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Constructing a sequence of discrete Hessian matrices of an \(SC^{1}\) function uniformly convergent to the generalized Hessian matrix - MaRDI portal

Constructing a sequence of discrete Hessian matrices of an \(SC^{1}\) function uniformly convergent to the generalized Hessian matrix (Q847841)

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scientific article; zbMATH DE number 5673355
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Constructing a sequence of discrete Hessian matrices of an \(SC^{1}\) function uniformly convergent to the generalized Hessian matrix
scientific article; zbMATH DE number 5673355

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    Constructing a sequence of discrete Hessian matrices of an \(SC^{1}\) function uniformly convergent to the generalized Hessian matrix (English)
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    19 February 2010
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    For \(SC^{1}\) functions in the sense of \textit{J. S. Pang} and \textit{L. Qi} [J. Optimization Theory Appl. 85, 633--648 (1995; Zbl 0831.90095)], the authors introduce a notion of discrete Hessian matrix in such a way that the classical generalized Hessian matrix (i.e., Clarke's generalized Jacobian matrix of the gradient) coincides with the limit in the Hausdorff metric of a sequence of sets of discrete Hessian matrices.
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    discrete Hessian matrix
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    generalized Hessian matrix
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    semismooth function
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