Variational analysis of composite models with applications to continuous optimization
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Abstract: The paper is devoted to a comprehensive study of composite models in variational analysis and optimization the importance of which for numerous theoretical, algorithmic, and applied issues of operations research is difficult to overstate. The underlying theme of our study is a systematical replacement of conventional metric regularity and related requirements by much weaker metric subregulatity ones that lead us to significantly stronger and completely new results of first-order and second-order variational analysis and optimization. In this way we develop extended calculus rules for first-order and second-order generalized differential constructions with paying the main attention in second-order variational theory to the new and rather large class of fully subamenable compositions. Applications to optimization include deriving enhanced no-gap second order optimality conditions in constrained composite models, complete characterizations of the uniqueness of Lagrange multipliers and strong metric subregularity of KKT systems in parametric optimization, etc.
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Cited in
(27)- Proto-derivative formulas for basic subgradient mappings in mathematical programming
- Augmented Lagrangian method for second-order cone programs under second-order sufficiency
- Optimality conditions for variational problems in incomplete functional spaces
- Quadratic growth and strong metric subregularity of the subdifferential for a class of non-prox-regular functions
- Stability analysis for composite optimization problems and parametric variational systems
- Second order analysis for robust inclusion systems and applications
- Second-Order Subdifferential Calculus with Applications to Tilt Stability in Optimization
- Twice epi-differentiability of extended-real-valued functions with applications in composite optimization
- Local convergence analysis of augmented Lagrangian methods for piecewise linear-quadratic composite optimization problems
- Variational analysis in normed spaces with applications to constrained optimization
- Generalized damped Newton algorithms in nonsmooth optimization via second-order subdifferentials
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- Characterizations of strong variational sufficiency in general models of composite optimization
- Perturbation analysis of a class of composite optimization problems
- Twice epi-differentiability of orthogonally invariant matrix functions and application
- Variational properties of decomposable functions. I: Strict epi-calculus and applications
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