On lower bounds of the second-order directional derivatives of Ben-Tal, Zowe and Chaney

On lower bounds of the second-order directional derivatives of Ben-Tal, Zowe and Chaney

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Article ID: iaor2004769
Country: United States
Volume: 22
Issue: 3
Start Page Number: 747
End Page Number: 753
Publication Date: Aug 1997
Journal: Mathematics of Operations Research
Authors: ,
Abstract:

Let f be a regular, locally Lipschitz real-valued function defined on an open convex subset of a normed space. We show that any unit direction u, the upper second-order derivative D+2f(·; u, 0) has the same lower bounds as the lower second-order derivatives D2f(·; u, 0). Consequently, one can characterize the convexity of f in terms of these derivatives. We also obtain the corresponding results in terms of Chaney's second-order directional derivatives.

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