Generalized Subgradients in Mathematical Programming
R. T. Rockafellar
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R. T. Rockafellar: University of Washington, Department of Mathematics
A chapter in Mathematical Programming The State of the Art, 1983, pp 368-390 from Springer
Abstract:
Abstract Mathematical programming problems, and the techniques used in solving them, naturally involve functions that may well fail to be differentiable. Such functions often have “subdifferential” properties of a sort not covered in classical analysis, but which provide much information about local behavior. This paper outlines the fundamentals of a recently developed theory of generalized directional derivatives and subgradients.
Keywords: Lipschitzian Function; Lower Semicontinuous; Proper Function; Directional Derivative; SIAM Journal (search for similar items in EconPapers)
Date: 1983
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-68874-4_15
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DOI: 10.1007/978-3-642-68874-4_15
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