Differentiability of the metric projection onto a convex set with singular boundary points (Q2789231)

The main scope of this paper is to investigate the differentiability of the metric projection onto a closed convex subset of an Euclidean space of dimension \(n\) that may have singular points of orders between \(-1\) (i.e., interior points) and \(n-1\). Assuming that for every \(k\leq n-1\) the set of all singular points forms an \(n-k-1\) dimensional manifold of class \(p\geq 2\), under a mild continuity hypothesis it is shown that the projection is of class \(p-1\) on an open complement of a set with a null Lebesgue measure, that can also be represented as the union of the interiors of inverse images of the mentioned manifolds under the projection. Using these statements, a formula for the Fréchet derivative of the projection on each of these regions is linked to the second fundamental form of the mentioned manifold. The results are then applied to the metric projection from the space of symmetric matrices onto the corresponding cone of positive semidefinite symmetric matrices and onto the unit ball under the operator norm, the differences and advances with respect to previous investigations known from the literature are stressed.