Abstract
The purpose of this paper is to give a formula for expessing the second order directional derivatives of the sup-type function S(x) equals sup left brace f(x,t); epsilon TRTBC in terms of the first and second derivatives of f(x,t), where T is a compact set in a metric space and we assume that f, PARTIAL T right brace in terms of the first and second drivatives of f(x,t), where T is a compact set in a metric space and we assume that f, PARTIAL f/ PARTIAL x and PARTIAL **2**4f/ PARTIAL x**2 are continuous on R double prime multiplied by T. We will give a geometrical meaning of the formula. We will moreover give a sufficient condition for S(x) to be directionally twice differentiable.
Original language | English |
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Pages (from-to) | 327-339 |
Number of pages | 13 |
Journal | Mathematical Programming |
Volume | 41 |
Issue number | 3 |
Publication status | Published - Sept 1988 |
All Science Journal Classification (ASJC) codes
- Computer Graphics and Computer-Aided Design
- Software
- Management Science and Operations Research
- Safety, Risk, Reliability and Quality
- Mathematics(all)
- Applied Mathematics