In this paper we compare two different approaches to analyse the second-order behaviour of a convex function. The first one is classical, we call it the horizontal approach; the second one is more recent, it is the vertical approach. We prove equivalences between horizontal and vertical growth conditions. Then we derive well-known directional results. Finally we show that the vertical approach is particularly interesting to get more than a first-order (and more than directional) analysis of the maximum eigenvalue function.

Contact details are reproduced from the original publication and may be historical.

François Oustry

INRIA, Domaine de Voluceau-Rocquencourt, B.P. 105, 78153 Le Chesnay, France
and: ENSTA

  1. D. Azé: On the remainder of the first order development of convex functions. To appear.Google Scholar
  2. J.-B. Hiriart-Urruty: Limiting behaviour of the approximate first order and second order directional derivatives for a convex function, Nonlinear Analysis, Theory, Methods & Applications 6(12) (1982) 1309-1326.https://doi.org/10.1016/0362-546X(82)90106-7Google Scholar
  3. J.-B. Hiriart-Urruty, Y. S. Ledyaev: A note on the characterization of the global maxima of a (tangentially) convex function over a convex set, Journal of Convex Analysis 3(1) (1996) 55-61.https://doi.org/10.68381/jca03004Google Scholar
  4. J.-B. Hiriart-Urruty, A. Seeger: The second-order subdifferential and the Dupin indicatrices of a non-differentiable convex function, Proc. London. Math. Soc. 3(58) (1989) 351-365.https://doi.org/10.1112/plms/s3-58.2.351Google Scholar
  5. J.-B. Hiriart-Urruty, D. Ye: Sensivity analysis of all eigenvalues of a symmetric matrix, Numerische Mathematik 70 (1995) 45-72.https://doi.org/10.1007/s002110050109Google Scholar
  6. J.-B. Hiriart-Urruty, C. Lemaréchal: Convex Analysis and Minimization Algorithms, Springer-Verlag, 1993. Two volumes.https://doi.org/10.1007/978-3-662-02796-7Google Scholar
  7. T. Kato: Perturbation Theory for Linear Operators, Springer-Verlag, New York, 1980.Google Scholar
  8. C. Lemaréchal, J. Zowe: Some remarks on the construction of higher order algorithms in convex optimization, Applied Mathematics and Optimization 10 (1983) 51-68.https://doi.org/10.1007/BF01448379Google Scholar
  9. D. Noll: Second order epi derivatives and the Dupin indicatrix for nonsmooth functions, Nonlinear Analysis, Theory, Methods & Applications 24(4) (1995) 563-573.https://doi.org/10.1016/0362-546X(94)E0036-GGoogle Scholar
  10. F. Oustry: A global and superlinear algorithm to minimize the maximum eigenvalue function, 1997. In preparation.Google Scholar
  11. R. T Rockafellar: Convex Analysis, Princeton University Press, 1970.https://doi.org/10.1515/9781400873173Google Scholar
  12. R. T. Rockafellar: Generalized second derivatives of convex functions and saddle functions, Transactions of the American Mathematical Society 322(1) (1990) 51-78.https://doi.org/10.2307/2001522Google Scholar
  13. A. Seeger: Limiting behaviour of the approximate second-order subdifferential of a convex function, Journal of Optimization Theory and Applications 74(3) (1992) 527-544.https://doi.org/10.1007/BF00940325Google Scholar
  14. A. Shapiro: Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton, Applied Mathematics and Optimization 18 (1988) 215-229.https://doi.org/10.1007/BF01443623Google Scholar
  15. A. Shapiro: First and second order analysis of nonlinear semidefinite programs, Mathematical Programming (Series B), 1996. To appear.https://doi.org/10.1007/BF02614439Google Scholar
  16. M. Torki: Second order directional derivatives of all eigenvalues of a symmetric matrix. In preparation.Google Scholar
  17. M. Volle: Subdifferential of the upper envelope of convex functions, C. R. Acad. Sci. Paris 317 (1993) 845-849.Google Scholar

F. Oustry. “Vertical Developments of a Convex Function.” Journal of Convex Analysis 5 (1998), No. 1, 153–170. https://doi.org/10.68381/jca05-12