FULL STABILITY OF LOCALLY OPTIMAL SOLUTIONS IN SECOND-ORDER CONE PROGRAMS

被引：28

作者：

Mordukhovich, Boris S. ^{[1
,2
]}

Outrata, Jiri V. ^{[3
,4
]}

Sarabi, M. Ebrahim ^{[1
]}

机构：

[1] Wayne State Univ, Dept Math, Detroit, MI 48202 USA

[2] King Fahd Univ Petr & Minerals, Dhahran 31261, Saudi Arabia

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

[4] Federat Univ Australia, Ctr Informat & Appl Optimizat, Ballarat, Vic 3353, Australia

来源：

SIAM JOURNAL ON OPTIMIZATION | 2014年 / 24卷 / 04期

基金：

澳大利亚研究理事会; 美国国家科学基金会;

关键词：

variational analysis; second-order cone programming; full stability of local minimizers; nondegeneracy; strong regularity; quadratic growth; second-order subdifferentials; coderivatives; TILT STABILITY; VARIATIONAL ANALYSIS;

D O I：

10.1137/130928637

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The paper presents complete characterizations of Lipschitzian full stability of locally optimal solutions to second-order cone programs (SOCPs) expressed entirely in terms of their initial data. These characterizations are obtained via appropriate versions of the quadratic growth and strong second-order sufficient conditions under the corresponding constraint qualifications. We also establish close relationships between full stability of local minimizers for SOCPs and strong regularity of the associated generalized equations at nondegenerate points. Our approach is mainly based on advanced tools of second-order variational analysis and generalized differentiation.

引用

页码：1581 / 1613

页数：33

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