Statistical Inference of Second-Order Cone Programming

DOI10.1142/S0217595919400037MaRDI QIDQ5384743zbMATH OpenWikidataFDO

Authors Shengzhe Gao, Saoyan Guo, Liwei Zhang

Publication date 25 June 2019

Published in Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0217595919400037

zbMATH Keywords

constraint qualificationsecond-order optimality conditionsstability analysisstochastic second-order programmingstrong regularity

Mathematics Subject Classification ID

Stochastic programming (90C15) Convex programming (90C25)

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Cites work

• Characterization of the robust isolated calmness for a class of conic programming problems
• Characterizations of local upper Lipschitz property of perturbed solutions to nonlinear second-order cone programs
• scientific article; zbMATH DE number 1502618 (Why is no real title available?)
• scientific article; zbMATH DE number 2121076 (Why is no real title available?)
• Lectures on stochastic programming. Modeling and theory.
• On the upper Lipschitz property of the KKT mapping for nonlinear semidefinite optimization
• Perturbation analysis of second-order cone programming problems
• Properties of equation reformulation of the Karush-Kuhn-Tucker condition for nonlinear second order cone optimization problems
• The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications

Cited in

(5)

• Asymptotic analysis for a stochastic semidefinite programming
• Statistical inference of second-order cone programming
• Solution path of the perturbed Karush-Kuhn-Tucker system for stochastic nonlinear programming with inequality constraints
• Statistical Inference via Convex Optimization
• scientific article; zbMATH DE number 7487942 (Why is no real title available?)

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