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Generalized Subgradients in Mathematical Programming

In: Mathematical Programming The State of the Art

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  • R. T. Rockafellar

    (University of Washington, Department of Mathematics)

Abstract

Mathematical programming problems, and the techniques used in solving them, naturally involve functions that may well fail to be differentiable. Such functions often have “subdifferential” properties of a sort not covered in classical analysis, but which provide much information about local behavior. This paper outlines the fundamentals of a recently developed theory of generalized directional derivatives and subgradients.

Suggested Citation

  • R. T. Rockafellar, 1983. "Generalized Subgradients in Mathematical Programming," Springer Books, in: Achim Bachem & Bernhard Korte & Martin Grötschel (ed.), Mathematical Programming The State of the Art, pages 368-390, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-68874-4_15
    DOI: 10.1007/978-3-642-68874-4_15
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