C 1,1 functions and optimality conditions
Davide La Torre, Matteo Rocca · RePEc: Research Papers in Economics · 2002
In this work we provide a characterization of C 1,1 functions on R n (that is, dierentiable with locally Lipschitz partial derivatives) by means of second directional divided dierences. In particular, we prove that the class of C 1,1 functions is equivalent to the class of functions with bounded second directional divided dierences. From this result we deduce a Taylor’s formula for this class of functions and some optimality conditions. The characterizations and the optimality conditions proved by Riemann derivatives can be useful to write minimization algorithms; in fact, only the values of the function are required to compute second order conditions.