First- and Second-Order Epi-Differentiability in Eigenvalue Optimization
نویسندگان
چکیده
منابع مشابه
First- and Second-order Epi-differentiability in Nonlinear Programming
Problems are considered in which an objective function expressible as a max of finitely many C2 functions, or more generally as the composition of a piecewise linear-quadratic function with a C2 mapping, is minimized subject to finitely many C2 constraints. The essential objective function in such a problem, which is the sum of the given objective and the indicator of the constraints, is shown ...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1999
ISSN: 0022-247X
DOI: 10.1006/jmaa.1999.6320