Recession functions and convexificators
Song Chun-ling
Abstract
Song Chun-ling
Abstract
For a general convex function,directional derivative is not convex.A recession function of a positively homogenous function can be presented as an upper convex approximation,which can be used to study the optimality conditions of a class of nonsmooth optimization—directionally differentiable optimization.
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For a general convex function,directional derivative is not convex.A recession function of a positively homogenous function can be presented as an upper convex approximation,which can be used to study the optimality conditions of a class of nonsmooth optimization—directionally differentiable optimization.
Key concepts: Differentiable function, Pseudoconvex function, Recession, Convex function, Directional derivative, Function (biology), Mathematics, Regular polygon