Variational analysis of a composite function: A formula for the lower second order epi-derivative

DOI10.1016/0022-247X(91)90312-NzbMath0778.49021MaRDI QIDQ1192534

Alexander D. Ioffe

Publication date: 27 September 1992

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Fréchet differentiablevariational analysiscomposite functionconvex-smooth composite functionsderivatives of max-functionslower second order epi- derivative

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Fréchet and Gateaux differentiability in optimization (49J50) Programming in abstract spaces (90C48)

Related Items

Stable local minimizers in semi-infinite optimization: Regularity and second-order conditions ⋮ Generalized Hessian for \(C^{1,1}\) functions in infinite dimensional normed spaces ⋮ Generalized second-order derivatives and optimality conditions ⋮ Higher-Order Optimality Conditions and Higher-Order Tangent Sets ⋮ Twice Epi-Differentiability of Extended-Real-Valued Functions with Applications in Composite Optimization ⋮ Second order approximations and dual necessary optimality conditions ⋮ Prox-regular functions in variational analysis ⋮ Conciliating Generalized Derivatives ⋮ Equicalmness and epiderivatives that are pointwise limits ⋮ Second-order global optimality conditions for convex composite optimization ⋮ Second-order epi-derivatives of integral functionals ⋮ Calculus for parabolic second-order derivatives

Cites Work

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• Technical note: Directional derivatives in nonsmooth optimization
• Second-order directional derivatives for nonsmooth functions
• The upper and lower second order directional derivatives of a sup-type function
• Necessary and Sufficient Conditions for a Local Minimum. 3: Second Order Conditions and Augmented Duality
• Second-Order Optimality Conditions in Nonlinear Programming Obtained by Way of Epi-Derivatives
• Second order necessary and sufficient conditions for convex composite NDO
• First- and Second-Order Epi-Differentiability in Nonlinear Programming
• On Pseudo-Differentiability

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