Differentiability Properties of Metric Projections onto Convex Sets
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It is known that directional differentiability of metric projection onto a closed convex set in a finite-dimensional space is not guaranteed. In this paper, we discuss sufficient conditions ensuring directional differentiability of such metric projections. The approach is based on a general theory of sensitivity analysis of parameterized optimization problems.
KeywordsMetric projection Directional differentiability Second-order regularity Cone reducibility Nondegeneracy
Mathematics Subject Classification90C30 90C31
This research was partly supported by the NSF award CMMI 1232623.
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