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Understanding the role that subgradients play in various second-order variational anal- ysis constructions can help us uncover new properties of important classes of functions in variational analysis. Focusing mainly on the behavior of the second subderivative and subgradient proto-derivative of polyhedral functions, i.e., functions with poly- hedral convex epigraphs, we demonstrate that choosing the underlying subgradient, utilized in the definitions of these concepts, from the relative interior of the subdif- ferential of polyhedral functions ensures stronger second-order variational properties such as strict twice epi-differentiability and strict subgradient proto-differentiability. This allows us to characterize continuous differentiability of the proximal mapping and twice continuous differentiability of the Moreau envelope of polyhedral functions. We close the paper with proving the equivalence of metric regularity and strong metric regularity of a class of generalized equations at their nondegenerate solutions.
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This content will become publicly available on August 12, 2025
Parabolic Regularity of Spectral Functions
This paper is devoted to the study of the second-order variational analysis of spectral functions. It is well-known that spectral functions can be expressed as a composite function of symmetric functions and eigenvalue functions. We establish several second-order properties of spectral functions when their associated symmetric functions enjoy these properties. Our main attention is given to characterize parabolic regularity for this class of functions. It was observed recently that parabolic regularity can play a central rule in ensuring the validity of important second-order variational properties, such as twice epi-differentiability. We demonstrates that for convex spectral functions, their parabolic regularity amounts to that of their symmetric functions. As an important consequence, we calculate the second subderivative of convex spectral functions, which allows us to establish second-order optimality conditions for a class of matrix optimization problems.
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- Award ID(s):
- 2108546
- PAR ID:
- 10534375
- Publisher / Repository:
- Informs
- Date Published:
- Journal Name:
- Mathematics of Operations Research
- ISSN:
- 0364-765X
- Subject(s) / Keyword(s):
- spectral functions, parabolic regularity, twice epi-differentiability, composite optimization, second-order optimality conditions
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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