Convexity and generalized second-order derivatives for locally Lipschitz functions (Q707041)
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English | Convexity and generalized second-order derivatives for locally Lipschitz functions |
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Convexity and generalized second-order derivatives for locally Lipschitz functions (English)
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9 February 2005
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Given a normed space \(X\) with sphere \(S_{X}\) and a nonempty open subset \(U\) of \(X,\) the author proves that a locally Lipschitz function \(f:X\rightarrow\mathbb{R}\) is convex if and only if for every \(x\in X\) and \(h\in S_{X}\) one has \(f_{+}^{\prime\prime}(x)(h,h)\geq0,\) where \[ f_{+}^{\prime\prime}(x)(u,v)={\lim\inf}_{t\to0}\,\left\{\frac{1}{t}\langle q-p,v\rangle:\,q\in\partial^{c}f(x+tu),\,p\in\partial^{c}f(x)\right\}, \] and where \(\partial^{c}f\) stands for the Clarke subdifferential of \(f\).
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nonsmooth analysis
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generalized second order derivative
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locally Lipschitz function
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convexity
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Clarke subdifferential
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