Calculus Rules on the Approximate Second-Order Directional Derivative of a Convex Function

DOI10.1137/0322025zbMath0557.90077OpenAlexW2004988593MaRDI QIDQ3221761

Jean-Baptiste Hiriart-Urruty

Publication date: 1984

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0322025

zbMATH Keywords

approximate second-order directional derivativefunctional operations preserving convexity

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Convexity of real functions of several variables, generalizations (26B25) Methods of successive quadratic programming type (90C55)

Related Items (15)

Second-order directional derivatives for nonsmooth functions ⋮ Calculus rules on a new set—valued second order derivative for convex functions ⋮ On second-order directional derivatives ⋮ Second order approximations and dual necessary optimality conditions ⋮ A successive quadratic programming method for a class of constrained nonsmooth optimization problems ⋮ Second Order Differentiability of Convex Functions in Banach Spaces ⋮ Generalized Second-Order Derivatives of Convex Functions in Reflexive Banach Spaces ⋮ Generalized Second Derivatives of Convex Functions and Saddle Functions ⋮ Direct and inverse addition in convex analysis and applications ⋮ Approximate first-order and second-order directional derivatives of a marginal function in convex optimization ⋮ First-order and second-order epsilon-directional derivatives of a marginal function in convex programming with linear inequality constraints ⋮ First- and Second-Order Epi-Differentiability in Nonlinear Programming ⋮ Directional derivates in minimax problems^(∗) ⋮ Maximal monotone relations and the second derivatives of nonsmooth functions ⋮ On second derivatives for nonsmooth functions

This page was built for publication: Calculus Rules on the Approximate Second-Order Directional Derivative of a Convex Function