Second-order variational analysis in second-order cone programming
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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.
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Cited in
(21)- Second order variational analysis of disjunctive constraint sets and its applications to optimization problems
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