Second order variational analysis of disjunctive constraint sets and its applications to optimization problems
In this paper, we examine the properly twice epi-differentiability and compute the second order epi-subderivative of the indicator function to a class of sets including the finite union of parabolically derivable and parabolically regular sets. In this way, we provide no-gap second order optimality...
Gespeichert in:
Veröffentlicht in: | Optimization letters 2021-09, Vol.15 (6), p.2201-2224 |
---|---|
Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Zusammenfassung: | In this paper, we examine the properly twice epi-differentiability and compute the second order epi-subderivative of the indicator function to a class of sets including the finite union of parabolically derivable and parabolically regular sets. In this way, we provide no-gap second order optimality conditions for a disjunctive constrained problem. Moreover, we derive applications of our results to some types of disjunctive programs. |
---|---|
ISSN: | 1862-4472 1862-4480 |
DOI: | 10.1007/s11590-020-01681-1 |