Fast computation of generalized Jacobians of polyhedral projectors and extensions

  • Shengxiang DENG ,
  • Xudong LI
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  • 1. School of Data Science, Fudan University, Shanghai 200433, China
郦旭东, E-mail: lixudong@fudan.edu.cn

Received date: 2023-05-02

  Online published: 2023-12-07

Abstract

Polyhedral projectors play a fundamental role in modern optimization. Recently, significant progress has been made in the computation of generalized Jacobians of projectors over polyhedral convex sets. In this paper, we review some recent theoretical and computational developments related to polyhedral projectors and their generalized Jacobians. Similar analyses are also extended to solution mappings of strongly convex quadratic programming problems, and proximal mappings of continuous piecewise affine regularizers.

Cite this article

Shengxiang DENG , Xudong LI . Fast computation of generalized Jacobians of polyhedral projectors and extensions[J]. Operations Research Transactions, 2023 , 27(4) : 61 -80 . DOI: 10.15960/j.cnki.issn.1007-6093.2023.04.004

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