Support functions of the Clarke generalized Jacobian and of its plenary hull (Q1612547)

For a locally Lipschitz function \(f:D\to{\mathbb R}^m\) (where \(D\) is an open subset of \({\mathbb R}^n\)) at each point \(x_0\in D\), the generalized Jacobian \(JF(x_0)\) is defined as the closed convex hull of all limit points of sequences of Fréchet derivatives \(F'(x_n)\) along sequences \((x_n)\) tending to \(x_0\). The plenary hull of this set consists of those \(m\times n\) matrices \(A\) such that \(Au\in JF(x_0)u\) holds for all \(u\in {\mathbb R}^n\). The main results of this paper yield an evaluation of the support function of the generalized Jacobian and of its plenary hull viewing these sets as subsets of the space \({\mathbb R}^{m\times n}=M_{m,n}({\mathbb R})\) of all \(m\times n\) matrices equipped with the scalar product \(\langle \langle A,B \rangle \rangle=\text{tr} (A^TB)\). By these results, the support function of the generalized Jacobian turns out to be a ``generalized directional divergence''. A new proof for the Clarke-Jacobian chain rule is offered. Applications to second-order differentiation theory are also considered.