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scientific article; zbMATH DE number 16306
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scientific article; zbMATH DE number 16306 |
Statements
26 June 1992
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generalized gradient
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nonsmooth functions
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subdifferentials
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quasidifferential
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[For the entire collection see Zbl 0719.00020.] To study nonsmooth functions several generalizations of the concept of gradient have been introduced (e.g. Warga containers, Clarke and Penot subdifferentials, quasidifferential). All of them are multivalued mappings and, unfortunately, discontinuous. Here, a new generalization of the concept of gradient is introduced. A function \(f: \mathbb{R}^ n\to R\) is called codifferentiable at \(x\) if there exists a pair of compact convex sets \(\underline df(x)\subset \mathbb{R}^{n+1}\) and \(\bar df(x)\subset\mathbb{R}^{n+1}\) such that \[ f(x+\Delta)=f(x)+\max_{[a,v]\in \underline df(x)} [a+(v,\Delta)]+\min_{[b,w]\in \bar d f(x)}[b+(w,\Delta)]+0(\Delta) \] where \(a,b\in R\); \(v,w\in \mathbb{R}^ n\). The pair \(Df(x)=[\underline d f(x),\bar d f(x)]\) is called a codifferential of \(f\) at \(x\). It is shown that in many cases the mapping \(Df\) may be chosen to be continuous. Note that the quasidifferential is a pair of sets in \(\mathbb{R}^ n\), but the codifferential is a pair of sets in \(\mathbb{R}^{n+1}\). The continuity is provided by adding a new dimension.
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