Exact formula for the second-order tangent set of the second-order cone complementarity set

DOI10.1137/17M1140479MaRDI QIDQ5203797zbMATHOpenAlexWikidataFDO

Authors Jein-Shan Chen, Jane J. Ye, Jin Zhang, Jinchuan Zhou

Publication date 9 December 2019

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1906.09976

zbMATH Keywords

projection operatorsecond-order tangent setssecond-order directional derivativesmathematical program with second-order cone complementarity constraintssecond-order necessary optimality conditionssecond-order cone complementarity sets

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonsmooth analysis (49J52) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Set-valued and variational analysis (49J53)

Abstract: The second-order tangent set is an important concept in describing the curvature of the set involved. Due to the existence of the complementarity condition, the second-order cone (SOC) complementarity set is a nonconvex set. Moreover, unlike the vector complementarity set, the SOC complementarity set is not even the union of finitely many polyhedral convex sets. Despite these difficulties, we succeed in showing that like the vector complementarity set, the SOC complementarity set is second-order directionally differentiable and an exact formula for the second-order tangent set of the SOC complementarity set can be given. We derive these results by establishing the relationship between the second-order tangent set of the SOC complementarity set and the second-order directional derivative of the projection operator over the second-order cone, and calculating the second-order directional derivative of the projection operator over the second-order cone. As an application, we derive second-order necessary optimality conditions for the mathematical program with second-order cone complementarity constraints.

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Cited in

(7)

• Global convergence of algorithms under constant rank conditions for nonlinear second-order cone programming
• Second-order optimality conditions for mathematical program with semidefinite cone complementarity constraints and applications
• Exact formulas for the proximal/regular/limiting normal cone of the second-order cone complementarity set
• Optimality conditions for circular cone complementarity programs
• Second-order optimality conditions for nonconvex set-constrained optimization problems
• Second order variational analysis of disjunctive constraint sets and its applications to optimization problems
• Facial approach for constructing stationary points for mathematical programs with cone complementarity constraints

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