Star-shaped differentiable functions and star-shaped differentials. (English) Zbl 1224.49020
Summary: Based on the isomorphism between the space of star-shaped sets and the space of continuous positively homogeneous real-valued functions, the star-shaped differential of a directionally differentiable function is defined. Formulas for star-shaped differential of a pointwise maximum and a pointwise minimum of a finite number of directionally differentiable functions, and a composite of two directionally differentiable functions are derived. Furthermore, the mean-value theorem for a directionally differentiable function is demonstrated.
MSC:
49J52 | Nonsmooth analysis |
90C30 | Nonlinear programming |
90C90 | Applications of mathematical programming |