From Quasidifferentiable to Directed Subdifferentiable Functions: Exact Calculus Rules
Optimization and Control
2016-02-18 v3
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.
Cite
@article{arxiv.1507.00174,
title = {From Quasidifferentiable to Directed Subdifferentiable Functions: Exact Calculus Rules},
author = {Robert Baier and Elza Farkhi and Vera Roshchina},
journal= {arXiv preprint arXiv:1507.00174},
year = {2016}
}