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Directional derivatives of difference functions of nonsmooth max-functions
Authors:Lu-lin Tan
Affiliation:(3) School of Math., University Sydney, Sydney, Australia;
Abstract:In this paper, we give an upper estimate for the Clarke-Rockafellar directional derivatives of a function of the form f − g, where f, g are max-functions defined by locally Lipschitz but not necessarily differentiable functions on a closed convex set in a Euclidean space. As an application, we give a sufficient condition for f − g to have an error bound.
Keywords:Clarke-rockafellar directional derivatives   generalized directional derivatives   rademacher theorem  dini-directional derivatives   max-functions   error bound
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