A mean value theorem for semidifferentiable functions (Q1375988)

Let \(f:R^n\to R\) be a function and \(C\) be the set of sublinear functionals defined on \(R^n\). \(f\) is said to be upper \(C\)-semidifferentiable at \(\overline x\), if there exists \(\overline g\in C\) such that \(\overline g\) is the functional with maximal epigraph among the set of all \(g\in C\) satisfying the following condition: \[ \limsup_{x\to \overline x} {f(x)- f(\overline x)-g (x- \overline x)\over \| x-\overline x\|}\leq 0. \] In this case, we have \[ \overline g(v)= d^+_{ DH} f(\overline x;v): =\limsup_{t \downarrow 0,v' \to v} t^{-1} \bigl(f (\overline x+tv')-f(\overline x) \bigr), \quad \forall v\in R^n. \] If \(d^+_{DH} f(\overline x;v)= d^+_D f(\overline x;v)= \lim\sup_{t \downarrow 0} t^{-1} (f(\overline x+tv) -f(\overline x))\), then \(f\) is said to be upper Dini regular at \(\overline x\) in direction \(v\). This paper shows that if a continuous function \(f\) is upper \(C\)-semidifferentiable on \((a,b)\) and upper Dini regular on \((a,b)\) in directions \(b-a\) and \(a-b\), then there exists \(c\in(a,b)\) and \[ \xi\in \partial f(c): =\bigl\{\xi \in R^n: \langle \xi,v \rangle\leq d^+_{DH} f(\overline x;v), \quad \forall v\in R^n \bigr\} \] such that \(f(b)-f(a)= \langle\xi, b-a \rangle\).