Second-order analysis of piecewise linear functions with applications to optimization and stability

18 Aug 2016  ·  Mordukhovich Boris S., Sarabi M. Ebrahim ·

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. read more

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Optimization and Control