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On the Calculus of Limiting Subhessians
Authors:A Eberhard and R Wenczel
Institution:(1) School of Mathematical and Geospatial Sciences, RMIT University, GPO Box 2476V, 3001 Melbourne, Australia
Abstract:We discuss various qualification assumptions that allow calculus rules for limiting subhessians to be derived. Such qualification assumptions are based on a singular limiting subjet derived from a sequence of efficient subsets of symmetric matrices. We introduce a new efficiency notion that results in a weaker qualification assumption than that introduced in Ioffe and Penot (Trans Amer Math Soc 249: 789–807, 1997) and prove some calculus rules that are valid under this weaker qualification assumption. The work of A. Eberhard was supported by ARC research grant DP0664423.
Keywords:Subhessians  Subjets  Second-order subdifferential calculus  Efficient operators
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