z cannot be a local nor global minimizers, there exist some
such that
. From Lemma 2.2, there exist
and
such that
.
But since
, either of the following must hold
or
.
Therefore,
.
which is a contradiction.
(ii)
(i). Let
,
, and
such that
. If
, then x is a global minimum of f and
in particular. Otherwise,
, there exist
such that
. We define a sequence
by
For every
, the point
satisfies
,
Using (7), we obtain that, for every n,
and by radial continuity of f,
.
Theorem 3.2. Let
be a lower semi-continuous (l.s.c.) Clarke-Rockafeller sub-differentiable function. Consider the following assertions:
(i)
is pseudo-convex.
(ii)
is pseudo-monotone
Then, (i) implies (ii). And (ii) implies (i) if
is radially continuous.
Proof. (i)
(ii). Suppose
such that
. By Theorem 3.1,
is quasi-convex. By Theorem 2.3, we conclude that
is quasi-monotone. Hence,
, for all
. Suppose to the contrary that for some
, we have
. From (7), we obtain
.
However, since
, there exist
, such that for some
,
and for all
, we have
. By the quasiconvexity of f, it implies that
for every
. In particular,
because f is lower semicontinuous. Thus,
. This shows that y is a local minimum and also a global minimum, which is a contradiction since we can have that
.
(ii)
(i). Using Theorem, we prove that
is pseudoconvex. Since
is pseudomonotone,
is quasimonotone. By Theorem 3.1,
is quasi-convex. On the other hand, if x is not a minimizer of f, there exists
such that
. Using Lemma 2.2, we find
and
such that
and by the pseudo-monotonicity of
,
for every
. Hence, 0 does not
. Consequently, f satisfies condition
, which implies that x is a global minimum of f, which completes the proof.
Theorem 3.3. Let
be a lower semi-continuous (l.s.c.) Clarke-Rockafeller subdifferentiable function on a Banach space X. Consider the following assertions:
(i)
is strictly pseudoconvex.
(ii)
is strictly quasiconvex and (
is a global minimum of f),
Then, (i) implies (ii). And (ii) implies (i) if
is radially continuous.
Proof. (i)
(ii). We want to prove that
is strictly quasiconvex. Let f be a strictly pseudo-convex function, then by Theorem 3.1, the function
is quasiconvex and satisfies the optimality condition
(x is a global minimum of f).
Since
is quasiconvex, then according to [13] , it suffices to prove that
is radially non-constant. Assume by contradiction that there exists a closed segment
with
where with
is constant. Let
and apply the strict pseudo-convexityproperty to x and z, then
.
Using the same argument for z and y we obtain
.
Since
is nonempty, it follows that for all
,
and
), which is a contradiction.
(ii)
(i). Assume that f satisfies condition ii) and
is radially continuous. Then by Theorem 3.1,
is pseudoconvex. We prove that
is pseudo-convex. Suppose by contradiction that there exist
in X and
such that
and
.
Then, it follows by pseudo-convexity property that
,
.
Since
is quasi-convex, then we have
,
.
So
is not radially non-constant on X (since
is constant on
) which contradicts the fact
is strictly quasi-convex.
Theorem 3.4. Let
be a lower semi-continuous (l.s.c.) function such that
is radially Clarke-Rockafeller differentiable. Consider the following assertions:
(i)
is strictly pseudo-convex.
(ii)
is strictly pseudomonotone
Then, (i) implies (ii). And (ii) implies (i) if
is radially continuous.
Proof. (i)
(ii). Suppose that
is strictly pseudoconvex. We want to prove that
is strictly pseudomonotone. Suppose to the contrary that there exist two distinct points
,
and
such that
and
.
Since
is strictly pseudoconvex, we have that
and
.
Which is a contradiction. Therefore,
is strictly pseudomonotone.
(ii)
(i). Suppose that f satisfies condition (ii) and
is radially continuous. We want to prove that
is strictly pseudoconvex. Suppose to the contrary that there exist two distinct points
, and
such that
and
.
Then,
for all
. (16)
By theorem 3.2,
is quasiconvex. Consequently, f must be constant on
. Contrarily, from (15) and the strict monotonicity of
, we have
and
. (17)
Pick
such that
(such a
exists since
is a radially Clarke-Rockafeller subdifferentiable function). Choose any
. Then,
. Therefore,
. Consequently, there exist
such that
for all
.
By the pseudo-convexity of f, it follows that y is a global minimum of f. Hence,
is also a global minimum of f. Thus,
and this is a contradiction with (17).
4. Conclusion
We extended the relationships between convex functions and corresponding monotone maps to pseudo-convexity and the corresponding pseudo-monotonicity of their sub-differentiable maps. We characterized the lower semi-continuous Clarke-Rockafeller sub-differentiable pseudo-convex functions by the corresponding monotonicity of their Clarke-Rockafeller sub-differentials
, and have shown that if a lower semi-continuous Clarke-Rockafeller sub-differentiable function
is radially continuous, then f is pseudo-convex if and only if the sub-differential map
is pseudo-monotone.