Počet záznamů: 1

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

  1. 1.
    0364167 - UTIA-B 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
    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 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