Beruflich Dokumente
Kultur Dokumente
87
@ 1995 Kluwer Academic Publishers. Printed in the Netherlands.
A. JOURANI
Universitd de Bourgogne, Laboratoire 'Analyse Appliquge et Optimisation', B.P 138-21004 Dijon
Cedex, France
and
L. THIBAULT
Universitg Montpellier II, Laboratoire d'AnaIyse Convexe, Case Courrier 051, 34095 Montpellier
Cedex 5, France
0. I n t r o d u c t i o n
position formulas under more general conditions than those given by Ioffe [6],
Mordukhovich [17] and Kruger and Mordukhovich [i6].
In this paper, we use the notion of metric regularity, instead of that of metric
graphical regularity, to extend these formulas to infinite dimensional spaces for
the so-called limiting Frrchet subdifferential. Our results generalize those of
Kruger [15] and Ioffe [9] (in the case of reflexive spaces).
To do this we establish in the second section some metric regularity results,
for nmltivalued functions of the form F(x) = - g ( x ) + D, in terms of limiting
Frrchet subdifferenfials. Our method also allows us to extend some results of
Borwein [2].
1. Preliminaries
We denote by X, Y two Banach spaces, by X*, Y* their topological duals and
by (-, .) the pairing between the spaces. We denote by B x and By. the closed
unit balls of X and Y, respectively, and by d(., S) the usual distance function to
the subset S c X
G ~ F = {(x,V) e X × Y: U e F ( ~ ) ) .
f~ xo and en ,[ O}
n---~+oc
Remarks. (1) It has been shown in [6] that, when X is a finite dimensional
space the limiting Frrchet subdifferential is nothing but the approximate subdif-
ferential.
(2) One always has (see [15]), OFf(xo ) C Ocf(xo), where Ocf(xo) denotes
the Clarke's subdifferential [3].
(3) Kruger [15] has given the following geometric characterization
OFf(xo ) = limsupOFf(x),
f
X------>XO
THEOREM 1.2 ([8] and [15]). Let f,g: X ~ R be two functions which are
Lipschitz around zo. Then
Using this theorem we can give an easy proof of the following result about
limiting Frrchet-subdifferential calculus for composite functions in the Lipschitz
case. This particular result could be seen as a consequence of Theorem 7.5 in
Ioffe [8]. For the sake of completeness we will give a simple proof.
OF(f o g)(xo)
C U {x* e X*: ( x * , - y * ) e bOFd(xo,g(xo);Grg)}.
y*~OFf(g(xo))
Proof. Let rl > 0 with If(Yl) - f(Y2)I < KfiiYl - y21I for all yl,y2 e
g(xo) + r l B r . Choose r2 > 0 such that IIg(xl) - g(x2)ll < ggllxl - x211 for
all xl,x2 C xo + r2Bx and g(x) E g(xo) + r l B y for all x E xo + r2Bx.
If we put a = ½ min(rl,r2), then for all (x,y) E (xo, g(xo)) + a B x x Y and
(u, v) E [(xo,g(xo)) + 2aBXxY] N Grg we have
Proof By definition, for each d E]e, 1], one has for some 7 > 0 and for all
y E z+TBz
(z*, Y - z> < ~'llY - all + d(y, S) - d(z, S) (3)
which ensures that (z*, y - z} < (1 + d)Hy - zl] (since d(., S) is Lipschitz) and
hence
that is
and hence IIz*II/> a t - s ' . Since this holds for all t E]0, l[ sufficiently small and
that a t ) 1 and e' ---* e one obtains that Ilz*ll/> 1 - e. []
tin
{z*, v)/> 1.
2. Metric Regularity
In this section we are interested in the metric regularity of the multivalued func-
tion
F(x) = -g(x) + D
The key result used in the proof of Theorem 2.3 is the following temma whose
proof is given in Jourani and Thibault [12] and is an adaptation of ideas of
Borwein [2] and Ioffe [9] (see also Auslender [t]),
LEMMA 2.2. Let g: Z --+ Y be Lipschitz around Xo, C and D be closed subsets
of X and Y respectively with xo E C M g - I ( D ) . Let F: X ~ Y be the
multivaIued function defined by
F ( x ) = - g ( x ) + D.
If F is not metrically regular at (xo, O) with respect to C, then there are sn J,
0, Xn --~ X0, Y~ ~ 0 and a real number r > 0 such that
(i) xn E C for all n E N*,
(ii) Yn ~ F ( x n ) for all n E N* and
(iii) f o r all x E C M (xo + r B x )
0 = x ; + (Sn + +
Taking subsequences if necessary, we may assume that w* - lim u n* = u*, w * - -
lim x n* --= x* and w* - l i m Y n = Y*" Then 0 -=- x* + K g u * with, by the
w*-sequential upper semicontinuity of the limiting Frrchet subdifferentials of
Lipschitz functions, ( x * , - y * ) e (1 + Kg)OFd(Xo, g(xo),Grg ) and u* e
OFd(Xo , C), which ensures
0 e D*Fg(xo)(V* ) + KgOFd(xo, C). (6)
But by Corollary 1.6 there exist a vector v E Y (v not depending on n) such
that (y*,v) >/ 1 for n large enough. Then (y*,v) >/ t and hence y* ¢ 0. This
and relation (6) contradict assumption (RC). []
Remarks. (1) It is enough to assume that C and D are closed at x0 and g(zo)
respectively, that is there exists a closed neighbourhood V of zo such that C fq V
is closed.
