A Calculus of EPI-Derivatives Applicable to Optimization

DOI10.4153/CJM-1993-050-7MaRDI QIDQ4290190zbMATH OpenFDO

Authors R. A. Poliquin, R. T. Rockafellar

Publication date 3 January 1995

Published in Canadian Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

epi-derivatives

Mathematics Subject Classification ID

Nonlinear programming (90C30) Nonsmooth analysis (49J52) Programming in abstract spaces (90C48) Differentiation theory (Gateaux, Fréchet, etc.) on manifolds (58C20)

Recommendations

• Second-order epi-derivatives of integral functionals
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Cited in

(15)

• Variational conditions and the proto-differentiation of partial subgradient mappings
• Sensitivity analysis of maximally monotone inclusions via the proto-differentiability of the resolvent operator
• Epi-Derivatives of Integral Functionals with Applications
• Sensitivity analysis of variational inequalities via twice epi-differentiability and proto-differentiability of the proximity operator
• Dini derivatives in optimization — Part III
• Calculus for parabolic second-order derivatives
• Functions and sets of smooth substructure: relationships and examples
• Generalized derivatives and nonsmooth optimization, a finite dimensional tour (with comments and rejoinder)
• Proto-derivative formulas for basic subgradient mappings in mathematical programming
• Second-order epi-derivatives of composite functionals
• Variational analysis of composite models with applications to continuous optimization
• Iteration functions in some nonsmooth optimization algorithms
• Parabolic regularity in geometric variational analysis
• An extension of Brøndsted-Rockafellar's theorem with applications
• Prox-regular functions in variational analysis

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