An exterior point method for computing points that satisfy second-order necessary conditions for a \(C^{1,1}\) optimization problem
The author first proves a generalized chain rule for composite \(C^{1,1}\) functions and shows how to characterize twice-differentiability of max functions. Then he presents exterior point methods in a unified way which allows one to compute points which satisfy second-order necessary conditions for a constrained minimization problem in a finite-dimensional space. Finally, he shows that any limiting point of the obtained sequences satisfies the second-order necessary conditions.
scientific article; zbMATH DE number 703319