From Quasidifferentiable to Directed Subdifferentiable Functions: Exact Calculus Rules
classification
🧮 math.OC
keywords
directedfunctionssubdifferentiablecalculusexactquasidifferentiablerulessubdifferential
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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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