Role of subgradients in variational analysis of polyhedral functions
From MaRDI portal
Abstract: Understanding the role that subgradients play in various second-order variational analysis constructions can help us uncover new properties of important classes of functions in variational analysis. Focusing mainly on the behavior of the second subderivative and subgradient proto-derivative of polyhedral functions, functions with polyhedral epigraphs, we demonstrate that choosing the underlying subgradient, utilized in the definitions of these concepts, from the relative interior of the subdifferential of polyhedral functions ensures stronger second-order variational properties such as strict twice epi-differentiability and strict subgradient proto-differentiability. This allows us to characterize continuous differentiability of the proximal mapping and twice continuous differentiability of the Moreau envelope of polyhedral functions. We close the paper with proving the equivalence of metric regularity and strong metric regularity of a class of generalized equations at their nondegenerate solutions.
Recommendations
Cites work
- A quasi-second-order proximal bundle algorithm
- Active Sets, Nonsmoothness, and Sensitivity
- An Implicit-Function Theorem for a Class of Nonsmooth Functions
- At What Points is the Projection Mapping Differentiable?
- Augmented Lagrangians and hidden convexity in sufficient conditions for local optimality
- Characterizations of Strong Regularity for Variational Inequalities over Polyhedral Convex Sets
- Convex Analysis
- Critical multipliers in variational systems via second-order generalized differentiation
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- First- and Second-Order Epi-Differentiability in Nonlinear Programming
- Forward-backward envelope for the sum of two nonconvex functions: further properties and nonmonotone linesearch algorithms
- Forward-backward quasi-Newton methods for nonsmooth optimization problems
- Generalized differentiation of piecewise linear functions in second-order variational analysis
- Generalized Hessian Properties of Regularized Nonsmooth Functions
- Generalized Second Derivatives of Convex Functions and Saddle Functions
- scientific article; zbMATH DE number 1329071 (Why is no real title available?)
- scientific article; zbMATH DE number 686906 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 7733432 (Why is no real title available?)
- Implicit Functions and Solution Mappings
- Local convergence analysis of augmented Lagrangian methods for piecewise linear-quadratic composite optimization problems
- Local structure of feasible sets in nonlinear programming, part II: Nondegeneracy
- Maximal monotone relations and the second derivatives of nonsmooth functions
- Nonsmooth equations in optimization. Regularity, calculus, methods and applications
- On a Class of Nonsmooth Composite Functions
- Parabolic regularity in geometric variational analysis
- Primal superlinear convergence of SQP methods in piecewise linear-quadratic composite optimization
- Prox-regular functions in variational analysis
- Proximity control in bundle methods for convex nondifferentiable minimization
- Strongly Regular Generalized Equations
- The 𝒰-Lagrangian of a convex function
- Twice epi-differentiability of extended-real-valued functions with applications in composite optimization
- Variational Analysis
- Variational analysis of regular mappings. Theory and applications
Cited in
(2)
This page was built for publication: Role of subgradients in variational analysis of polyhedral functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6151593)
