A chain rule for nonsmooth composite functions via minimisation

Abstract

Nonsmooth calculus using the approximate subdifferential of Mordukhovich and loffe admits a sharper chain rule, hence sharper applications in optimisation, than does the generalised gradient of Clarke. We observe, however, that at a local minimum point of the composition of nonsmooth vector valued and real valued functions, the generalised gradient admits a special, relatively sharp chain rule, that yields sharper results than have been seen before in the context of the generalised gradient.