[图书][B] Variational analysis and applications

BS Mordukhovich - 2018 - Springer
Boris S. Mordukhovich Page 1 Springer Monographs in Mathematics Boris S. Mordukhovich
Variational Analysis and Applications Page 2 Springer Monographs in Mathematics Editors-in-Chief …

Critical multipliers in variational systems via second-order generalized differentiation

BS Mordukhovich, ME Sarabi - Mathematical Programming, 2018 - Springer
In this paper we introduce the notions of critical and noncritical multipliers for variational
systems and extend to a general framework the corresponding notions by Izmailov and …

Smoothness of subgradient mappings and its applications in parametric optimization

NTV Hang, E Sarabi - arXiv preprint arXiv:2311.06026, 2023 - arxiv.org
We demonstrate that the concept of strict proto-differentiability of subgradient mappings can
play a similar role as smoothness of the gradient mapping of a function in the study of …

Criticality of Lagrange multipliers in variational systems

B Mordukhovich, E Sarabi - SIAM Journal on Optimization, 2019 - SIAM
The paper concerns the study of criticality of Lagrange multipliers in variational systems,
which has been recognized in both theoretical and numerical aspects of optimization and …

A chain rule for strict twice epi-differentiability and its applications

NTV Hang, ME Sarabi - SIAM Journal on Optimization, 2024 - SIAM
The presence of second-order smoothness for objective functions of optimization problems
can provide valuable information about their stability properties and help us design efficient …

Variational Properties of Decomposable Functions Part II: Strong Second-Order Theory

W Ouyang, A Milzarek - arXiv preprint arXiv:2311.07276, 2023 - arxiv.org
Local superlinear convergence of the semismooth Newton method usually requires the
uniform invertibility of the generalized Jacobian matrix, eg BD-regularity or CD-regularity …

Role of subgradients in variational analysis of polyhedral functions

NTV Hang, W Jung, E Sarabi - Journal of Optimization Theory and …, 2024 - Springer
Understanding the role that subgradients play in various second-order variational analysis
constructions can help us uncover new properties of important classes of functions in …

Theoretical characteristics and numerical methods for a class of special piecewise quadratic optimization

J Jian, Y Qin, J Yin, G Ma - Applied Numerical Mathematics, 2023 - Elsevier
In this paper, we discuss the theoretical characteristics and numerical methods for a class of
special piecewise quadratic optimization (SPQO). Theoretically, the existence, uniqueness …

Variational Analysis of a Nonconvex and Nonsmooth Optimization Problem: An Introduction

JO Royset - arXiv preprint arXiv:2411.04317, 2024 - arxiv.org
Variational analysis provides the theoretical foundations and practical tools for constructing
optimization algorithms without being restricted to smooth or convex problems. We survey …

Stability analysis for composite optimization problems and parametric variational systems

BS Mordukhovich, ME Sarabi - Journal of Optimization Theory and …, 2017 - Springer
This paper aims to provide various applications for second-order variational analysis of
extended-real-valued piecewise linear functions recently obtained by the authors. We …