Applied Mathematics and Optimization, Vol.84, No.3, 3499-3516, 2021
Gateaux Differentiability Revisited
We revisit some basic concepts and ideas of the classical differential calculus and convex analysis extending them to a broader frame. We reformulate and generalize the notion of Gateaux differentiability and propose new notions of generalized derivative and generalized subdifferential in an arbitrary topological vector space. Meaningful examples preserving the key properties of the original notion of derivative are provided.
Keywords:Gateaux differentiability;Moreau–;Rockafellar subdifferential;Convex function;Directional derivative