Introduction to Nonsmooth Analysis and Optimization
@article{Clason2020IntroductionTN, title={Introduction to Nonsmooth Analysis and Optimization}, author={Christian Clason and Tuomo Valkonen}, journal={arXiv: Optimization and Control}, year={2020} }
These notes aim to give an introduction to generalized derivative concepts useful in deriving necessary optimality conditions and numerical algorithms for infinite-dimensional nondifferentiable optimization problems that arise in inverse problems, imaging, and PDE-constrained optimization. They cover convex subdifferentials, Fenchel duality, monotone operators and resolvents, Moreau--Yosida regularization as well as Clarke and (briefly) limiting subdifferentials. Both first-order (proximal…
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