Second-order variational analysis in second-order cone programming
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Publication:2297642
DOI10.1007/S10107-018-1345-6zbMATH Open1440.90079arXiv1707.07766OpenAlexW2899082206WikidataQ128976914 ScholiaQ128976914MaRDI QIDQ2297642FDOQ2297642
Authors: Nguyen T. V. Hang, Boris S. Mordukhovich, M. E. Sarabi 
Publication date: 20 February 2020
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Abstract: The paper conducts a second-order variational analysis for an important class of nonpolyhedral conic programs generated by the so-called second-order/Lorentz/ice-cream cone . From one hand, we prove that the indicator function of is always twice epi-differentiable and apply this result to characterizing the uniqueness of Lagrange multipliers at stationary points together with an error bound estimate in the general second-order cone setting involving -smooth data. On the other hand, we precisely calculate the graphical derivative of the normal cone mapping to under the weakest metric subregularity constraint qualification and then give an application of the latter result to a complete characterization of isolated calmness for perturbed variational systems associated with second-order cone programs. The obtained results seem to be the first in the literature in these directions for nonpolyhedral problems without imposing any nondegeneracy assumptions.
Full work available at URL: https://arxiv.org/abs/1707.07766
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error boundsisolated calmnesssecond-order variational analysisgraphical derivativetwice epi-differentiabilitynonpolyhedral systemssecond-order conic programs
Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53)
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