ON LOWER BOUNDS OF THE 2ND-ORDER DIRECTIONAL-DERIVATIVES OF BEN-TAL, ZOWE, AND CHANEY

Authors
Citation
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
ISSN journal
0364765X
Volume
22
Issue
3
Year of publication
1997
Pages
747 - 753
Database
ISI
SICI code
0364-765X(1997)22:3<747:OLBOT2>2.0.ZU;2-X
Abstract
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.