Second-Order Analysis of Piecewise Linear Functions with Applications to Optimization and Stability

被引：0
|
作者：
B. S. Mordukhovich
M. E. Sarabi
机构：
[1] Wayne State University,
来源：
Journal of Optimization Theory and Applications | 2016年 / 171卷
关键词：
Variational analysis and optimization; Piecewise linear functions; Second-order subdifferentials; Nondegeneracy; Full stability of local minimizers; 49J52; 90C30; 90C31;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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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页码：504 / 526
页数：22
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