Clarke Subgradients for Directionally Lipschitzian Stratifiable Functions

Using a geometric argument, we show that under a reasonable continuity condition, the Clarke subdifferential of a semi-algebraic (or more generally stratifiable) directionally Lipschitzian function admits a simple form: The normal cone to the domain and limits of gradients generate the entire Clarke...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Mathematics of operations research 2015-05, Vol.40 (2), p.328-349
Hauptverfasser: Drusvyatskiy, Dmitriy, Ioffe, Alexander D., Lewis, Adrian S.
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:Using a geometric argument, we show that under a reasonable continuity condition, the Clarke subdifferential of a semi-algebraic (or more generally stratifiable) directionally Lipschitzian function admits a simple form: The normal cone to the domain and limits of gradients generate the entire Clarke subdifferential. The characterization formula we obtain unifies various apparently disparate results that have appeared in the literature. Our techniques also yield a simplified proof that closed semialgebraic functions on R n have a limiting subdifferential graph of uniform local dimension n .
ISSN:0364-765X
1526-5471
DOI:10.1287/moor.2014.0672