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)

Full work available at URL https://doi.org/10.4153/CJM-1993-050-7

zbMATH Keywords

epi-derivatives

Mathematics Subject Classification ID

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

Recommendations

• Second-order epi-derivatives of integral functionals
• First- and Second-Order Epi-Differentiability in Nonlinear Programming
• A comparison of second-order epiderivatives: Calculus and optimality conditions
• Epi-Derivatives of Integral Functionals with Applications

Cited in

(19)

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

This page was built for publication: A Calculus of EPI-Derivatives Applicable to Optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4290190)