Group for Research in Decision Analysis

Algorithmic construction of the subdifferential from directional derivatives

Warren Hare The University of British Columbia, Canada

The subdifferential of a function is a generalization for nonsmooth functions of the concept of gradient. It is frequently used in variational analysis, particularly in the context of nonsmooth optimization. In this talk, we present new results on how to reconstruct a polyhedral subdifferential from the computation of finitely many directional derivatives. We also link the results to past research in Geometric Probing.

Joint work with C. Audet.

Free entrance.
Welcome to everyone!