Mathematical programming problems, and the techniques used in solving them, naturally involve functions that may well fail to be differentiable. Such functions often have "subdifferential" properties of a sort not covered in classical analysis, but which provide much information about local behavior. This paper outlines the fundamentals of a recently developed theory of generalized directional derivatives and sub-gradients.
CITATION STYLE
Rockafellar, R. T. (1983). Generalized Subgradients in Mathematical Programming. In Mathematical Programming The State of the Art (pp. 368–390). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-642-68874-4_15
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