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A Derivative-Coderivative Inclusion in Second-Order Nonsmooth Analysis
Authors:R. T. Rockafellar and D. Zagrodny
Abstract:For twice smooth functions, the symmetry of the matrix of second partial derivatives is automatic and can be seen as the symmetry of the Jacobian matrix of the gradient mapping. For nonsmooth functions, possibly even extended-real-valued, the gradient mapping can be replaced by a subgradient mapping, and generalized second derivative objects can then be introduced through graphical differentiation of this mapping, but the question of what analog of symmetry might persist has remained open. An answer is provided here in terms of a derivative-coderivative inclusion.
Keywords:graphical derivatives  coderivatives  subgradient mappings  generalized Hessians
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