The Clarke Generalized Gradient for Functions Whose Epigraph Has Positive Reach

  • Authors:
  • Giovanni Colombo;Antonio Marigonda;Peter R. Wolenski

  • Affiliations:
  • Dipartimento di Matematica, Università di Padova, I-35121 Padova, Italy;Dipartimento di Informatica, Università di Verona, Strada Le Grazie 15, I-37134 Verona, Italy;Department of Mathematics, Louisiana State University, Baton Rouge, Louisiana 70803

  • Venue:
  • Mathematics of Operations Research
  • Year:
  • 2013

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Abstract

We consider the class of continuous functions that map an open set Ω ⊆ Rn to R with an epigraph having locally positive reach with an additional property. This class contains all finite convex and C1, 1 functions, but also ones that are not necessarily Lipschitz continuous. We provide a representation formula for the Clarke generalized gradient of such functions using convex combinations and limits of gradients at differentiability points, thus offering an alternative to the well-known proximal normal formula by replacing a pointedness assumption by one of positive reach. Our proof consists of a detailed analysis of singularities using methods taken from both nonsmooth analysis and geometric measure theory, and is based on an induction argument. As an application, we prove for a particular class of Hamilton-Jacobi equations that an a.e. solution whose hypograph has positive reach and satisfies an additional property is indeed the unique viscosity solution.