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

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    0364167 - ÚTIA 2012 RIV US eng J - Journal Article
    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
    R&D Projects: GA AV ČR IAA100750802
    Institutional research plan: CEZ:AV0Z10750506
    Keywords : second-order cone programming * strong regularity * Aubin property
    Subject RIV: BA - General Mathematics
    Impact factor: 1.629, year: 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.
    Permanent Link: http://hdl.handle.net/11104/0199719

     
     
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