Lr. Huang et Kf. Ng, ON LOWER BOUNDS OF THE 2ND-ORDER DIRECTIONAL-DERIVATIVES OF BEN-TAL, ZOWE, AND CHANEY, Mathematics of operations research, 22(3), 1997, pp. 747-753
Citations number
20
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics
Let f be a regular, locally Lipschitz real-valued function defined on
an open convex subset of a normed space. We show that at any unit dire
ction u, the upper second-order derivative D(+)(2)f(.;u, 0) (in the se
nse of Dem'yanov and Pevnyi 1974; Ben-Tal and Zowe 1982) has the same
lower bounds as the lower second-order derivatives D(-)(2)f(.; u, 0).
Consequently, one can characterize the convexity of f in terms of thes
e derivatives. We also obtain the corresponding results in terms of Ch
aney's second-order directional derivatives.