Sensitivity Analysis of Variational Inequalities via Twice Epi-differentiability and Proto-differentiability of the Proximity Operator

DOI10.1137/17M1135013zbMath1392.49015arXiv1707.08512MaRDI QIDQ5745125

Samir Adly, Loïc Bourdin

Publication date: 5 June 2018

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

Full work available at URL: https://arxiv.org/abs/1707.08512

zbMATH Keywords

variational inequalitiessensitivity analysisconstrained convex optimizationproximity operatorAttouch's theoremproto-differentiabilitysemi-differentiabilitytwice epi-differentiability

Mathematics Subject Classification ID

Variational inequalities (49J40) Methods involving semicontinuity and convergence; relaxation (49J45) Existence theories for problems in abstract spaces (49J27) Sensitivity analysis for optimization problems on manifolds (49Q12)

Related Items

Shape Optimization for Variational Inequalities: The Scalar Tresca Friction Problem, Unnamed Item, Sensitivity analysis of maximally monotone inclusions via the proto-differentiability of the resolvent operator, On smoothness of solutions to projected differential equations, Gradient-Based Solution Algorithms for a Class of Bilevel Optimization and Optimal Control Problems with a Nonsmooth Lower Level, Parabolic regularity in geometric variational analysis, Differential sensitivity analysis of variational inequalities with locally Lipschitz continuous solution operators, Sensitivity analysis for a new class of generalized parametric nonlinear ordered variational inequality problems in ordered Banach spaces, Computation of a Bouligand Generalized Derivative for the Solution Operator of the Obstacle Problem, Sensitivity analysis of a Tresca-Type Problem leads to Signorini’s conditions, Sensitivity analysis of a scalar mechanical contact problem with perturbation of the Tresca's friction law

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Analysis. From concepts to applications
• Differentiability properties of metric projections onto convex sets
• Maximal monotone relations and the second derivatives of nonsmooth functions
• Proto-differentiability of set-valued mappings and its applications in optimization
• Sensitivity analysis for nonsmooth generalized equations
• Contrôle dans les inéquations variationelles elliptiques
• How to differentiate the projection on a convex set in Hilbert space. Some applications to variational inequalities
• Directionally nondifferentiable metric projection
• Équations et inéquations non linéaires dans les espaces vectoriels en dualité
• Convergence of convex sets and of solutions of variational inequalities
• On the maximal monotonicity of subdifferential mappings
• On the continuity of the Young-Fenchel transform
• Calculus Without Derivatives
• Generalized Second Derivatives of Convex Functions and Saddle Functions
• Differentiability of Relations and Differential Stability of Perturbed Optimization Problems
• Calculus rules on a new set—valued second order derivative for convex functions
• Generalized Second-Order Derivatives of Convex Functions in Reflexive Banach Spaces
• A Calculus of EPI-Derivatives Applicable to Optimization
• Sensitivity Analysis of Solutions to Generalized Equations
• Variational Analysis
• At What Points is the Projection Mapping Differentiable?
• Differentiability of the Metric Projection in Hilbert Space
• Second-Order Subdifferential Calculus with Applications to Tilt Stability in Optimization
• Proximité et dualité dans un espace hilbertien