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Variational Convexity of Functions and Variational Sufficiency in Optimization

Authors :
Khanh, Pham Duy
Mordukhovich, Boris S.
Phat, Vo Thanh
Publication Year :
2022

Abstract

The paper is devoted to the study, characterizations, and applications of variational convexity of functions, the property that has been recently introduced by Rockafellar together with its strong counterpart. First we show that these variational properties of an extended-real-valued function are equivalent to, respectively, the conventional (local) convexity and strong convexity of its Moreau envelope. Then we derive new characterizations of both variational convexity and variational strong convexity of general functions via their second-order subdifferentials (generalized Hessians), which are coderivatives of subgradient mappings. We also study relationships of these notions with local minimizers and tilt-stable local minimizers. The obtained results are used for characterizing related notions of variational and strong variational sufficiency in composite optimization with applications to nonlinear programming.

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2208.14399
Document Type :
Working Paper