Clarke Subgradients for Directionally Lipschitzian Stratifiable Functions

Published Online:https://doi.org/10.1287/moor.2014.0672

Using a geometric argument, we show that under a reasonable continuity condition, the Clarke subdifferential of a semi-algebraic (or more generally stratifiable) directionally Lipschitzian function admits a simple form: The normal cone to the domain and limits of gradients generate the entire Clarke subdifferential. The characterization formula we obtain unifies various apparently disparate results that have appeared in the literature. Our techniques also yield a simplified proof that closed semialgebraic functions on Rn have a limiting subdifferential graph of uniform local dimension n.

INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.