On the differential properties of the support function of the∈-subdifferential of a convex function

DOI10.1007/BF01585110MaRDI QIDQ4742573zbMATH OpenFDO

Authors A. Auslender

Publication date 1982

Published in Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

convex analysisdirectional derivativessupport functionduality theorynondifferentiable functionsdifferential propertiesNewton type methodsecond derivativesensivity analysissecond order methodslower-semicontinuous convex functionsepsilon-subdifferentialconvergent solution algorithm

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Cites work

• Convex Analysis
• Directional Derivatives for Extremal-Value Functions with Applications to the Completely Convex Case
• Fast and read-only algorithms for traversing trees without an auxiliary stack
• Lipschitz $r$-continuity of the approximative subdifferential of a convex function.

Cited in

(9)

• First-order and second-order epsilon-directional derivatives of a marginal function in convex programming with linear inequality constraints
• Approximate first-order and second-order directional derivatives of a marginal function in convex optimization
• Continuity of the approximate subdifferential
• Approximation to a set-valued mapping. I: A proposal
• The eclipsing concept to approximate a multi-valued mapping
• Generalized Second Derivatives of Convex Functions and Saddle Functions
• An introduction to the theory of nonsmooth optimization
• The upper and lower second order directional derivatives of a sup-type function
• On connections between approximate second-order directional derivative and second-order Dini derivative for convex functions

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