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Generalized gradients and applications
Author:
Frank H. Clarke
Journal:
Trans. Amer. Math. Soc. 205 (1975), 247-262
MSC:
Primary 26A51; Secondary 53C70
MathSciNet review:
0367131
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Abstract: A theory of generalized gradients for a general class of functions is developed, as well as a corresponding theory of normals to arbitrary closed sets. It is shown how these concepts subsume the usual gradients and normals of smooth functions and manifolds, and the subdifferentials and normals of convex analysis. A theorem is proved concerning the differentiability properties of a function of the form . This result unifies and extends some theorems of Danskin and others. The results are then applied to obtain a characterization of flow-invariant sets which yields theorems of Bony and Brezis as corollaries.
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(French, with English summary). MR 0262881
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Haïm
Brezis, On a characterization of flow-invariant sets, Comm.
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F. H. Clarke, Necessary conditions for nonsmooth problems in optimal control and the calculus of variations, Thesis, University of Washington, 1973.
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F. Dem′janov and V.
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0297378 (45 #6435)
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- [2]
- H. Brezis, On a characterization of flow-invariant sets, Comm. Pure Appl. Math. 23 (1970), 261-263. MR 41 #2161. MR 0257511 (41:2161)
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- F. H. Clarke, Necessary conditions for nonsmooth problems in optimal control and the calculus of variations, Thesis, University of Washington, 1973.
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- -, Necessary conditions for nonsmooth variational problems (Proc. Fourteenth Biennial Sem. Canad. Math. Congr., 1974), Springer-Verlag, New York (to appear).
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- A. F. Filippov, Classical solutions of differential equations with multivalued righthand side, SIAM J. Control 5 (1967), 609-621. MR 36 #4047. MR 0220995 (36:4047)
- [8]
- W. Hogan, Directional derivatives for extremal-value functions with applications to the completely convex case, Operations Res. 21 (1973), 188-209. MR 0351463 (50:3951)
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- B. N. Pšeničnyi, Necessary conditions for an extremum, Izdat."Nauka", Moscow, 1969; English transl., Pure and Appl. Math., vol. 4, Dekker, New York, 1971. MR 43 #2584; #2585. MR 0276845 (43:2585)
- [10]
- R. M. Redheffer, The theorems of Bony and Brezis on flow-invariant sets, Amer. Math. Monthly 79 (1972), 740-747. MR 46 #2166. MR 0303024 (46:2166)
- [11]
- R. T. Rockafellar, Convex analysis, Princeton Math. Ser., no. 28., Princeton Univ. Press, Princeton, N. J., 1970. MR 43 #445. MR 0274683 (43:445)
- [12]
- -, Conjugate convex functions in optimal control and the calculus of variations, J. Math. Anal. Appl. 32 (1970), 174-222. MR 42 #929. MR 0266020 (42:929)
- [13]
- -, Existence and duality theorems for convex problems of Bolza, Trans. Amer. Math. Soc. 159 (1971), 1-40. MR 43 #7995. MR 0282283 (43:7995)
- [14]
- E. M. Stein, Singular Integrals and differentiability properties of functions, Princeton Math. Ser., no. 30, Princeton Univ. Press, Princeton, N.J. 1970. MR 44 #7280. MR 0290095 (44:7280)
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Additional Information
DOI:
http://dx.doi.org/10.1090/S0002-9947-1975-0367131-6
PII:
S 0002-9947(1975)0367131-6
Keywords:
Nondifferentiable functions,
Lipschitz,
generalized gradients,
max functions,
tangent cones,
directional derivatives,
flow-invariant sets
Article copyright:
© Copyright 1975 American Mathematical Society
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