Full Stability of Locally Optimal Solutions in Second-Order Cone Programs

0434303 - ÚTIA 2015 RIV US eng J - Článek v odborném periodiku
Mordukhovich, B. S. - Outrata, Jiří - Sarabi, E.
Full Stability of Locally Optimal Solutions in Second-Order Cone Programs.
SIAM Journal on Optimization. Roč. 24, č. 4 (2014), s. 1581-1613. ISSN 1052-6234. E-ISSN 1095-7189
Grant CEP: GA ČR GAP402/12/1309
Grant ostatní: Australian Research Council(AU) DP-12092508; Australian Research Council(AU) DP-110102011; Portuguese Foundation of Science and Technologies(PT) MAT/11109; USA National Science Foundation(US) DMS-1007132
Institucionální podpora: RVO:67985556
Klíčová slova: variational analysis * second-order cone programming * full stability of local minimizers * nondegeneracy * strong regularity * quadratic growth * second-order subdifferentials * coderivatives
Kód oboru RIV: BA - Obecná matematika
Impakt faktor: 1.829, rok: 2014
http://library.utia.cas.cz/separaty/2014/MTR/outrata-0434303.pdf

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.
Trvalý link: http://hdl.handle.net/11104/0239352