Second-Order Contingent Derivative

On Sum-Rules for Second-Order Contingent Derivatives

  • Mario Jelitte
    • Categories Constrained Nonlinear Optimization, Global Optimization Theory, Nonsmooth Optimization Tags , , ,

    We are concerned with contingent derivatives and their second-order counterparts (introduced by Ngai et al.) of set-valued mappings. Special attention is given to the development of new sum-rules for second-order contingent derivatives. To be precise, we want to find conditions under which the second-order contingent derivative of the sum of a smooth and a set-valued … Read more

    Second-Order Contingent Derivatives: Computation and Application

  • Mario Jelitte
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization, Nonsmooth Optimization Tags , , , ,

    It is known that second-order (Studniarski) contingent derivatives can be used to compute tangents to the solution set of a generalized equation when standard (first-order) regularity conditions are absent, but relaxed (second-order) regularity conditions are fulfilled. This fact, roughly speaking, is only relevant in practice as long as the computation of second-order contingent derivatives itself … Read more