Generalized differentiation of piecewise linear functions in second-order variational analysis

DOI10.1016/J.NA.2015.11.008zbMATH Open1329.49024arXiv1507.05347OpenAlexW2962886636MaRDI QIDQ900901FDOQ900901

Authors: Boris S. Mordukhovich, M. E. Sarabi 

Publication date: 23 December 2015

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Abstract: The paper is devoted to a comprehensive second-order study of a remarkable class of convex extended-real-valued functions that is highly important in many aspects of nonlinear and variational analysis, specifically those related to optimization and stability. This class consists of lower semicontinuous functions with possibly infinite values on finite-dimensional spaces, which are labeled as piecewise linear ones and can be equivalently described via the convexity of their epigraphs. In this the paper we calculate the second-order subdifferentials (generalized Hessians) of arbitrary convex piecewise linear functions, together with the corresponding geometric objects, entirely in terms of their initial data. The obtained formulas allow us, in particular, to justify a new exact (equality-type) second-order sum rule for such functions in the general nonsmooth setting.

Full work available at URL: https://arxiv.org/abs/1507.05347

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zbMATH Keywords

nonlinear analysissubdifferentialsgeneralized differentiationpiecewise linear functionsvariational analysisnormal conescoderivatives

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53) Differentiation theory (Gateaux, Fréchet, etc.) on manifolds (58C20)

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Cited In (9)

• Role of subgradients in variational analysis of polyhedral functions
• Variational Convexity of Functions and Variational Sufficiency in Optimization
• Critical multipliers in variational systems via second-order generalized differentiation
• Optimality conditions for sparse nonlinear programming
• Stability analysis for composite optimization problems and parametric variational systems
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• Calculus of variations and optimal control for generalized functions
• Variational analysis of a composite function: A formula for the lower second order epi-derivative
• Globally convergent coderivative-based generalized Newton methods in nonsmooth optimization

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