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Mathematical Programming The State of the Art pp 368–390Cite as

Generalized Subgradients in Mathematical Programming

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Abstract

Mathematical programming problems, and the techniques used in solving them, naturally involve functions that may well fail to be differentiable. Such functions often have “subdifferential” properties of a sort not covered in classical analysis, but which provide much information about local behavior. This paper outlines the fundamentals of a recently developed theory of generalized directional derivatives and subgradients.

Research supported in part by the Air Force Office of Scientific Research, United States Air Force, under grant no. F4960-82-K-0012.

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Author information

Authors and Affiliations

  1. Department of Mathematics, University of Washington, C138 Padelford Hall, GN-50, Seattle, WA, 98195, USA

    R. T. Rockafellar

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  1. R. T. Rockafellar
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Editors and Affiliations

  1. Institut für Ökonometrie und Operations Research, Universität Bonn, Nassestraße 2, D-5300, Bonn 1, Germany

    Achim Bachem  & Bernhard Korte  & 

  2. Lehrstuhl für Angewandte Mathematik II, Universität Augsburg, Memminger Straße 6, D-8900, Augsburg, Germany

    Martin Grötschel

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© 1983 Springer-Verlag Berlin Heidelberg

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Rockafellar, R.T. (1983). Generalized Subgradients in Mathematical Programming. In: Bachem, A., Korte, B., Grötschel, M. (eds) Mathematical Programming The State of the Art. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-68874-4_15

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  • DOI: https://doi.org/10.1007/978-3-642-68874-4_15

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-68876-8

  • Online ISBN: 978-3-642-68874-4

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