Let Kn be the Lorentz/second-order cone in R. For any function f from R to R, one can define a corresponding function f soc(x) on R by applying f to the spectral values of the spectral decomposition of x ∈ R with respect to Kn. We show that this vector-valued function inherits from f the properties of continuity, (local) Lipschitz continuity, directional differentiability, Fréchet differentiabi...

This article studies continuity and directional differentiability properties of optimal value functions, in particular at boundary points of their domain. We extend and complement standard continuity results from [12] for abstract feasible set mappings under complete convexity as well as standard differentiability results from [13] for feasible set mappings in functional form under the Slater c...

For any function f from R to R, one can define a corresponding function on the space of n × n (block-diagonal) real symmetric matrices by applying f to the eigenvalues of the spectral decomposition. We show that this matrix-valued function inherits from f the properties of continuity, (local) Lipschitz continuity, directional differentiability, Fréchet differentiability, continuous differentiab...

In this paper, we present a synthesis of our differentiable approach to the generalized moment problem, an approach which begins with a reformulation in terms of differential forms and which ultimately ends up with a canonically derived, strictly convex optimization problem. Engineering applications typically demand a solution that is the ratio of functions in certain finite dimensional vector ...

where An is the n-fold product of the σ-algebra A of subsets of a given set X , Fi,Gi, i∈ p ≡ {1,2, . . . , p}, and Hj , j ∈ q, are real-valued functions defined on An, and for each i∈ p, Gi(S) > 0 for all S∈An such that Hj(S) ≤ 0, j ∈ q. This problem was considered previously in the companion paper [7] where a survey of currently available optimality and duality results for minmax fractional s...