Full Stability of Locally Optimal Solutions in Second-Order Cone Programs
نویسندگان
چکیده
The paper presents complete characterizations of Lipschitzian full stability of locally optimal solutions to problems of second-order cone programming (SOCP) expressed entirely in terms of their initial data. These characterizations are obtained via appropriate versions of the quadratic growth and strong second-order sufficient conditions under the corresponding constraint qualifications. We also establish close relationships between full stability of local minimizers for SOCPs and strong regularity of the associated generalized equations at nondegenerate points. Our approach is mainly based on advanced tools of second-order variational analysis and generalized differentiation.
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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 24 شماره
صفحات -
تاریخ انتشار 2014