v ∈ ∂f(w) ⇐⇒ ∃wn → w, f(wn)→ f(w),vn ∈ ∂̂f(wn),vn → v. Clearly, ∂̂f(w) ⊆ ∂f(w) for all w. If f is (resp. continuously) differentiable at w, then ∂̂f(w) (resp. ∂f(w)) coincides with the usual derivative. From the definition it follows that if w is a local minimizer, then 0 ∈ ∂̂f(w) and 0 ∈ ∂f(w), which generalizes the familiar Fermat’s rule. In the main text, we are interested in finding some w so t...