Conservative and Semismooth Derivatives are Equivalent for Semialgebraic Maps

Abstract

Subgradient and Newton algorithms for nonsmooth optimization require generalized derivatives to satisfy subtle approximation properties: conservativity for the former and semismoothness for the latter. Though these two properties originate in entirely different contexts, we show that in the semi-algebraic setting they are equivalent. Both properties for a generalized derivative simply require it to coincide with the standard directional derivative on the tangent spaces of some partition of the domain into smooth manifolds. An appealing byproduct is a new short proof that semi-algebraic maps are semismooth relative to the Clarke Jacobian.