Generalized Hessian for C1,1 functions in infinite dimensional normed spaces

Generalized Hessian for C1,1 functions in infinite dimensional normed spaces

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Article ID: iaor1998411
Country: Netherlands
Volume: 74
Issue: 1
Start Page Number: 59
End Page Number: 78
Publication Date: Jul 1996
Journal: Mathematical Programming
Authors: ,
Abstract:

The subject of this paper is the systematic study of second order notions concerning differentiable functions with Lipschitz derivative. The results and notions are motivated by recent papers of Cominetti, Correa and Hiriart-Urruty. The first goal of this paper is the comparison of several known second order directional derivatives. The second goal is the introduction of a generalized Hessian which is a set of certain symmetric bilinear forms. The relation of this generalized Hessian to other existing second order derivatives is also described.

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