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The upper and lower second order directional derivatives of a sup-type function
Authors:Hidefumi Kawasaki
Affiliation:(1) Department of Mathematics, Kyushu University 33, 812 Fukuoka, Japan
Abstract:
The purpose of this paper is to give a formula for expressing the second order directional derivatives of the sup-type functionS(x) = sup{f(x, t); t isin T} in terms of the first and second derivatives off(x, t), whereT is a compact set in a metric space and we assume thatf, partf/partx andpart2f/partx2 are continuous on Ropfn× T. We will give a geometrical meaning of the formula. We will moreover give a sufficient condition forS(x) to be directionally twice differentiable.
Keywords:Envelope  sup-type function  second order directional derivative  nondifferentiable function
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