Characterizations of tilt-stable minimizers in second-order cone programming
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Publication:5206940
DOI10.1137/18M1213117zbMATH Open1434.90191arXiv1809.03607OpenAlexW2996296375WikidataQ126577956 ScholiaQ126577956MaRDI QIDQ5206940FDOQ5206940
Authors: Matus Benko, Helmut Gfrerer, Boris S. Mordukhovich 
Publication date: 19 December 2019
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Abstract: This paper is devoted to the study of tilt stability of local minimizers, which plays an important role in both theoretical and numerical aspects of optimization. This notion has been comprehensively investigated in the unconstrained framework as well as for problems of nonlinear programming with -smooth data. Available results for nonpolyhedral conic programs were obtained only under strong constraint nondegeneracy assumptions. Here we develop an approach of second-order variational analysis, which allows us to establish complete neighborhood and pointbased characterizations of tilt stability for problems of second-order cone programming generated by the nonpolyhedral second-order/Lorentz/ice-cream cone. These characterizations are established under the weakest metric subregularity constraint qualification condition.
Full work available at URL: https://arxiv.org/abs/1809.03607
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second-order cone programmingmetric subregularitysecond-order variational analysistilt stabilitynormal cone mappingsgraphical derivatives\(C^2\)-cone reducibility
Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53) Sensitivity, stability, well-posedness (49K40)
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