A simple formula for the second-order subdifferential of maximum functions

DOI10.1007/s10013-013-0052-0zbMath1304.49034OpenAlexW2142070484MaRDI QIDQ484481

René Henrion, Konstantin Emich

Publication date: 7 January 2015

Published in: Vietnam Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10013-013-0052-0

zbMATH Keywords

second-order subdifferentialmaximum functioncalculus rules

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53)

Related Items (5)

Globally convergent coderivative-based generalized Newton methods in nonsmooth optimization ⋮ Generalized differentiation of piecewise linear functions in second-order variational analysis ⋮ Stability of saddle points via explicit coderivatives of pointwise subdifferentials ⋮ Generalized Leibniz Rules and Lipschitzian Stability for Expected-Integral Mappings ⋮ Variational analysis and full stability of optimal solutions to constrained and minimax problems

Cites Work

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• Conditioning of linear-quadratic two-stage stochastic optimization problems
• Maximum principle in the problem of time optimal response with nonsmooth constraints
• On regular coderivatives in parametric equilibria with non-unique multipliers
• Variational analysis of extended generalized equations via coderivative calculus in Asplund spaces
• Partial Second-Order Subdifferentials in Variational Analysis and Optimization
• Complete Characterization of Openness, Metric Regularity, and Lipschitzian Properties of Multifunctions
• Variational Analysis
• Second-Order Subdifferential Calculus with Applications to Tilt Stability in Optimization

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