Lagrangian-Dual Functions and Moreau--Yosida Regularization

In this paper, we consider the Lagrangian dual problem of a class of convex optimization problems. We first discuss the semismoothness of the Lagrangian-dual function φ. This property is then used to investigate the second-order properties of the Moreau-Yosida regularization η of the function φ, e.g., the semismoothness of the gradient g of the regularized… CONTINUE READING