Second-order analysis of piecewise linear functions with applications to optimization and stability
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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.
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Cites work
- scientific article; zbMATH DE number 176973 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 1568999 (Why is no real title available?)
- scientific article; zbMATH DE number 872150 (Why is no real title available?)
- Characterizations of full stability in constrained optimization
- Full Lipschitzian and Hölderian stability in optimization with applications to mathematical programming and optimal control
- Full Stability of Locally Optimal Solutions in Second-Order Cone Programs
- Full stability in finite-dimensional optimization
- Generalized differentiation of piecewise linear functions in second-order variational analysis
- Local monotonicity and full stability for parametric variational systems
- Local structure of feasible sets in nonlinear programming, part II: Nondegeneracy
- Partial second-order subdifferentials in variational analysis and optimization
- Second-Order Subdifferential Calculus with Applications to Tilt Stability in Optimization
- Stability of Locally Optimal Solutions
- Strongly Regular Generalized Equations
- Tilt Stability of a Local Minimum
- Variational Analysis
- Variational analysis and full stability of optimal solutions to constrained and minimax problems
Cited in
(10)- Partial second-order subdifferentials in variational analysis and optimization
- Piecewise Ck functions in nonsmooth analysis
- Theoretical characteristics and numerical methods for a class of special piecewise quadratic optimization
- Critical multipliers in variational systems via second-order generalized differentiation
- A study of piecewise linear-quadratic programs
- A Chain Rule for Strict Twice Epi-Differentiability and Its Applications
- Second-Order Subdifferential Calculus with Applications to Tilt Stability in Optimization
- Stability analysis for composite optimization problems and parametric variational systems
- On the Second Order Sufficient Optimality Conditions for a Problem of Mathematical Programming
- Generalized differentiation of piecewise linear functions in second-order variational analysis
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