First- and Second-Order Epi-Differentiability in Nonlinear Programming

DOI10.2307/2000752zbMath0655.49010OpenAlexW4236984989MaRDI QIDQ3802131

R. Tyrrell Rockafellar

Publication date: 1988

Full work available at URL: https://doi.org/10.2307/2000752

zbMATH Keywords

epi-convergencenonsmooth programmingfirst and second-order ``epi- derivatives

Mathematics Subject Classification ID

Nonlinear programming (90C30) Variational inequalities (49J40) Nonsmooth analysis (49J52) Differentiation theory (Gateaux, Fréchet, etc.) on manifolds (58C20) Set-valued and function-space-valued mappings on manifolds (58C06)

Related Items (91)

Calculus of directional subdifferentials and coderivatives in Banach spaces ⋮ Second-order subgradients of convex integral functionals ⋮ Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems ⋮ On the relation between \(\mathcal U\)-Hessians and second-order epi-derivatives ⋮ Proto-derivative formulas for basic subgradient mappings in mathematical programming ⋮ Forward-backward quasi-Newton methods for nonsmooth optimization problems ⋮ Generalized second-order characterizations of convex functions ⋮ A trust region algorithm for minimization of locally Lipschitzian functions ⋮ Optimality conditions in mathematical programming and composite optimization ⋮ Integration of subdifferentials of nonconvex functions ⋮ On the relations between some second-order derivatives ⋮ Generalized Hessian for \(C^{1,1}\) functions in infinite dimensional normed spaces ⋮ Critical multipliers in variational systems via second-order generalized differentiation ⋮ Optimality conditions for piecewise \(C^ 2\) nonlinear programming ⋮ Convex composite minimization with \(C^{1,1}\) functions ⋮ Variational Analysis of Composite Models with Applications to Continuous Optimization ⋮ Piecewise Ck functions in nonsmooth analysis ⋮ A Gauss-Newton method for convex composite optimization ⋮ Convergence of convex-concave saddle functions: Applications to convex programming and mechanics ⋮ Second-order subdifferentials of \(C^{1,1}\) functions and optimality conditions ⋮ Cutting and scanning methods in set-valued analysis. I: An epigraphical and graphical calculus ⋮ Generalised second-order derivatives of convex functions in reflexive Banach spaces ⋮ Proto-differentiability of set-valued mappings and its applications in optimization ⋮ Epigraphical analysis ⋮ Second-order analysis of penalty function ⋮ Optimality conditions for a class of composite multiobjective nonsmooth optimization problems ⋮ Second order epi derivatives and the Dupin indicatrix for nonsmooth functions ⋮ Second-order normal vectors to a convex epigraph ⋮ Forward-Backward Envelope for the Sum of Two Nonconvex Functions: Further Properties and Nonmonotone Linesearch Algorithms ⋮ Sub-hessians, super-hessians and conjugation ⋮ Generalized second-order derivatives and optimality conditions ⋮ Strong KKT conditions and weak sharp solutions in convex-composite optimization ⋮ Riemannian linearized proximal algorithms for nonnegative inverse eigenvalue problem ⋮ Role of subgradients in variational analysis of polyhedral functions ⋮ Generalized differentiation of piecewise linear functions in second-order variational analysis ⋮ On second-order directional derivatives ⋮ Higher-Order Optimality Conditions and Higher-Order Tangent Sets ⋮ A Chain Rule for Strict Twice Epi-Differentiability and Its Applications ⋮ Robust optimality and duality for composite uncertain multiobjective optimization in Asplund spaces with its applications ⋮ Linearized proximal algorithms with adaptive stepsizes for convex composite optimization with applications ⋮ An extremal vector problem under inclusion constraints via radial epi-derivatives ⋮ Twice Epi-Differentiability of Extended-Real-Valued Functions with Applications in Composite Optimization ⋮ Feasible perturbations of control systems with pure state constraints and applications to second-order optimality conditions ⋮ Foundations of Gauge and Perspective Duality ⋮ Gauss-Newton method for convex composite optimizations on Riemannian manifolds ⋮ Generalised hessian, max function and weak convexity ⋮ Directionally limiting subdifferentials and second-order optimality conditions ⋮ Limiting subhessians, limiting subjets and their calculus ⋮ Variational conditions and the proto-differentiation of partial subgradient mappings ⋮ Prox-regular functions in variational analysis ⋮ Chain rules for nonsmooth functions ⋮ A note on the connection between Chaney's derivatives and epi-derivatives ⋮ A coderivative approach to the robust stability of composite parametric variational systems: applications in nonsmooth mechanics ⋮ Convergence analysis of the Gauss-Newton method for convex inclusion and convex-composite optimization problems ⋮ Complément de Schur et sous-différentiel du second ordre d'une fonction convexe ⋮ Second-order optimality conditions with arbitrary nondifferentiable