SECOND-ORDER VARIATIONAL ANALYSIS IN CONIC PROGRAMMING WITH APPLICATIONS TO OPTIMALITY AND STABILITY

0439413 - ÚTIA 2016 RIV US eng J - Journal Article
Mordukhovich, B. S. - Outrata, Jiří - Ramírez, H. C.
SECOND-ORDER VARIATIONAL ANALYSIS IN CONIC PROGRAMMING WITH APPLICATIONS TO OPTIMALITY AND STABILITY.
SIAM Journal on Optimization. Roč. 25, č. 1 (2015), s. 76-101. ISSN 1052-6234. E-ISSN 1095-7189
R&D Projects: GA ČR(CZ) GAP201/12/0671
Grant - others:Australian Research Council(AU) DP-110102011; USA National Science Foundation(US) DMS-1007132; Australian Reseach Council(AU) DP-12092508; Portuguese Foundation of Science and Technologies(PT) MAT/11109; FONDECYT Project(CL) 1110888; Universidad de Chile(CL) BASAL Project Centro de Modelamiento Matematico
Institutional support: RVO:67985556
Keywords : variational analysis * second-order theory * conic programming * generalized differentiation * optimality conditions * isolated calmness * tilt stability
Subject RIV: BA - General Mathematics
Impact factor: 2.659, year: 2015
http://library.utia.cas.cz/separaty/2015/MTR/outrata-0439413.pdf

This paper is devoted to the study of a broad class of problems in conic programming modeled via parameter-dependent generalized equations. In this framework we develop a secondorder generalized differential approach of variational analysis to calculate appropriate derivatives and coderivatives of the corresponding solution maps. These developments allow us to resolve some important issues related to conic programming. They include verifiable conditions for isolated calmness of the considered solution maps, sharp necessary optimality conditions for a class of mathematical programs with equilibrium constraints, and characterizations of tilt-stable local minimizers for cone-constrained problems. The main results obtained in the general conic programming setting are specified for and illustrated by the second-order cone programming.
Permanent Link: http://hdl.handle.net/11104/0243120