Clarke's generalized Jacobian

In mathematics, Clarke's generalized Jacobian is a generalization of the Jacobian matrix of a smooth function to non-smooth functions. It was introduced by Clarke (1983).

References

  • Clarke, Frank H. (1983), Optimization and nonsmooth analysis, Canadian Mathematical Society Series of Monographs and Advanced Texts. A Wiley-Interscience Publication, John Wiley & Sons, Inc.,place= New York, ISBN 0-471-87504-X, MR 0709590
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