Numerical Functional Analysis and Optimization · 1980 · 50 citations · 18 references
Natural SciencesMathematicsOptimizationConvex AnalysisConvex OptimizationGradient-based OptimizationConvex Analysis Existence TheoremsConvexity AnalysisLipschitz ConditionsLipschitz ContinuityLipschitz ExtensionsMean Value TheoremsNonsmooth Optimization
Different extensions of the notion of gradient in differentiable analysis and of subdifferential in convex analysis are used in order to derive mean value theorems for non-differentiable functions. Previous results dealing with convex or locally Lipschitz real-valued functions are extended. In addition, mean value theorems in an equality form are described for locally Lipschitz vector-valued mappings.
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Stéphane Crépey, Olivier Guéant, David Hobson et al. · HAL (Le Centre pour la Communication Scientifique Directe) · 2011 · 10.2K citations
Generalized gradients and applications
Frank H. Clarke · Transactions of the American Mathematical Society · 1975 · 1.2K citations
A New Approach to Lagrange Multipliers
Frank H. Clarke · Mathematics of Operations Research · 1976 · 502 citations