1995•OptimizationRequires access
On the generalized differentiability(*)
C. Sutti
Open publisher page 3 citations
Abstract
A monotone generalized derivative, defined for directionally differentiable Lipschitzian functions, is discussed with respect to the G- and K-derivatives. It turns out that it provides local approximations of the functions and can be represented by convex cones. Therefore, a concept of M-differentiability will be introduced which implies subdifferentiability. Then, within the G-and M-differentiability, some directional properties of the Lipschitzian functions are stated and verified by a numerical example, where the computation of monotone generalized derivatives and subdifferentials is shown