Article ID: | iaor20163672 |
Volume: | 171 |
Issue: | 2 |
Start Page Number: | 384 |
End Page Number: | 401 |
Publication Date: | Nov 2016 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Baier Robert, Farkhi Elza, Roshchina Vera |
Keywords: | differential equations |
We derive exact calculus rules for the directed subdifferential defined for the class of directed subdifferentiable functions. We also state optimality conditions, a chain rule and a mean‐value theorem. Thus, we extend the theory of the directed subdifferential from quasidifferentiable to directed subdifferentiable functions.