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Generalized Hukuhara-Clarke Derivative of Interval-valued Functions and its Properties

Published 30 Oct 2020 in math.OC | (2010.16182v1)

Abstract: In this article, the notion of gH-Clarke derivative for interval-valued functions is proposed. To define the concept of gH-Clarke derivatives, the concepts of limit superior, limit inferior, and sublinear interval-valued functions are studied in the sequel. The upper gH-Clarke derivative of a gH-Lipschitz interval-valued function (IVF) is observed to be a sublinear IVF. It is found that every gH-Lipschitz continuous function is upper gH-Clarke differentiable. For a convex and gH-Lipschitz IVF, it is shown that the upper gH-Clarke derivative coincides with the gH-directional derivative. The entire study is supported by suitable illustrative examples.

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