Role of Subgradients in Variational Analysis of Polyhedral Functions

TL;DR

This paper investigates how selecting subgradients from the interior of the subdifferential enhances second-order variational properties of polyhedral functions, leading to new characterizations of differentiability and regularity.

Contribution

It demonstrates that choosing subgradients from the relative interior of the subdifferential improves second-order properties and characterizes differentiability of related mappings in polyhedral functions.

Findings

Stronger second-order variational properties achieved

Characterization of differentiability of proximal mappings and Moreau envelopes

Equivalence of metric regularity and strong metric regularity

Abstract

Understanding the role that subgradients play in various second-order variational analysis constructions can help us uncover new properties of important classes of functions in variational analysis. Focusing mainly on the behavior of the second subderivative and subgradient proto-derivative of polyhedral functions, functions with polyhedral epigraphs, we demonstrate that choosing the underlying subgradient, utilized in the definitions of these concepts, from the relative interior of the subdifferential of polyhedral functions ensures stronger second-order variational properties such as strict twice epi-differentiability and strict subgradient proto-differentiability. This allows us to characterize continuous differentiability of the proximal mapping and twice continuous differentiability of the Moreau envelope of polyhedral functions. We close the paper with proving the equivalence of metric regularity and strong metric regularity of a class of generalized equations at their nondegenerate solutions.