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Variational convexity, together with ist strong counterpart, of extended-real-valued functions has been recently introduced by Rockafellar. In this paper we present second-order characterizations of these properties, i.e., conditions using…

最优化与控制 · 数学 2025-02-04 Helmut Gfrerer

Second-order variational properties have been shown to play important theoretical and numerical roles for different classes of optimization problems. Among such properties, twice epi-differentiability has a special place because of its…

最优化与控制 · 数学 2026-02-06 Chao Ding , Ebrahim Sarabi , Shiwei Wang

The paper addresses the study and applications of a broad class of extended-real-valued functions, known as optimal value or marginal functions, which are frequently appeared in variational analysis, parametric optimization, and a variety…

最优化与控制 · 数学 2025-02-05 Le Phuoc Hai , Felipe Lara , Boris S. Mordukhovich

This paper mainly studies the quadratic growth and the strong metric subregularity of the subdifferential of a function that can be represented as the sum of a function twice differentiable in the extended sense and a subdifferentially…

最优化与控制 · 数学 2021-09-09 Nguyen Huy Chieu , Nguyen Thi Quynh Trang , Ha Anh Tuan

This work provides a systematic study of the variational properties of decomposable functions which are compositions of an outer support function and an inner smooth mapping under certain constraint qualifications. A particular focus is put…

最优化与控制 · 数学 2024-08-20 Wenqing Ouyang , Andre Milzarek

This paper is devoted to the study of the second-order variational analysis of spectral functions. It is well-known that spectral functions can be expressed as a composite function of symmetric functions and eigenvalue functions. We…

最优化与控制 · 数学 2024-05-06 Ashkan Mohammadi , Ebrahim Sarabi

We will show that a multifunction is strictly proto-differentiable at a point of its graph if and only if it is graphically strictly differentiable, i.e., the graph of the multifunction locally coincides, up to a change of coordinates, with…

最优化与控制 · 数学 2025-06-25 Helmut Gfrerer

The paper concerns the second-order generalized differentiation theory of variational analysis and new applications of this theory to some problems of constrained optimization in finitedimensional spaces. The main attention is paid to the…

最优化与控制 · 数学 2011-10-21 B. S. Mordukhovich , R. T. Rockafellar

Subdifferentials (in the sense of convex analysis) of matrix-valued functions defined on $\mathbb{R}^d$ that are convex with respect to the L\"{o}wner partial order can have a complicated structure and might be very difficult to compute…

最优化与控制 · 数学 2024-07-22 M. V. Dolgopolik

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…

最优化与控制 · 数学 2015-07-21 Boris S. Mordukhovich , M. Ebrahim Sarabi

This paper sheds new light on several interrelated topics of second-order variational analysis, both in finite and infinite-dimensional settings. We establish new relationships between second-order growth conditions on functions, the basic…

最优化与控制 · 数学 2013-04-30 D. Drusvyatskiy , B. S. Mordukhovich , T. T. A. Nghia

The paper is mainly devoted to systematic developments and applications of geometric aspects of second-order variational analysis that are revolved around the concept of parabolic regularity of sets. This concept has been known in…

最优化与控制 · 数学 2020-06-17 Ashkan Mohammadi , Boris S. Mordukhovich , M. Ebrahim Sarabi

The subdifferential of a function is a generalization for nonsmooth functions of the concept of gradient. It is frequently used in variational analysis, particularly in the context of nonsmooth optimization. The present work proposes…

最优化与控制 · 数学 2016-09-13 Charles Audet , Warren Hare

Spectral functions of symmetric matrices -- those depending on matrices only through their eigenvalues -- appear often in optimization. A cornerstone variational analytic tool for studying such functions is a formula relating their…

最优化与控制 · 数学 2015-07-23 D. Drusvyatskiy , C. Kempton

The presence of second-order smoothness for objective functions of optimization problems can provide valuable information about their stability properties and help us design efficient numerical algorithms for solving these problems. Such…

最优化与控制 · 数学 2023-08-04 N. T. V. Hang , M. E. Sarabi

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…

最优化与控制 · 数学 2016-08-19 Boris S. Mordukhovich , M. Ebrahim Sarabi

Submodular Functions are a special class of set functions, which generalize several information-theoretic quantities such as entropy and mutual information [1]. Submodular functions have subgradients and subdifferentials [2] and admit…

离散数学 · 计算机科学 2020-07-01 Rishabh Iyer , Jeff Bilmes

We demonstrate that the concept of strict proto-differentiability of subgradient mappings can play a similar role as smoothness of the gradient mapping of a function in the study of subgradient mappings of prox-regular functions. We then…

最优化与控制 · 数学 2024-10-30 Nguyen T. V. Hang , Ebrahim Sarabi

The paper is devoted to the study of the twice epi-differentiablity of extended-real-valued functions, with an emphasis on functions satisfying a certain composite representation. This will be conducted under the parabolic regularity, a…

最优化与控制 · 数学 2020-04-15 Ashkan Mohammadi , M. Ebrahim Sarabi

The paper studies generalized differentiability properties of the marginal function of parametric optimal control problems of semilinear elliptic partial differential equations. We establish upper estimates for the regular and the limiting…

最优化与控制 · 数学 2018-07-17 Nguyen Thanh Qui , Daniel Wachsmuth
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