Properties of the Moreau-Yosida regularization of a piecewise C2convex function

Defeng Sun; Robert Mifflin; Liqun Qi

doi:10.1007/s10107980029a

Properties of the Moreau-Yosida regularization of a piecewise C²convex function

Defeng Sun, Robert Mifflin, Liqun Qi

Research output: Journal article publication › Journal article › Academic research › peer-review

17 Citations (Scopus)

Abstract

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

Original language	English
Pages (from-to)	269-281
Number of pages	13
Journal	Mathematical Programming, Series B
Volume	84
Issue number	2
DOIs	https://doi.org/10.1007/s10107980029a
Publication status	Published - 1 Jan 1999
Externally published	Yes

Keywords

Moreau
Piecewise smooth functions
Yosida regularization

ASJC Scopus subject areas

Software
General Mathematics

More information

10.1007/s10107980029a

Cite this

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