Generalized second-order directional derivatives for a class of nonsmooth functions

MaRDI QIDQ2714295zbMATH OpenFDO

Authors Fanwen Meng, Zun-Quan Xia, Yan Gao

Publication date 13 June 2001

Published in PU.M.A. Pure Mathematics and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Review text

The paper studies the generalized second-order directional derivatives formulas of \textit{R. W. Chaney} [J. Math. Anal. Appl. 128, 495-511 (1987; Zbl 0671.49012)], for a class of functions: NEWLINE\[NEWLINEf(x)=g(y_1,\dots,y_m)=g(f_1(x),\dots,f_m(x)) \tag{1}NEWLINE\]NEWLINEwhere \(f_i(x)=\max_{1\leq j\leq K_i}h_{ij}(x), K_i\) is a positive integer, \(i=1,\dots,m\), \(g:R^m\rightarrow R\), \(g\in C^2(R^m)\), \(h_{ij}(x)\) is piecewise \(C^2\) on \(R^n,i=1,\dots,m,j=1,\dots,K_i\). It is shown that this class of nonsmooth functions in (1) includes the functions of exact penalty type for nonsmooth constrained optimization problems. The paper also provides the second order optimality conditions for minimizing \(f(x)\) in (1).

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Cited in

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• Higher order directional derivatives for nonsmooth functions
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• On Generalized Second-Order Derivatives and Taylor Expansions in Nonsmooth Optimization

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