Second-order analysis of piecewise linear functions with applications to optimization and stability
Optimization and Control
2016-08-19 v2
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.
Cite
@article{arxiv.1507.05350,
title = {Second-order analysis of piecewise linear functions with applications to optimization and stability},
author = {Boris S. Mordukhovich and M. Ebrahim Sarabi},
journal= {arXiv preprint arXiv:1507.05350},
year = {2016}
}
Comments
29 pages