Differentiability of Convex Functions

Chapter
Part of the CMS Books in Mathematics book series (CMSBM)

Abstract

Fr9chet differentiability, Gâteaux differentiability, directional differentiability, subdifferentiability, and continuity are notions that are closely related to each other. In this chapter, we provide fundamental results on these relationships, as well as basic results on the steepest descent direction, the Chebyshev center, and the max formula that relates the directional derivative to the support function of the subdifferential at a given point.

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Copyright information

© Springer Science+Business Media, LLC 2011

Authors and Affiliations

  1. 1.Mathematics Irving K. Barber SchoolUniversity of British ColumbiaKelownaCanada
  2. 2.Laboratoire Jacques-Louis LionsUniversité Pierre et Marie Curie - Paris 6ParisFrance

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