On the Coderivative of the Projection Operator onto the Second-order Cone

被引：62

作者：

Outrata, Jiri V. ^{[1
]}

Sun, Defeng ^{[2
,3
]}

机构：

[1] Acad Sci Czech Republ, Inst Informat Theory & Automat, CR-18208 Prague, Czech Republic

[2] Natl Univ Singapore, Dept Math, Singapore 117548, Singapore

[3] Natl Univ Singapore, Risk Management Inst, Singapore 117548, Singapore

来源：

SET-VALUED ANALYSIS | 2008年 / 16卷 / 7-8期

关键词：

Second-order cone; Projection; Limiting coderivative; Aubin property;

D O I：

10.1007/s11228-008-0092-x

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The limiting (Mordukhovich) coderivative of the metric projection onto the second-order cone R-n is computed. This result is used to obtain a sufficient condition for the Aubin property of the solution map of a parameterized second-order cone complementarity problem and to derive necessary optimality conditions for a mathematical program with a second-order cone complementarity problem among the constraints.

引用

页码：999 / 1014

页数：16

共 21 条

[1] LIPSCHITZ BEHAVIOR OF SOLUTIONS TO CONVEX MINIMIZATION PROBLEMS [J].

AUBIN, JP .

MATHEMATICS OF OPERATIONS RESEARCH, 1984, 9 (01) :87-111

[2] Analysis of nonsmooth vector-valued functions associated with second-order cones [J].

Chen, JS ;

Chen, X ;

Tseng, P .

MATHEMATICAL PROGRAMMING, 2004, 101 (01) :95-117

[3] Complementarity functions and numerical experiments on some smoothing newton methods for second-order-cone complementarity problems [J].

Chen, XD ;

Sun, D ;

Sun, J .

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2003, 25 (1-3) :39-56

[4]

Clarke FH, 1983, OPTIMIZATION NONSMOO

[5]

FARAUT U, 1994, OXFORD MATH MONOGRAP

[6] An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints [J].

Fukushima, M ;

Tseng, P .

SIAM JOURNAL ON OPTIMIZATION, 2002, 12 (03) :724-739

[7] Mixed finite element approximation of 3D contact problems with given friction: Error analysis and numerical realization [J].

Haslinger, J ;

Sassi, T .

ESAIM-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS-MODELISATION MATHEMATIQUE ET ANALYSE NUMERIQUE, 2004, 38 (03) :563-578

[8]

KANZOW C, 2006, 2006005 KYOT U DEP A

[9]

Koecher M, 1999, Lecture Notes in Math., V1710

[10] MONOTONE-FUNCTIONS ON FORMALLY REAL JORDAN ALGEBRAS [J].

KORANYI, A .

MATHEMATISCHE ANNALEN, 1984, 269 (01) :73-76

← 1 2 3 →