Approximating a Second-Order Directional Derivative for Nonsmooth Convex Functions
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Publication:4744876
DOI10.1137/0320057zbMath0507.49021OpenAlexW2059671827MaRDI QIDQ4744876
Publication date: 1982
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0320057
generalized second derivativesdirectional derivative of a convex functionapproximate second-order directional derivative
Convex programming (90C25) Methods involving semicontinuity and convergence; relaxation (49J45) Continuity and differentiation questions (26B05) Convexity of real functions of several variables, generalizations (26B25) Methods of successive quadratic programming type (90C55)
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