function in scalar and vector optimization ⋮ Second-order conditions for existence of augmented Lagrange multipliers for eigenvalue composite optimization problems ⋮ On Pseudo-Differentiability ⋮ Variational analysis of a composite function: A formula for the lower second order epi-derivative ⋮ Sensitivity analysis for nonsmooth generalized equations ⋮ Local Convergence Analysis of Augmented Lagrangian Methods for Piecewise Linear-Quadratic Composite Optimization Problems ⋮ Convex composite multi-objective nonsmooth programming ⋮ Efficiency and the uniform linear minorization of convex functions ⋮ Prox-regular functions in Hilbert spaces ⋮ Conciliating Generalized Derivatives ⋮ Second-order global optimality conditions for optimization problems ⋮ Constraint qualifications for optimality conditions and total Lagrange dualities in convex infinite programming ⋮ Sensitivity Analysis of Solutions to Generalized Equations ⋮ Epi-Derivatives of Integral Functionals with Applications ⋮ Functions and sets of smooth substructure: relationships and examples ⋮ On composite vector variational-like inequalities and vector optimization problems ⋮ Generalized Second-Order Derivatives of Convex Functions in Reflexive Banach Spaces ⋮ Generalized Second Derivatives of Convex Functions and Saddle Functions ⋮ Parabolic regularity in geometric variational analysis ⋮ On Convergence Rates of Linearized Proximal Algorithms for Convex Composite Optimization with Applications ⋮ Second-order variational analysis in second-order cone programming ⋮ Equicalmness and epiderivatives that are pointwise limits ⋮ Minimal approximate Hessians for continuously Gâteaux differentiable functions ⋮ Augmented Lagrangian method for second-order cone programs under second-order sufficiency ⋮ Second-order global optimality conditions for convex composite optimization ⋮ Variational Analysis in Normed Spaces with Applications to Constrained Optimization ⋮ First- and second-order epi-differentiability in eigenvalue optimization ⋮ First- and second-order necessary conditions via exact penalty functions ⋮ Augmented Lagrangian duality for composite optimization problems ⋮ Limiting behavior of the approximate second-order subdifferential of a convex function ⋮ Characterizations of strict local minima and necessary conditions for weak sharp minima ⋮ Second-order epi-derivatives of integral functionals ⋮ Calculus for parabolic second-order derivatives ⋮ A degree-theoretic approach to parametric nonsmooth equations with multivalued perturbed solution sets ⋮ Primal superlinear convergence of SQP methods in piecewise linear-quadratic composite optimization ⋮ Regular nonsmooth equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Second-order and related extremality conditions in nonlinear programming
• Technical note: Directional derivatives in nonsmooth optimization
• Maximal monotone relations and the second derivatives of nonsmooth functions
• Second-order directional derivatives for nonsmooth functions
• The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
• Multiplier and gradient methods
• Convergence of convex sets and of solutions of variational inequalities
• Necessary and Sufficient Conditions for a Local Minimum. 3: Second Order Conditions and Augmented Duality
• Calculus Rules on the Approximate Second-Order Directional Derivative of a Convex Function
• Second-Order Sufficiency Conditions for Nondifferentiable Programming Problems
• Limiting behaviour of the approximate first order and second order directional derivatives for a convex function
• Stability in Mathematical Programming with Nondifferentiable Data
• Lipschitz Behavior of Solutions to Convex Minimization Problems
• Second-Order Optimality Conditions in Nonlinear Programming Obtained by Way of Epi-Derivatives
• Optimization and nonsmooth analysis
• Second order necessary and sufficient conditions for convex composite NDO
• Second Order Directional Derivatives in Parametric Optimization Problems
• Generalized Directional Derivatives and Subgradients of Nonconvex Functions
• Necessary and sufficient optimality conditions for a class of nonsmooth minimization problems
• A unified theory of first and second order conditions for extremum problems in topological vector spaces
• Generalized Gradients and Applications
• A New Approach to Lagrange Multipliers
• Directionally Lipschitzian Functions and Subdifferential Calculus
• On Sufficient Conditions in Nonsmooth Optimization
• A General Sufficiency Theorem for Nonsmooth Nonlinear Programming
• Approximating a Second-Order Directional Derivative for Nonsmooth Convex Functions
• Convergence of Sequences of Convex Sets, Cones and Functions. II
• Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
• Convergence of sequences of convex sets, cones and functions

This page was built for publication: First- and Second-Order Epi-Differentiability in Nonlinear Programming