SIAM Journal on Control and Optimization, Vol.36, No.5, 1815-1832, 1998
Approximate Jacobian matrices for nonsmooth continuous maps and C-1-optimization
The notion of approximate Jacobian matrices is introduced for a continuous vector-valued map. It is shown, for instance, that the Clarke generalized Jacobian is an approximate Jacobian for a locally Lipschitz map. The approach is based on the idea of convexificators of real-valued functions. Mean value conditions for continuous vector-valued maps and Taylor's expansions for continuously Gateaux differentiable functions (i.e., C-1-functions) are presented in terms of approximate Jacobians and approximate Hessians, respectively. Second-order necessary and sufficient conditions for optimality and convexity of C-1-functions are also given.
Keywords:2ND-ORDER OPTIMALITY CONDITIONS;DIFFERENTIAL-CALCULUS;C-1;C-1 FUNCTIONS;CONVEX-FUNCTIONS;MINIMIZATION;SUBDIFFERENTIALS;DERIVATIVES;MAPPINGS;SPACES