Properties of the Moreau-Yosida regularization of a piecewise C2 convex function

作者: Robert Mifflin , Liqun Qi , Defeng Sun

DOI: 10.1007/S10107980029A

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摘要: In this paper we discuss second-order properties of the Moreau-Yosida regularization F a piecewise twice continuously differentiable convex function f. We introduce new constraint qualification in order to prove that gradient is differentiable. addition, conditions, depending on Hessians pieces, guarantee positive definiteness generalized Jacobians F.

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