Twice epi-differentiability of extended-real-valued functions with applications in composite optimization
From MaRDI portal
Publication:5124002
Abstract: The paper is devoted to the study of the twice epi-differentiablity of extended-real-valued functions, with an emphasis on functions satisfying a certain composite representation. This will be conducted under the parabolic regularity, a second-order regularity condition that was recently utilized in [13] for second-order variational analysis of constraint systems. Besides justifying the twice epi-differentiablity of composite functions, we obtain precise formulas for their second subderivatives under the metric subregularity constraint qualification. The latter allows us to derive second-order optimality conditions for a large class of composite optimization problems.
Recommendations
Cites work
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- A unified theory of first and second order conditions for extremum problems in topological vector spaces
- First- and Second-Order Epi-Differentiability in Nonlinear Programming
- First- and second-order epi-differentiability in eigenvalue optimization
- Generalized Second Derivatives of Convex Functions and Saddle Functions
- Implicit Functions and Solution Mappings
- Maximal monotone relations and the second derivatives of nonsmooth functions
- On Pseudo-Differentiability
- On a Class of Nonsmooth Composite Functions
- On second derivatives for nonsmooth functions
- Optimal stability and eigenvalue multiplicity
- Prox-regular functions in variational analysis
- Second Order Optimality Conditions Based on Parabolic Second Order Tangent Sets
- Second-Order Optimality Conditions in Nonlinear Programming Obtained by Way of Epi-Derivatives
- Second-order directional derivatives of all eigenvalues of a symmetric matrix
- Second-order epi-derivatives of composite functionals
- Variational analysis and applications
- Variational analysis of a composite function: A formula for the lower second order epi-derivative
Cited in
(17)- Globally convergent coderivative-based generalized Newton methods in nonsmooth 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
- Primal superlinear convergence of SQP methods in piecewise linear-quadratic composite optimization
- Role of subgradients in variational analysis of polyhedral functions
- Variational Convexity of Functions and Variational Sufficiency in Optimization
- Augmented Lagrangian method for second-order cone programs under second-order sufficiency
- Generalized damped Newton algorithms in nonsmooth optimization via second-order subdifferentials
- scientific article; zbMATH DE number 4164574 (Why is no real title available?)
- scientific article; zbMATH DE number 124643 (Why is no real title available?)
- Quadratic growth and strong metric subregularity of the subdifferential for a class of non-prox-regular functions
- A Chain Rule for Strict Twice Epi-Differentiability and Its Applications
- Generalized Newton algorithms for tilt-stable minimizers in nonsmooth optimization
- Second order analysis for robust inclusion systems and applications
- Variational analysis of composite models with applications to continuous optimization
- Formulas of first-ordered and second-ordered generalization differentials for convex robust systems with applications
- Parabolic regularity in geometric variational analysis
This page was built for publication: Twice epi-differentiability of extended-real-valued functions with applications in composite optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5124002)
