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A chain rule for first- and second-order epiderivatives and hypoderivatives
Authors:DE Ward
Institution:Department of Mathematics and Statistics, Miami University, Oxford, OH 45056, USA
Abstract:A chain rule is established for contingent and adjacent epiderivatives and hypoderivatives of compositions gh, where h is assumed to be Hadamard directionally differentiable. Corollaries include a formula for the contingent and adjacent cones of an equality constraint set defined by a Hadamard directionally differentiable function. An analogous chain rule for second-order contingent and adjacent epiderivatives and hypoderivatives is also developed.
Keywords:Contingent cone  Adjacent cone  Epiderivative  Hypoderivative  Hadamard directional derivative  Second-order tangent set  Basic normal cone
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