, Volume 60, Issue 1-3, pp 93-113

Lower subdifferentiability of quadratic functions

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Abstract

In this paper we characterize those quadratic functions whose restrictions to a convex set are boundedly lower subdifferentiable and, for the case of closed hyperbolic convex sets, those which are lower subdifferentiable but not boundedly lower subdifferentiable.

Once characterized, we will study the applicability of the cutting plane algorithm of Plastria to problems where the objective function is quadratic and boundedly lower subdifferentiable.

Financial support from the Dirección General de Investigación Científica y Técnica (DGICYT), under project PS89-0058, is gratefully acknowledged.