From Quasidifferentiable to Directed Subdifferentiable Functions: Exact Calculus Rules

From Quasidifferentiable to Directed Subdifferentiable Functions: Exact Calculus Rules

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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: , ,
Keywords: differential equations
Abstract:

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.

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