Abstract
A closed convex set inR 2 is constructed such that the associated metric projection onto that set is not everywhere directionally differentiable.
References
Zarantonello, E. H.,Projections on Convex Sets in Hilbert Space and Spectral Theory, Contributions to Nonlinear Functional Analysis, Academic Press, New York, New York, pp. 237–424, 1971.
Shapiro, A.,Sensitivity Analysis of Nonlinear Programs and Differentiability Properties of Metric Projections, SIAM Journal on Control and Optimization, Vol. 26, pp. 628–645, 1988.
Krusakl, J.,Two Convex Counterexamples: A Discontinuous Envelope Function and a Nondifferentiable Nearest-Point Mapping, Proceedings of the American Mathematical Society, Vol. 23, pp. 697–703, 1969.
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Communicated by E. Polak
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Shapiro, A. Directionally nondifferentiable metric projection. J Optim Theory Appl 81, 203–204 (1994). https://doi.org/10.1007/BF02190320
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DOI: https://doi.org/10.1007/BF02190320