Second-order analysis of piecewise linear functions with applications to optimization and stability (Q346812)
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| Language | Label | Description | Also known as |
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| English | Second-order analysis of piecewise linear functions with applications to optimization and stability |
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Second-order analysis of piecewise linear functions with applications to optimization and stability (English)
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30 November 2016
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The paper presents investigations on second-order variational analysis of Convex PieceWise Linear (CPWL) extended real-valued functions and their applications to optimization and stability. Different relations between nondegeneracy and second-order qualification conditions for fully amenable compositions involving piecewise linear functions are provided, as well as second-order characterizations of fully stable local minimizers in composite optimization and minimax problems with polyhedral constraints. As a byproduct of the main results, a complete clarification of the essence of the powerful second-order chain rule is established, too.
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variational analysis
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piecewise linear functions
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second-order subdifferentials
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nondegeneracy
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local minimizers
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full stability
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minimax problems
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