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Generalized Twice Differentiability and Quadratic Bundles in Second-Order Variational Analysis

2025/01/03 by Pham Duy Khanh, Khanh, Pham Duy, Boris S. Mordukhovich +5
Engineering · Mathematics · #49J52 #49J53 #90C31 #Dynamics and Control of Mechanical Systems #FOS: Mathematics #Fractional Differential Equations Solutions #Numerical methods for differential equations #Optimization and Control (math.OC)

paper · pdf · doi:10.48550/arxiv.2501.02067

openalex publication_date 2025/01/03 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we investigate the concepts of generalized twice differentiability and quadratic bundles of nonsmooth functions that have been very recently proposed by Rockafellar in the framework of second-order variational analysis. These constructions, in contrast to second-order subdifferentials, are defined in primal spaces. We develop new techniques to study generalized twice differentiability for a broad class of prox-regular functions, establish their novel characterizations. Subsequently, quadratic bundles of prox-regular functions are shown to be nonempty, which provides the ground of potential applications in variational analysis and optimization.

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