Second-Order Epi-Derivatives of Composite Functionals
Cite this article as: Levy, A. Annals of Operations Research (2001) 101: 267. doi:10.1023/A:1010993128564 Abstract
We compute two-sided second-order epi-derivatives for certain composite functionals
f= g○ F where F is a C 1 mapping between two Banach spaces X and Y, and g is a convex extended real-valued function on Y. These functionals include most essential objectives associated with smooth constrained minimization problems on Banach spaces. Our proof relies on our development of a formula for the second-order upper epi-derivative that mirrors a formula for a second-order lower epi-derivative from , and the two-sided results we obtain promise to support a more precise sensitivity analysis of parameterized optimization problems than has been previously possible. second-order epi-derivative twice Mosco epi-differentiability convex- C 2 composite function References
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