We introduce the concept of compactly lipschitzian functions taking values in a topological vector space F. We show that if F is finite dimensional the Lipschitz functions are compactly lipschitizian. We define the notions of generalized directional derivatives and subdifferentials for such functionsf taking values in an ordered topological vector space. It is shown that this notion of subdifferential coincides with the one of F. H. Clarke whenf is Lispchits and F=ℝ. Some formulas for this subdifferential concerning the cases of finite sum, composition, pointwise supremum and continuous sum are studied.