Second-order variational analysis for composite models with applications to optimization and stability
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Second-order variational analysis for composite models with applications to optimization and stability

Time: 14:00 to  15:30 Ngày 29/09/2022

Venue/Location: C102, VIASM

Speaker: Nguyễn Thị Vân Hằng, Viện Toán học, Viện HLKHCN Việt Nam

Content:

In this report, we first discuss the notion of twice epi-differentiability of an extended-real-valued function, one of our main devices in conducting second-order variational analysis for various concrete optimization problems and variational systems. We then summarize our recent developments in variational analysis for polyhedral and polyhedral composite functions. Namely, we present characterizations of strict twice epi-differentiability for such functions and calculation of some second-order generalized derivative constructions, we also report some applications of the obtained results to stability analysis of variational related to polyhedral functions.