Differentiability of pointwise maximum

Some notes on the differentiability of the pointwise max of a family of functions and the Fritz-John and Mangasarian-Ffromowitz optimality conditions

August 9, 2022 · 8 min · Pantelis Sopasakis

Normal and tangent cones

Useful convex analysis stuff

July 26, 2022 · 13 min · Pantelis Sopasakis

Rayleigh quotient

Some notes on the Rayleigh quotient

July 19, 2022 · 4 min · Pantelis Sopasakis

Support functions

Properties of support functions

July 12, 2022 · 9 min · Pantelis Sopasakis

Generalised directional derivatives

Examples on the Dini, Clarke and Michel-Penot directional derivatives

July 5, 2022 · 8 min · Pantelis Sopasakis