On the sensitivity of the optimal partition for parametric second-order conic optimization
From MaRDI portal
(Redirected from Publication:2230950)
Abstract: In this paper, using an optimal partition approach, we study the parametric analysis of a second-order conic optimization problem, where the objective function is perturbed along a fixed direction. We characterize the notions of so-called invariancy set and nonlinearity interval, which serve as stability regions of the optimal partition. We then propose, under the strict complementarity condition, an iterative procedure to compute a nonlinearity interval of the optimal partition. Furthermore, under primal and dual nondegeneracy conditions, we show that a boundary point of a nonlinearity interval can be numerically identified from a nonlinear reformulation of the parametric second-order conic optimization problem. Our theoretical results are supported by numerical experiments.
Recommendations
- Parametric analysis of semidefinite optimization
- Unifying optimal partition approach to sensitivity analysis in conic optimization
- Sensitivity analysis in multi-parametric strictly convex quadratic optimization
- Bi-parametric optimal partition sensitivity analysis for perturbed linear optimization
- Bi-parametric optimal partition invariancy sensitivity analysis in linear optimization
Cites work
- A geometric view of parametric linear programming
- A note on treating a second order cone program as a special case of a semidefinite program
- Algorithms in real algebraic geometry
- Basis- and partition identification for quadratic programming and linear complementarity problems
- Bi-parametric optimal partition invariancy sensitivity analysis in linear optimization
- Convex optimization theory.
- Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
- First and second order analysis of nonlinear semidefinite programs
- Full Stability of Locally Optimal Solutions in Second-Order Cone Programs
- Generalized equations and their solutions, part II: Applications to nonlinear programming
- Graph implementations for nonsmooth convex programs
- scientific article; zbMATH DE number 1817650 (Why is no real title available?)
- scientific article; zbMATH DE number 3163006 (Why is no real title available?)
- scientific article; zbMATH DE number 3678157 (Why is no real title available?)
- scientific article; zbMATH DE number 3778225 (Why is no real title available?)
- scientific article; zbMATH DE number 46305 (Why is no real title available?)
- scientific article; zbMATH DE number 729680 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 3186512 (Why is no real title available?)
- Implicit Functions and Solution Mappings
- Interior Point Methods for Linear Optimization
- Introduction to sensitivity and stability analysis in nonlinear programming
- Linear Inequalities and Related Systems. (AM-38)
- On implementing a primal-dual interior-point method for conic quadratic optimization
- On parametric semidefinite programming
- On the identification of the optimal partition for semidefinite optimization
- On the identification of the optimal partition of second order cone optimization problems
- Parametric analysis of semidefinite optimization
- Perturbation analysis of second-order cone programming problems
- Perturbation analysis of singular semidefinite programs and its applications to control problems
- Point-to-Set Maps in Mathematical Programming
- Preprocessing and regularization for degenerate semidefinite programs
- Quadratic convergence to the optimal solution of second-order conic optimization without strict complementarity
- Second-order cone programming
- Second-order variational analysis in second-order cone programming
- Semidefinite optimization
- Sensitivity analysis for nonlinear programming using penalty methods
- The use of the optimal partition in a linear programming solution for postoptimal analysis
- Unifying optimal partition approach to sensitivity analysis in conic optimization
- Variational Analysis
Cited in
(7)- Special issue: Continuous optimization and stability analysis
- On the identification of the optimal partition of second order cone optimization problems
- Parametric analysis of semidefinite optimization
- On Computing the Nonlinearity Interval in Parametric Semidefinite Optimization
- Second-order cone programming for frictional contact mechanics using interior point algorithm
- Unifying optimal partition approach to sensitivity analysis in conic optimization
- Bi-parametric optimal partition invariancy sensitivity analysis in linear optimization
This page was built for publication: On the sensitivity of the optimal partition for parametric second-order conic optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2230950)
