On the Aubin Property of Critical Points to Perturbed Second-Order Cone Programs

0364167 - ÚTIA 2012 RIV US eng J - Článek v odborném periodiku
Outrata, Jiří - Ramírez, H. C.
On the Aubin Property of Critical Points to Perturbed Second-Order Cone Programs.
SIAM Journal on Optimization. Roč. 21, č. 3 (2011), s. 798-823. ISSN 1052-6234. E-ISSN 1095-7189
Grant CEP: GA AV ČR IAA100750802
Výzkumný záměr: CEZ:AV0Z10750506
Klíčová slova: second-order cone programming * strong regularity * Aubin property
Kód oboru RIV: BA - Obecná matematika
Impakt faktor: 1.629, rok: 2011
http://library.utia.cas.cz/separaty/2011/MTR/outrata-0364167.pdf

We characterize the Aubin property of a canonically perturbed KKT system related to the second-order cone programming problem in terms of a strong second order optimality condition. This condition requires the positive definiteness of a quadratic form, involving the Hessian of the Lagrangian and an extra term, associated with the curvature of the constraint set, over the linear space generated by the cone of critical directions. Since this condition is equivalent with the Robinson strong regularity, the mentioned KKT system behaves (with some restrictions) similarly as in nonlinear programming.
Trvalý link: http://hdl.handle.net/11104/0199719