Second order optimality conditions for the \(L_ 1\)-minimization problem (Q1059265)

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scientific article; zbMATH DE number 3903411
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    Second order optimality conditions for the \(L_ 1\)-minimization problem
    scientific article; zbMATH DE number 3903411

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      Second order optimality conditions for the \(L_ 1\)-minimization problem (English)
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      1985
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      Second order necessary and second order sufficient conditions are obtained for the unconstrained minimization of a functional \(f(x)=\int^{b}_{a}| g(x,t)| dt\). They are expressed in terms of the directional derivative, f'(x;h), and the curved second directional derivative, \[ f''(x:h,z)=\lim_{\lambda \to 0+}\lambda^{- 2}[f(x+\lambda h+\lambda^ 2z)-f(x)-\lambda f'(x;h)]. \] These derivatives are obtained explicitly for the given f(\(\cdot)\). An example is calculated.
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      Second order necessary and second order sufficient conditions
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      unconstrained minimization
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      directional derivative
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