Approximate first-order and second-order directional derivatives of a marginal function in convex optimization (Q761248)

Given a convex function \(f: {\mathbb{R}}^ p\times {\mathbb{R}}^ q\to (\)- \(\infty,+\infty]\), the marginal function \(\phi\) is defined on \({\mathbb{R}}^ p\) by \(\phi (x)=\inf \{f(x,y)|\) \(y\in {\mathbb{R}}^ q\}\). Our purpose in this paper is to express the approximate first-order and second-order directional derivatives of \(\phi\) at \(x_ o\) in terms of those of f at \((x_ o,y_ o)\), where \(y_ o\) is any element for which \(\phi (x_ o)=f(x_ o,y_ o)\).