Second-order subdifferential of 1- and maximum norm

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Date
2014
Volume
2004
Issue
Journal
Series Titel
WIAS Preprints
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Publisher
Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik
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Abstract

We derive formulae for the second-order subdifferential of polyhedral norms. These formulae are fully explicit in terms of initial data. In a first step we rely on the explicit formula for the coderivative of normal cone mapping to polyhedra. Though being explicit, this formula is quite involved and difficult to apply. Therefore, we derive simple formulae for the 1-norm and

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Citation
Emich, K. (2014). Second-order subdifferential of 1- and maximum norm. Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik.
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