On a class of nonsmooth composite functions

On a class of nonsmooth composite functions

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Article ID: iaor20072084
Country: United States
Volume: 28
Issue: 4
Start Page Number: 677
End Page Number: 692
Publication Date: Nov 2003
Journal: Mathematics of Operations Research
Authors:
Keywords: programming: convex
Abstract:

We discuss in this paper a class of nonsmooth functions which can be represented, in a neighborhood of a considered point, as a composition of a positively homogeneous convex function and a smooth mapping which maps the considered point into the null vector. We argue that this is a sufficiently rich class of functions and that such functions have various properties useful for purposes of optimization.

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