Twice epi-differentiability of extended-real-valued functions with applications in composite optimization

DOI10.1137/19M1300066zbMATH Open1448.49024arXiv1911.05236OpenAlexW3081656109MaRDI QIDQ5124002FDOQ5124002

Authors: Ashkan Mohammadi, M. E. Sarabi 

Publication date: 17 September 2020

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1911.05236

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zbMATH Keywords

second-order optimality conditionsvariational analysisparabolic regularitycomposite optimizationtwice epi-differentiability

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Continuity and differentiation questions (26B05) Set-valued and variational analysis (49J53)

Cites Work

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Cited In (17)

• Local convergence analysis of augmented Lagrangian methods for piecewise linear-quadratic composite optimization problems
• Variational analysis in normed spaces with applications to constrained optimization
• Role of subgradients in variational analysis of polyhedral functions
• Primal superlinear convergence of SQP methods in piecewise linear-quadratic composite optimization
• Variational Convexity of Functions and Variational Sufficiency in Optimization
• Generalized damped Newton algorithms in nonsmooth optimization via second-order subdifferentials
• Augmented Lagrangian method for second-order cone programs under second-order sufficiency
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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
• Globally convergent coderivative-based generalized Newton methods in nonsmooth optimization

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