Generalized Directional Derivatives and Subgradients of Nonconvex Functions

Abstract

Studies of optimization problems and certain kinds of differential equations have led in recent years to the development of a generalized theory of differentiation quite distinct in spirit and range of application from the one based on L. Schwartz's “distributions.” This theory associates with an extended-real-valued function ƒ on a linear topological space E and a point x ∈ E certain elements of the dual space E* called subgradients or generalized gradients of ƒ at x. These form a set ∂ƒ(x) that is always convex and weak*-closed (possibly empty). The multifunction ∂ƒ : x →∂ƒ( x ) is the sub differential of ƒ. Rules that relate ∂ƒ to generalized directional derivatives of ƒ, or allow ∂ƒ to be expressed or estimated in terms of the subdifferentials of other functions (whenƒ = ƒ 1 + ƒ 2 ,ƒ = g o A, etc.), comprise the sub differential calculus.