On First and Second Order Optimality Conditions for Abs-Normal NLP

Structured nonsmoothness is widely present in practical optimization. A particularly attractive class of nonsmooth problems, both from a theoretical and from an algorithmic perspective, are optimization problems in so-called abs-normal form as developed by Griewank and Walther. Here we generalize their theory for the unconstrained case to nonsmooth NLPs with equality and inequality constraints in … Read more