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)

Full work available at URL https://doi.org/10.1007/BF01585110

zbMATH Keywords

convergent solution algorithmconvex analysisdifferential propertiesdirectional derivativesduality theoryepsilon-subdifferentiallower-semicontinuous convex functionsNewton type methodnondifferentiable functionssecond derivativesecond order methodssensivity analysissupport function

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)

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

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