Approximate first-order and second-order directional derivatives of a marginal function in convex optimization
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Publication:761248
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 \(\phi (x_ o)=f(x_ o,y_ o)\).
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Cited in
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- Clarke directional derivatives of regularized gap functions for nonsmooth quasi-variational inequalities
- Generalized Second Derivatives of Convex Functions and Saddle Functions
- Limiting behaviour of the approximate first order and second order directional derivatives for a convex function
- Deterministic methods in constrained global optimization: Some recent advances and new fields of application
- Second Order Directional Derivatives in Parametric Optimization Problems
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