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...

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Veröffentlicht in:Optimization letters 2021-09, Vol.15 (6), p.2201-2224
Hauptverfasser: Thinh, V. D., Chuong, T. D., Anh, N. L. H.
Format: Artikel
Sprache:eng
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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