Estimating Tangent and Normal Cones Without Calculus

Published Online:https://doi.org/10.1287/moor.1050.0163

References

  • Burke J. V., Lewis A. S., Overton M. L. Approximating subdifferentials by random sampling of gradients. Math. Oper. Res. (2002) 27:567–584LinkGoogle Scholar
  • Burke J. V., Lewis A. S., Overton M. L. A robust gradient sampling algorithm for nonsmooth, nonconvex optimization. SIAM J. Optim. (2005) 15:751–779CrossrefGoogle Scholar
  • Clarke F. H. Necessary conditions for nonsmooth problems in optimal control and the calculus of variations. (1973) . Ph.D. thesis, University of Washington, Seattle, WAGoogle Scholar
  • Clarke F. H., Ledyaev Yu. S., Stern R. J., Wolenski P. R.Nonsmooth Analysis and Control Theory (1998) (Springer-Verlag, New York) Google Scholar
  • Clarke F. H., Stern R. J., Wolenski P. R. Proximal smoothness and the lower-C² property. J. Convex Anal. (1995) 2:117–144Google Scholar
  • Ioffe A. D. Sous-différentielles approchées de fonctions numériques. Comptes Rendus Académie Sciences Paris (1981) 292:675–678Google Scholar
  • Kruger A. Y., Mordukhovich B. S. Extremal points and the Euler equation in nonsmooth analysis. Dokl. Akad. Nauk BSSR (1980) 24:684–687Google Scholar
  • Mordukhovich B. S. Maximum principle in the problem of time optimal response with nonsmooth constraints. J. Appl. Math. Mech. (1976) 40:960–969CrossrefGoogle Scholar
  • Poliquin R. A., Rockafellar R. T., Thibault L. Local differentiability of distance functions. Trans. Amer. Math. Soc. (2000) 352:5231–5249CrossrefGoogle Scholar
  • Rockafellar R. T., Wets R. J.-B.Variational Analysis (1998) (Springer, Berlin, Germany) CrossrefGoogle Scholar
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.