Differentiating Nonsmooth Solutions to Parametric Monotone Inclusion Problems
Differentiating Nonsmooth Solutions to Parametric Monotone Inclusion Problems
.We leverage path differentiability and a recent result on nonsmooth implicit differentiation calculus to give sufficient conditions ensuring that the solution to a monotone inclusion problem will be path differentiable, with formulas for computing its generalized gradient. A direct consequence of our result is that these solutions happen to be …