Rodomanov Anton, Nesterov Yurii
1ICTEAM, Catholic University of Louvain, Louvain-la-Neuve, Belgium.
2Center for Operations Research and Economics, Catholic University of Louvain, Louvain-la-Neuve, Belgium.
J Optim Theory Appl. 2020;185(2):303-326. doi: 10.1007/s10957-020-01653-6. Epub 2020 Mar 27.
In this paper, we study derivatives of powers of Euclidean norm. We prove their Hölder continuity and establish explicit expressions for the corresponding constants. We show that these constants are optimal for odd derivatives and at most two times suboptimal for the even ones. In the particular case of integer powers, when the Hölder continuity transforms into the Lipschitz continuity, we improve this result and obtain the optimal constants.
在本文中,我们研究欧几里得范数幂的导数。我们证明了它们的赫尔德连续性,并给出了相应常数的显式表达式。我们表明,这些常数对于奇数阶导数是最优的,对于偶数阶导数至多是次优两倍。在整数幂的特殊情况下,当赫尔德连续性转化为利普希茨连续性时,我们改进了这一结果并得到了最优常数。