Generalized differentiation of piecewise linear functions in second-order variational analysis
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Abstract: The paper is devoted to a comprehensive second-order study of a remarkable class of convex extended-real-valued functions that is highly important in many aspects of nonlinear and variational analysis, specifically those related to optimization and stability. This class consists of lower semicontinuous functions with possibly infinite values on finite-dimensional spaces, which are labeled as piecewise linear ones and can be equivalently described via the convexity of their epigraphs. In this the paper we calculate the second-order subdifferentials (generalized Hessians) of arbitrary convex piecewise linear functions, together with the corresponding geometric objects, entirely in terms of their initial data. The obtained formulas allow us, in particular, to justify a new exact (equality-type) second-order sum rule for such functions in the general nonsmooth setting.
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Cited in
(9)- Globally convergent coderivative-based generalized Newton methods in nonsmooth optimization
- Role of subgradients in variational analysis of polyhedral functions
- Variational Convexity of Functions and Variational Sufficiency in Optimization
- Critical multipliers in variational systems via second-order generalized differentiation
- Optimality conditions for sparse nonlinear programming
- Stability analysis for composite optimization problems and parametric variational systems
- Second-order analysis of piecewise linear functions with applications to optimization and stability
- Calculus of variations and optimal control for generalized functions
- Variational analysis of a composite function: A formula for the lower second order epi-derivative
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