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Some Classical Directional Derivatives and Their Use in Optimization

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  • Giorgio Giorgi

    (University of Pavia)

Abstract

We give an overview, in …nite-dimensioonal Euclidean spaces, of some classical directional derivatives (usual directional derivatives, Dini directional derivatives, Hadamard directional derivatives) and of some classical differentiability notions. We take into consideration some applications of the said concepts to convex and generalized convex functions, to nonsmooth unconstrained optimization problems and to nonsmooth constrained scalar and vector optimization pronlems. Also the axiomatic approach to nonsmooth analysis and nonsmooth optimization problems, proposed by K.-H. Elster and J. Thierfelder, is brie‡y considered.

Suggested Citation

  • Giorgio Giorgi, 2021. "Some Classical Directional Derivatives and Their Use in Optimization," DEM Working Papers Series 204, University of Pavia, Department of Economics and Management.
    • Handle: RePEc:pav:demwpp:demwp0204
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    File URL: http://dem-web.unipv.it/web/docs/dipeco/quad/ps/RePEc/pav/demwpp/DEMWP0204.pdf
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    References listed on IDEAS

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