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)

• 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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