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Twice Epi-Differentiability of Extended-Real-Valued Functions with Applications in Composite Optimization
The paper is devoted to the study of the twice epi-differentiablity of extended-real-valued functions, with an emphasis on functions satisfying a certain composite representation. This will be conducted under parabolic regularity, a second-order regularity condition that was recently utilized in [A. Mohammadi, B. Mordukhovich, and M. E. Sarabi, Parabolic Regularity via Geometric Variational Analysis, preprint, ŭlhttps://arxiv.org/abs/1909.00241, 2019] for second-order variational analysis of constraint systems. Besides justifying the twice epi-differentiablity of composite functions, we obtain precise formulas for their second subderivatives under the metric subregularity constraint qualification. The latter allows us to derive second-order optimality conditions for a large class of composite optimization problems.
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