Calculus Rules on the Approximate Second-Order Directional Derivative of a Convex Function

DOI10.1137/0322025MaRDI QIDQ3221761zbMATH OpenOpenAlexFDO

Authors Jean-Baptiste Hiriart-Urruty

Publication date 1984

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0322025

zbMATH Keywords

approximate second-order directional derivativefunctional operations preserving convexity

Mathematics Subject Classification ID

Convexity of real functions of several variables, generalizations (26B25) Convex programming (90C25) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

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Cited in

(19)

• Maximal monotone relations and the second derivatives of nonsmooth functions
• Second-order directional derivatives for nonsmooth functions
• A successive quadratic programming method for a class of constrained nonsmooth optimization problems
• Conjugation and second-order properties of convex functions
• On connections between approximate second-order directional derivative and second-order Dini derivative for convex functions
• First-order and second-order epsilon-directional derivatives of a marginal function in convex programming with linear inequality constraints
• Generalized Second Derivatives of Convex Functions and Saddle Functions
• Limiting behaviour of the approximate first order and second order directional derivatives for a convex function
• Calculus rules on a new set—valued second order derivative for convex functions
• Directional derivates in minimax problems^(∗)
• On second derivatives for nonsmooth functions
• First- and Second-Order Epi-Differentiability in Nonlinear Programming
• Generalized Second-Order Derivatives of Convex Functions in Reflexive Banach Spaces
• scientific article; zbMATH DE number 4123529 (Why is no real title available?)
• Second Order Differentiability of Convex Functions in Banach Spaces
• Second order approximations and dual necessary optimality conditions
• On second-order directional derivatives
• Direct and inverse addition in convex analysis and applications
• Approximate first-order and second-order directional derivatives of a marginal function in convex optimization

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