Primal-Dual Gradient Structured Functions: Second-Order Results; Links to Epi-Derivatives and Partly Smooth Functions

We give second-order expansions for quite general nonsmooth functions from the $\cal{V}\cal{U}$-space decomposition point of view. The results depend on primal-dual gradient structure, which we relate to general concepts of second-order epi-derivatives and partly smooth functions. Expressions for th...

Full description

Saved in:
Bibliographic Details
Published in:SIAM journal on optimization 2003-01, Vol.13 (4), p.1174-1194
Main Authors: Mifflin, Robert, Sagastizábal, Claudia
Format: Article
Language:English
Subjects:
Convex analysis
Decomposition
Eigenvalues
Optimization
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:We give second-order expansions for quite general nonsmooth functions from the $\cal{V}\cal{U}$-space decomposition point of view. The results depend on primal-dual gradient structure, which we relate to general concepts of second-order epi-derivatives and partly smooth functions. Expressions for the associated second-order objects are given in terms of $\cal{U}$-subspace Hessians.
ISSN:1052-6234
1095-7189
DOI:10.1137/S1052623402412441