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Second-Order Subdifferential Optimality Conditions in Nonsmooth Optimization

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arxiv 2312.16277 v2 pith:KITA52Q4 submitted 2023-12-26 math.OC

classification math.OC
keywords second-orderconditionsnonsmoothoptimalityoptimizationproblemsexpressedgeneral
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The paper is devoted to deriving novel second-order necessary and sufficient optimality conditions for local minimizers in rather general classes of nonsmooth unconstrained and constrained optimization problems in finite-dimensional spaces. The established conditions are expressed in terms of second-order subdifferentials of lower semicontinuous functions and mainly concern prox-regular objectives that cover a large territory in nonsmooth optimization and its applications. Our tools are based on the machinery of variational analysis and second-order generalized differentiation. The obtained general results are applied to problems of nonlinear programming, where the derived second-order optimality conditions are new even for problems with twice continuously differential data, being expressed there in terms of the classical Hessian matrices.

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  1. On the hardness of deterministic second-order optimization of functions with Lipschitz gradients

    math.OC 2026-07 accept novelty 7.0 of 10

    No deterministic zero-respecting second-order algorithm can compute Goldstein approximate second-order stationary points of C^{1,1} functions within finitely many oracle calls; general deterministic algorithms need at...

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