Characterizations of tilt-stable minimizers in second-order cone programming
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Publication:5206940
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.
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Cited in
(13)- Variational Convexity of Functions and Variational Sufficiency in Optimization
- Complete characterizations of tilt stability in nonlinear programming under weakest qualification conditions
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- Second-order characterizations of tilt stability with applications to nonlinear programming
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- Variational analysis of circular cone programs
- Characterization of tilt stability via subgradient graphical derivative with applications to nonlinear programming
- Tilt stability in nonlinear programming under Mangasarian-Fromovitz constraint qualification
- Second-order optimality conditions for constrained optimization problems with \(C^1\) data via regular and limiting subdifferentials
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- Second-order variational analysis in second-order cone programming
- Second-order variational analysis and characterizations of tilt-stable optimal solutions in infinite-dimensional spaces
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