PARTIAL SMOOTHNESS, TILT STABILITY, AND GENERALIZED HESSIANS

被引：54

作者：

Lewis, A. S. ^{[1
]}

Zhang, S. ^{[1
]}

机构：

[1] Cornell Univ, ORIE, Ithaca, NY 14853 USA

来源：

SIAM JOURNAL ON OPTIMIZATION | 2013年 / 23卷 / 01期

基金：

美国国家科学基金会;

关键词：

variational analysis; nonsmooth optimization; second-order; sensitivity analysis; prox-regular; subdifferential continuity; partial smoothness; generalized Hessian; tilt stability; 2ND-ORDER; OPTIMALITY;

D O I：

10.1137/110852103

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We compare two recent variational-analytic approaches to second-order conditions and sensitivity analysis for nonsmooth optimization. We describe a broad setting where computing the generalized Hessian of Mordukhovich is easy. In this setting, the idea of tilt stability introduced by Poliquin and Rockafellar is equivalent to a classical smooth second-order condition.

引用

页码：74 / 94

页数：21

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