- Title
- Full stability of locally optimal solutions in second-order cone programs
- Creator
- Mordukhovich, Boris; Outrata, Jiri; Sarabi, Ebrahim
- Date
- 2014
- Type
- Text; Journal article
- Identifier
- http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/76551
- Identifier
- vital:7544
- Identifier
-
https://doi.org/10.1137/130928637
- Identifier
- ISSN:1052-6234
- Abstract
- The paper presents complete characterizations of Lipschitzian full stability of locally optimal solutions to second-order cone programs (SOCPs) 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.
- Publisher
- Society for Industrial and Applied Mathematics Publications
- Relation
- SIAM Journal on Optimization Vol. 24, no. 4 (2014), p. 1581-1613
- Rights
- Copyright © SIAM
- Rights
- Open Access
- Rights
- This metadata is freely available under a CCO license
- Subject
- 0102 Applied Mathematics; 0103 Numerical and Computational Mathematics; Coderivatives; Full stability of local minimizers; Nondegeneracy; Quadratic growth; Second-order cone programming; Second-order subdifferentials; Strong regularity; Variational analysis; Optimal systems; Local minimizer; Stability
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