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

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. 798-823
Number 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

Number of the records: 1