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On the Aubin Property of Critical Points to Perturbed Second-Order Cone Programs
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SYSNO ASEP 0364167 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Článek ve WOS Title On the Aubin Property of Critical Points to Perturbed Second-Order Cone Programs Author(s) Outrata, Jiří (UTIA-B) RID, ORCID
Ramírez, H. C. (CL)Number of authors 2 Source Title SIAM Journal on Optimization. - : SIAM Society for Industrial and Applied Mathematics - ISSN 1052-6234
Roč. 21, č. 3 (2011), s. 798-823Number of pages 26 s. Language eng - English Country US - United States Keywords second-order cone programming ; strong regularity ; Aubin property Subject RIV BA - General Mathematics R&D Projects IAA100750802 GA AV ČR - Academy of Sciences of the Czech Republic (AV ČR) CEZ AV0Z10750506 - UTIA-B (2005-2011) UT WOS 000295405600008 EID SCOPUS 80054725674 DOI 10.1137/100807168 Annotation 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. Workplace Institute of Information Theory and Automation Contact Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Year of Publishing 2012
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