Primal-Dual Gradient Structured Functions: Second-Order Results; Links to Epi-Derivatives and Partly Smooth Functions

Authors:
Robert Mifflin;Claudia Sagastizábal
Affiliations:
-;-
Venue:
SIAM Journal on Optimization
Year:
2002

Citing 0
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Abstract

We give second-order expansions for quite general nonsmooth functions from the $\cal{V}\cal{U}$-space decomposition point of view. The results depend on primal-dual gradient structure, which we relate to general concepts of second-order epi-derivatives and partly smooth functions. Expressions for the associated second-order objects are given in terms of $\cal{U}$-subspace Hessians.