Continuous approximations to generalized jacobians

Here we discuss approximations to the Clarke generalized Jacobian of Lipschitz mappings from ℝ n , to ℝ m . A calculus for such approximations is outlined for both inner and outer compositions of Lipschitz mappings and continuously differentiable mappings. Typical examples of the approximations are...

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Veröffentlicht in:Optimization 1999-01, Vol.46 (3), p.221-246
Hauptverfasser: Xu, H., Rubinov, A.M., Glover, B.M.
Format: Artikel
Sprache:eng
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Zusammenfassung:Here we discuss approximations to the Clarke generalized Jacobian of Lipschitz mappings from ℝ n , to ℝ m . A calculus for such approximations is outlined for both inner and outer compositions of Lipschitz mappings and continuously differentiable mappings. Typical examples of the approximations are presented. For real-valued Lipschitz functions these approximations reduce to approximations to the Clarke subdifferential. Applications of such approximations are outlined
ISSN:0233-1934
1029-4945
DOI:10.1080/02331939908844455