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arXiv · 1507.00174

From Quasidifferentiable to Directed Subdifferentiable Functions: Exact Calculus Rules

Robert Baier·Elza Farkhi·Vera Roshchina
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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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Robert Baier, Elza Farkhi, Vera Roshchina. 2015-07-01. From Quasidifferentiable to Directed Subdifferentiable Functions: Exact Calculus Rules. https://arxiv.org/abs/1507.00174

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