TITLE:
On Generalized High Order Derivatives of Nonsmooth Functions
AUTHORS:
Samaneh Soradi Zeid, Ali Vahidian Kamyad
KEYWORDS:
Generalized Derivative, Smooth and Nonsmooth Functions, Nonsmooth Optimization Problem, Linear Programming
JOURNAL NAME:
American Journal of Computational Mathematics,
Vol.4 No.4,
September
5,
2014
ABSTRACT: In this paper, we proposed a Extension Definition to derive, simultaneously, the first, second and high order generalized derivatives for non-smooth functions, in which the involved functions are Riemann integrable but not necessarily locally Lipschitz or continuous. Indeed, we define a functional optimization problem corresponding to smooth functions where its optimal solutions are the first and second derivatives of these functions in a domain. Then by applying these functional optimization problems for non-smooth functions and using this method we obtain generalized first derivative (GFD) and generalized second derivative (GSD). Here, the optimization problem is approximated with a linear programming problem that by solving of which, we can obtain these derivatives, as simple as possible. We extend this approach for obtaining generalized high order derivatives (GHODs) of non-smooth functions, simultaneously. Finally, for efficiency of our approach some numerical examples have been presented.