Second-order analysis of piecewise linear functions with applications to optimization and stability

DOI10.1007/S10957-016-0897-YMaRDI QIDQ346812zbMATH OpenOpenAlexFDO

Authors Boris S. Mordukhovich, M. E. Sarabi

Publication date 30 November 2016

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1507.05350

zbMATH Keywords

full stabilitylocal minimizersminimax problemsnondegeneracypiecewise linear functionssecond-order subdifferentialsvariational analysis

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Optimality conditions for minimax problems (49K35) Sensitivity, stability, well-posedness (49K40) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)

Abstract: This paper is devoted to second-order variational analysis of a rather broad class of extended-real-valued piecewise liner functions and their applications to various issues of optimization and stability. Based on our recent explicit calculations of the second-order subdifferential for such functions, we establish relationships between nondegeneracy and second-order qualification for fully amenable compositions involving piecewise linear functions. We then provide a second-order characterization of full stable local minimizers in composite optimization and constrained minimax problems.

Review text

The paper presents investigations on second-order variational analysis of Convex PieceWise Linear (CPWL) extended real-valued functions and their applications to optimization and stability. Different relations between nondegeneracy and second-order qualification conditions for fully amenable compositions involving piecewise linear functions are provided, as well as second-order characterizations of fully stable local minimizers in composite optimization and minimax problems with polyhedral constraints. As a byproduct of the main results, a complete clarification of the essence of the powerful second-order chain rule is established, too.

Recommendations

• Stability analysis for composite optimization problems and parametric variational systems
• Generalized differentiation of piecewise linear functions in second-order variational analysis
• Second-Order Subdifferential Calculus with Applications to Tilt Stability in Optimization
• Partial second-order subdifferentials in variational analysis and optimization
• Variational analysis and full stability of optimal solutions to constrained and minimax problems

Cites work

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Cited in

(11)

• Critical multipliers in variational systems via second-order generalized differentiation
• Theoretical characteristics and numerical methods for a class of special piecewise quadratic optimization
• A study of piecewise linear-quadratic programs
• Stability analysis for composite optimization problems and parametric variational systems
• Partial second-order subdifferentials in variational analysis and optimization
• Piecewise Ck functions in nonsmooth analysis
• Second-Order Subdifferential Calculus with Applications to Tilt Stability in Optimization
• A Chain Rule for Strict Twice Epi-Differentiability and Its Applications
• On the Second Order Sufficient Optimality Conditions for a Problem of Mathematical Programming
• Variational analysis of a nonconvex and nonsmooth optimization problem: an introduction
• Generalized differentiation of piecewise linear functions in second-order variational analysis

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