Conservative and Semismooth Derivatives are Equivalent for Semialgebraic Maps

Conservative and Semismooth Derivatives are Equivalent for Semialgebraic Maps
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半代数映射的保守导数和半光滑导数是等价的

DOI:
10.1007/s11228-021-00594-0
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发表时间:
2021
影响因子:
1.6
通讯作者:
Drusvyatskiy, Dmitriy
Drusvyatskiy, Dmitriy
中科院分区:
数学2区
文献类型:
--
作者:
Davis, Damek;Drusvyatskiy, Dmitriy

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非光滑优化的次梯度和牛顿算法需要广义导数来满足微妙的近似性质:前者的保守性和后者的半光滑性。虽然这两个属性起源于完全不同的上下文中,我们表明,在半代数设置,他们是等价的。广义导数的这两个性质仅仅要求它与光滑流形上的某个分区的切空间上的标准方向导数一致。一个吸引人的副产品是一个新的简短证明,半代数映射是半光滑的克拉克雅可比。
Subgradient and Newton algorithms for nonsmooth optimization require generalized derivatives to satisfy subtle approximation properties: conservativity for the former and semismoothness for the latter. Though these two properties originate in entirely different contexts, we show that in the semi-algebraic setting they are equivalent. Both properties for a generalized derivative simply require it to coincide with the standard directional derivative on the tangent spaces of some partition of the domain into smooth manifolds. An appealing byproduct is a new short proof that semi-algebraic maps are semismooth relative to the Clarke Jacobian.
DOI: 10.1007/bf01068698
发表时间: 1986
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