Second-order epi-derivatives of integral functionals |
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Authors: | A. B. Levy |
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Affiliation: | (1) Department of Mathematics, University of Washington, 98195 Seattle, WA, U.S.A. |
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Abstract: | Epi-derivatives have many applications in optimization as approached through nonsmooth analysis. In particular, second-order epi-derivatives can be used to obtain optimality conditions and carry out sensitivity analysis. Therefore the existence of second-order epi-derivatives for various classes of functions is a topic of considerable interest. A broad class of composite functions on n called fully amenable functions (which include general penalty functions composed withC2 mappings, possibly under a constraint qualification) are now known to be twice epi-differentiable. Integral functionals appear widely in problems in infinite-dimensional optimization, yet to date, only integral functionals defined by convex integrands have been shown to be twice epi-differentiable, provided that the integrands are twice epi-differentiable. Here it is shown that integral functionals are twice epi-differentiable even without convexity, provided only that their defining integrands are twice epi-differentiable and satisfy a uniform lower boundedness condition. In particular, integral functionals defined by fully amenable integrands are twice epi-differentiable under mild conditions on the behavior of the integrands.This work was supported in part by the National Science Foundation under grant DMS-9200303. |
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Keywords: | Primary: 49J52 Secondary: 58C20 |
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