A Calculus of EPI-Derivatives Applicable to Optimization

DOI10.4153/CJM-1993-050-7zbMath0803.90113MaRDI QIDQ4290190

R. A. Poliquin, R. Tyrrell Rockafellar

Publication date: 3 January 1995

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

zbMATH Keywords

epi-derivatives

Mathematics Subject Classification ID

Nonlinear programming (90C30) Nonsmooth analysis (49J52) Programming in abstract spaces (90C48) Differentiation theory (Gateaux, Fréchet, etc.) on manifolds (58C20)

Related Items (12)

Generalized derivatives and nonsmooth optimization, a finite dimensional tour (with comments and rejoinder) ⋮ Proto-derivative formulas for basic subgradient mappings in mathematical programming ⋮ Iteration functions in some nonsmooth optimization algorithms ⋮ Variational Analysis of Composite Models with Applications to Continuous Optimization ⋮ Variational conditions and the proto-differentiation of partial subgradient mappings ⋮ Prox-regular functions in variational analysis ⋮ Sensitivity analysis of maximally monotone inclusions via the proto-differentiability of the resolvent operator ⋮ Sensitivity Analysis of Variational Inequalities via Twice Epi-differentiability and Proto-differentiability of the Proximity Operator ⋮ Epi-Derivatives of Integral Functionals with Applications ⋮ Functions and sets of smooth substructure: relationships and examples ⋮ Parabolic regularity in geometric variational analysis ⋮ Calculus for parabolic second-order derivatives

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