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...
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Veröffentlicht in: | Mathematics of operations research 2015-05, Vol.40 (2), p.328-349 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
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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
. |
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ISSN: | 0364-765X 1526-5471 |
DOI: | 10.1287/moor.2014.0672 |