Representation of the Clarke subdifferential for a regular quasidifferentiable function

A class of Lipschitz quasidifferentiable functions is described for which the exact representation of the Clarke subdifferential in terms of a quasidifferential holds. The sufficient conditions formulated are different from those previously established by Rubinov and Akhundov.     

Lipschitz functions with maximal Clarke subdifferentials are generic

We show that on a separable Banach space most Lipschitz functions have maximal Clarke subdifferential mappings. In particular, the generic nonexpansive function has the dual unit ball as its Clarke subdifferential at every point. Diverse corollaries are given.

     

The approximate and the Clarke subdifferentials can be different everywhere

We prove that, for a Lipschitz function on , n2, the approximate and the Clarke subdifferentials can differ everywhere. This completely answers a question by A.D. Ioffe, which was partially answered by G. Katriel.     

Integral of the Clarke subdifferential mapping and a generalized Newton-Leibniz formula

In the theory of Lebesgue integration it has been proved that if f is a real Lipschitz function defined on a segment [a,b]⊂R, then the Newton-Leibniz formula (the fundamental theorem of calculus) holds. This paper extends the fact to the case where the Fréchet derivative f^′(⋅) (which is defined almost everywhere on [a,b] by the Rademacher theorem) and the Lebesgue integral are replaced, respectively, by the Clarke subdifferential mapping ∂_Cf(⋅) and the Aumann (set-valued) integral. Among other things, we show that and the equality is valid if and only if f is strictly Hadamard differentiable almost everywhere on [a,b]. The result is derived from a general representation formula, which we obtain herein for the integral of the Clarke subdifferential mapping of a Lipschitz function defined on a separable Banach space.     

The Clarke and Michel-Penot Subdifferentials of the Eigenvalues of a Symmetric Matrix

We calculate the Clarke and Michel-Penot subdifferentials of the function which maps a symmetric matrix to its mth largest eigenvalue. We show these two subdifferentials coincide, and are identical for all choices of index m corresponding to equal eigenvalues. Our approach is via the generalized directional derivatives of the eigenvalue function, thereby completing earlier studies on the classical directional derivative.     

Implicit functions and sensitivity of stationary points

We consider the spaceL(D) consisting of Lipschitz continuous mappings fromD to the Euclideann-space ⁿ ,D being an open bounded subset of ⁿ . LetF belong toL(D) and suppose that solves the equationF(x) = 0. In case that the generalized Jacobian ofF at is nonsingular (in the sense of Clarke, 1983), we show that forG nearF (with respect to a natural norm) the systemG(x) = 0 has a unique solution, sayx(G), in a neighborhood of Moreover, the mapping which sendsG tox(G) is shown to be Lipschitz continuous. The latter result is connected with the sensitivity of strongly stable stationary points in the sense of Kojima (1980); here, the linear independence constraint qualification is assumed to be satisfied.     

Clarke Generalized Jacobian of the Projection onto the Cone of Positive Semidefinite Matrices

This paper studies the differentiability properties of the projection onto the cone of positive semidefinite matrices. In particular, the expression of the Clarke generalized Jacobian of the projection at any symmetric matrix is given.*Research supported by NSERC.     

Upper Subderivatives and Generalized Gradients of the Marginal Function of a Non-Lipschitzian Program

We obtain an upper bound for the upper subderivative of the marginal function of an abstract parametric optimization problem when the objective function is lower semicontinuous. Moreover, we apply the result to a nonlinear program with right-hand side perturbations. As a result, we obtain an upper bound for the upper subderivative of the marginal function of a nonlinear program with right-hand side perturbations, which is expressed in dual form in terms of appropriate Lagrange multipliers. Finally, we present conditions which imply that the marginal function is locally Lipschitzian.     

Integral transform and fractional derivative formulas involving the extended generalized hypergeometric functions and probability distributions

In the present paper, our aim is to establish several formulas involving integral transforms, fractional derivatives, and a certain family of extended generalized hypergeometric functions. As corollaries and consequences, many interesting results are shown to follow from our main results. A probability density function involving the extended generalized hypergeometric function is introduced, and its properties are studied. The corresponding properties of some of the classical probability distributions and their associated probability density functions are easily derivable as special cases of our general results. Copyright © 2016 John Wiley & Sons, Ltd.