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Second order variational analysis of disjunctive constraint sets and its applications to optimization problems

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In this paper, we examine the properly twice epi-differentiability and compute the second order epi-subderivative of the indicator function to a class of sets including the finite union of parabolically… Click to show full abstract

In this paper, we examine the properly twice epi-differentiability and compute the second order epi-subderivative of the indicator function to a class of sets including the finite union of parabolically derivable and parabolically regular sets. In this way, we provide no-gap second order optimality conditions for a disjunctive constrained problem. Moreover, we derive applications of our results to some types of disjunctive programs.

Keywords: order; second order; order variational; analysis disjunctive; disjunctive constraint; variational analysis

Journal Title: Optimization Letters
Year Published: 2021

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