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arXiv · 1507.05350

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

Boris S. Mordukhovich·M. Ebrahim Sarabi
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Abstract

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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Boris S. Mordukhovich, M. Ebrahim Sarabi. 2015-07-19. Second-order analysis of piecewise linear functions with applications to optimization and stability. https://arxiv.org/abs/1507.05350

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