Constructing a sequence of discrete Hessian matrices of an SC^1 function uniformly convergent to the generalized Hessian matrix

DOI10.1007/S10107-008-0238-5MaRDI QIDQ847841zbMATH OpenOpenAlexFDO

Authors Rohollah Yousefpour, Nezam Mahdavi-Amiri

Publication date 19 February 2010

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10107-008-0238-5

zbMATH Keywords

discrete Hessian matrixgeneralized Hessian matrixsemismooth function

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Derivative-free methods and methods using generalized derivatives (90C56)

Review text

For \(SC^{1}\) functions in the sense of \textit{J. S. Pang} and \textit{L. Qi} [J. Optimization Theory Appl. 85, 633--648 (1995; Zbl 0831.90095)], the authors introduce a notion of discrete Hessian matrix in such a way that the classical generalized Hessian matrix (i.e., Clarke's generalized Jacobian matrix of the gradient) coincides with the limit in the Hausdorff metric of a sequence of sets of discrete Hessian matrices.

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Cites work

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Cited in

(1)

• A Probabilistic Approach to the Generalized Hessian

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