Second-order analysis of piecewise linear functions with applications to optimization and stability
| Autor: | Mordukhovich, Boris S., Sarabi, M. Ebrahim |
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| Rok vydání: | 2015 |
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| Druh dokumentu: | Working Paper |
| Popis: | 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. Comment: 29 pages |
| Databáze: | arXiv |
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