Differentiability Properties of Metric Projections onto Convex Sets

Differentiability Properties of Metric Projections onto Convex Sets

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Article ID: iaor20162407
Volume: 169
Issue: 3
Start Page Number: 953
End Page Number: 964
Publication Date: Jun 2016
Journal: Journal of Optimization Theory and Applications
Authors:
Keywords: heuristics, programming: convex
Abstract:

It is known that directional differentiability of metric projection onto a closed convex set in a finite‐dimensional space is not guaranteed. In this paper, we discuss sufficient conditions ensuring directional differentiability of such metric projections. The approach is based on a general theory of sensitivity analysis of parameterized optimization problems.

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