(2) Another important condition ensuring the surjective property (hence met-
ric regularity) has been established in Theorem 6 of Ioffe [10] for mappings
admitting strict prederivatives with norm compact values.
When X = Y and g is the identity mapping on X we obtain the follow-
ing result which plays an important role in subdifferenfial calculus (see for
instance [7]).
Remark. Here also it is enough to assume that C and D are closed at x0.
H ( x , V, r) = g(x) - V
METRIC REGULARITY AND SUBDIFFERENTIAL CALCULUS 95
where To(C, xo) is the Clarke's tangent cone to C at xo, Borwein [2] shows that
the multivalued function F ( x ) :- - g ( x ) + D is metrically regular at (xo, 0) with
respect to C but with C and D epi-Lipschitz at xo and g(xo), respectively.
In the following corollary we show that the result of Borwein holds but when
only the subset D is epi-Lipschitz.
D*Fg(xo)(y* ) = y* o Vg(xo).
* There exists h E Y such that limsuPu~g(~o)' ~,~h. ~0 t-l(f(Y + tu) -- f(y)) < +c~.
96 A. JOURANI AND L. TH1BAULT
We will show that (RC) is satisfied and Theorem 2.3 will complete the proof.
So let y* E OFd(g(xo),D ) C O~d(g(xo),D) and let x* E KgOFd(xo, C ) C
KgOcd(xo, C) such that
y* o Vg(x0) + x* = 0.
Let y E Y. Then, from the assumption, we have the existence o f x E To(C, xo)
and z E To(D, 9(xo)) such that y = Vg(xo)x - z and hence
(-v*,v) = (-v* o vg(~o),~) + (y*,z)
= <~*,x> + <v*,z> < o
which implies that y* = 0 and the proof is complete. []
3. Subdifferential Calculus
Consider the function m: X --~ ~ defined by
re(x) : ( f o g ) ( x ) = inf{r: g(x) - y : O, ( x , y , r ) E X × e p i f }
with f : Y --~ ~ and g: X --+ Y. We have showed in [13] how the notion of
metric graphical regularity, introduced in [12], allows us to extend the formulas
of Ioffe [6] and Mordukhovich [17] in finite dimensional spaces. In this section
we extend our formulas to infinite dimensional spaces by using technics similar
to those in [13].
o ~ ( f o g)(~0) c U D*~9(xo)(v*).
y* ~oJ(uo)
achieves a local minimum at xn. Thus, for each n E N*, the function
attains a local minimum at (xn, g(Xn), f(g(Xn))) ([3, Proposition 2.4.3]). Since
IIx*ll ~< R for each n E N* and F is metrically regular at (x0, g(xo), f(g(xo)), O)
with respect to H -1 (0), there exists some constant K > 0 such that for each
n E N*, (Xng(Xn), f(g(xn))) is a local minimum of the function
(x,y,r) --~ r - (x*~,x} + K d ( x , y , r , D ) + K d ( x , y , r , H - l ( o ) ) +
+~(llz - x~ll + lfy - g(x~)ll + I~ - f(g(x~))l).
As D = X × epi f and H - l ( 0 ) = Grg x ~ it follows that, for each n E N*, the
function
where h(x, y, r) = Kd(y, r, epi f) + Kd(x, y, Grg) and hence, by the definition
of the limiting Frdchet-subdifferential and by Theorem 1.2, we get
( x * , 0 , - 1 ) E OFh(xo,g(xo),f(g(xo)) )
C {0} x F~_Ogd(yo, to, epi f) + ~_OFd(xo , Yo, Grg) x {0}.
Thus
As a second consequence of Theorem 3.1 we get (in the reflexive spaces) the
following result of Theorem 7.5 in Ioffe [8] which is an extension of Theorem 12
in Kruger [15].
Remark. In the proof of Theorem 3.1 we have only used the following inequal-
ity
d(x,y,r; D N H - l ( 0 ) ) < ad(x,y,r;D)
for all (x,y,r) C H-I(O) with (x,y,r) near (xo,Yo, ro), for estimating the
subdifferential of f o g. This is weaker than the metric regularity of F ( x , y, r) =
- ( x , y , r ) + D at (xo,g(xo),f(9(xo)),O) with respect to H - l ( 0 ) .
Using this remark we obtain the following result.
Proof First note that g2($1 f7g -1 ($2), x) = ~(S1, x)+k~(S2, g(x)) = ~(S1 x
S2,x,g(x)). Set G(x) = (x,g(x)) and f ( x , y ) = Lv(S1 x S2,x,y). Then '~($1A
g-l(S2),x) = ( f oG)(x). Set H ( x , u , y , r ) = G ( x ) - ( u , y ) , D = X x e p i f
and F ( x , u , y , r ) = - ( x , u , y , r ) + D. Since K is metrically regular at (xo,0)
with respect to $1, then
d ( x , u , y , r ; D A H - l ( O ) ) <. ad(x,u,y,r;D)
for all ( x , u , y , r ) e H-I(O) with (x,u,y,r) near (xo, xo,g(xo),O), and hence
the result follows. []
Remark. The above formula is in fact a formula about the limiting Fr6chet
normal cone since the limiting Fr6chet normal cone to a subset is equal to the
limiting Fr6chet subdifferential of its indicator function. As a consequence of
Corollaries 3.3 and 3.4 we obtain the following result of Ioffe [8].
METRIC REGULARITYAND SUBDIFFERENTIALCALCULUS 99
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