NEWTON DIFFERENTIABILITY OF CONVEX FUNCTIONS IN NORMED SPACES AND OF A CLASS OF OPERATORS

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Abstract

Newton differentiability is an important concept for analyzing generalized Newton methods for nonsmooth equations. In this work, for a convex function defined on an infinite-dimensional space, we discuss the relation between Newton and Bouligand differentiability and upper semicontinuity of its subdifferential. We also construct a Newton derivative of an operator of the form (Fx)(p) = f(x, p) for general nonlinear operators f that possess a Newton derivative with respect to x and also for the case where f is convex in x.

Original languageEnglish
Pages (from-to)1265-1287
Number of pages23
JournalSIAM Journal on Optimization
Volume32
Issue number2
DOIs
StatePublished - 2022

Keywords

  • Bouligand derivative
  • Newton derivative
  • convex
  • maximum functional
  • measurable selector
  • semismooth
  • subdifferential

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