Related papers: Directional subdifferential of the value function

In this work we analyse the functional ${\cal J}(u)=\|\nabla u\|_\infty$ defined on Lipschitz functions with homogeneous Dirichlet boundary conditions. Our analysis is performed directly on the functional without the need to approximate…

In this paper, we introduce a new higher-order directional derivative and higher-order subdifferential of Hadamard type of a given proper extended real function. This derivative is harmonized with the classical higher-order Fr\'echet…

We study the problem of maximizing a spectral risk measure of a given output function which depends on several underlying variables, whose individual distributions are known but whose joint distribution is not. We establish and exploit an…

The notion of a local fractional derivative (LFD) was introduced recently for functions of a single variable. LFD was shown to be useful in studying fractional differentiability properties of fractal and multifractal functions. It was…

We investigate the connection between maximal directional derivatives and differentiability for Lipschitz functions defined on Laakso space. We show that maximality of a directional derivative for a Lipschitz function implies…

We show that a point is solution of the Minty variational inequality of subdifferential type for a given function if and only if the function is increasing along rays starting from that point. This provides a characterization of the…

The main contribution of this paper is that every convex function with non-empty relative algebraic interior of its domain is Lipschitz and subdifferentiable in some algebraic sense without any additional topological constraints. The…

Computing explicitly the {\epsilon}-subdifferential of a proper function amounts to computing the level set of a convex function namely the conjugate minus a linear function. The resulting theoretical algorithm is applied to the the class…

We describe a method for approximating a single-variable function $f$ using persistence diagrams of sublevel sets of $f$ from height functions in different directions. We provide algorithms for the piecewise linear case and for the smooth…

We generalize and improve the original characterization given by Valadier [18, Theorem 1] of the subdifferential of the pointwise supremum of convex functions, involving the subdifferentials of the data functions at nearby points. We remove…

We develop a new paradigm for finding bifurcations of solutions of nonlinear problems, which is based on the detection of extreme values of new type of variational functional associated with the considering problem. The variational…

We consider an optimal control problem for a dynamical system described by a Caputo fractional differential equation and a terminal cost functional. We prove that, under certain assumptions, the (non-smooth, in general) value functional of…

This manuscript is superseded by Constantine, Dow, and Wang's "Active Subspaces in Theory and Practice: Applications to Kriging Surfaces" [SIAM J. of Sci. Comput., 36 (2014), pp. A1500-A1524]. Many multivariate functions encountered in…

Differential balancing theory for nonlinear model reduction relies on differential controllability and observability functions. In this paper, we further investigate them from two different perspectives. First, we establish novel…

We provide some necessary and sufficient conditions for a proper lower semicontinuous convex function, defined on a real Banach space, to be locally or globally Lipschitz continuous. Our criteria rely on the existence of a bounded selection…

This paper is concerned with the differential sensitivity analysis of variational inequalities in Banach spaces whose solution operators satisfy a generalized Lipschitz condition. We prove a sufficient criterion for the directional…

This paper investigates some aspects of the variational behaviour of nonsmooth functions, with special emphasis on certain stability phenomena. Relationships linking such properties as sharp minimality, superstability, error bound and…

In this paper, locally Lipschitz, regular functions are utilized to identify and remove infeasible directions from set-valued maps that define differential inclusions. The resulting reduced set-valued map is point-wise smaller (in the sense…

We propose a single time-scale stochastic subgradient method for constrained optimization of a composition of several nonsmooth and nonconvex functions. The functions are assumed to be locally Lipschitz and differentiable in a generalized…

This paper is concerned with the sensitivity analysis of a class of parameterized fixed-point problems that arise in the context of obstacle-type quasi-variational inequalities. We prove that, if the operators in the considered fixed-point…