Abstract
A chain rule for calculating convexificators of composite functions of the type f = h∘g, with the inner factor g being a transformation of \(\mathbb{R}^n\), is proposed. The proof is based on a double application of a mean value theorem for (CF)-mappings due to V.F. Demyanov and V. Jeyakumar (see [4]), along with a stability property for the support of a certain ɛ-perturbation of (CF)-mappings.
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Yoon, TH. A Chain Rule for Upper Semicontinuous (CF)-Mappings. J Glob Optim 35, 475–482 (2006). https://doi.org/10.1007/s10898-005-6016-5
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DOI: https://doi.org/10.1007/s10898-005-6016-5