A simple formula for the second-order subdifferential of maximum functions
| dc.bibliographicCitation.seriesTitle | WIAS Preprints | eng |
| dc.bibliographicCitation.volume | 1819 | |
| dc.contributor.author | Emich, Konstantin | |
| dc.contributor.author | Henrion, René | |
| dc.date.accessioned | 2016-03-24T17:37:44Z | |
| dc.date.available | 2019-06-28T08:18:50Z | |
| dc.date.issued | 2013 | |
| dc.description.abstract | We derive a simple formula for the second-order subdifferential of the maximum of coordinates which allows us to construct this set immediately from its argument and the direction to which it is applied. This formula can be combined with a chain rule recently proved by Mordukhovich and Rockafellar [9] in order to derive a similarly simple formula for the extended partial second-order subdifferential of finite maxima of smooth functions. Analogous formulae can be derived immediately for the full and conventional partial secondorder subdifferentials. | eng |
| dc.description.version | publishedVersion | eng |
| dc.format | application/pdf | |
| dc.identifier.issn | 0946-8633 | |
| dc.identifier.uri | https://doi.org/10.34657/1918 | |
| dc.identifier.uri | https://oa.tib.eu/renate/handle/123456789/3188 | |
| dc.language.iso | eng | eng |
| dc.publisher | Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik | eng |
| dc.relation.issn | 0946-8633 | eng |
| dc.rights.license | This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties. | eng |
| dc.rights.license | Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. | ger |
| dc.subject.ddc | 510 | eng |
| dc.subject.other | Second-order subdifferential | eng |
| dc.subject.other | extended partial second-order subdifferential | eng |
| dc.subject.other | maximum function | eng |
| dc.subject.other | calculus rules | eng |
| dc.subject.other | Subdifferential | eng |
| dc.title | A simple formula for the second-order subdifferential of maximum functions | eng |
| dc.type | Report | eng |
| dc.type | Text | eng |
| tib.accessRights | openAccess | eng |
| wgl.contributor | WIAS | eng |
| wgl.subject | Mathematik | eng |
| wgl.type | Report / Forschungsbericht / Arbeitspapier | eng |
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