Partial Smoothness,Tilt Stability, and Generalized Hessians
Abstract: We compare two recent variational-analytic approaches to second-order conditions and sensitivity analysis for nonsmooth optimization. We describe a broad setting where computing the generalized Hessian of Mordukhovich is easy. In this setting, the idea of tilt stability introduced by Poliquin and Rockafellar is equivalent to a classical smooth second-order condition.
Keywords: variational analysis, nonsmooth optimization, second-order, sensitivity analysis, prox-regular, subdifferential continuity, partial smoothness, generalized Hessian, tilt stability
Category 1: Convex and Nonsmooth Optimization (Nonsmooth Optimization )
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Entry Submitted: 10/17/2011
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