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

DOI10.1007/BF01585110zbMATH Open0505.90067MaRDI QIDQ4742573FDOQ4742573

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
• Lipschitz $r$-continuity of the approximative subdifferential of a convex function.
• Fast and read-only algorithms for traversing trees without an auxiliary stack

Cited In (9)

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

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