A simple formula for the second-order subdifferential of maximum functions
- Emich, Konstantin
- Henrion, René
2010 Mathematics Subject Classification
- 49J52 49J53
- second-order subdifferential, extended partial second-order subdifferential, maximum function, calculus rules
We derive a simple formula for the second-order subdifferential of the maximum of coordinates which allows us to construct this set immediately from its argument and the direction to which it is applied. This formula can be combined with a chain rule recently proved by Mordukhovich and Rockafellar  in order to derive a similarly simple formula for the extended partial second-order subdifferential of finite maxima of smooth functions. Analogous formulae can be derived immediately for the full and conventional partial second-order subdifferentials.
- Vietnam J. Math., 42 (2014) pp. 467--478.