On a class of nonsmooth composite functions

被引:22
作者
Shapiro, A [1 ]
机构
[1] Georgia Inst Technol, Sch Ind & Syst Engn, Atlanta, GA 30332 USA
关键词
nonsmooth optimization; directional derivatives; semismooth functions; partially smooth functions; optimality conditions; sensitivity analysis;
D O I
10.1287/moor.28.4.677.20512
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We discuss in this paper a class of nonsmooth functions which can be represented, in a neighborhood of a considered point, as a composition of a positively homogeneous convex function and a smooth mapping which maps the considered point into the null vector. We argue that this is a sufficiently rich class of functions and that such functions have various properties useful for purposes of optimization.
引用
收藏
页码:677 / 692
页数:16
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