Perturbation analysis of second-order cone programming problems

被引：184

作者：

Bonnans, JF

Ramírez, CH

机构：

[1] INRIA Rocquencourt, Projet Sydoco, Le Chesnay, France

[2] Univ Chile, Dept Engn Math, Santiago 3, Chile

[3] Univ Chile, CNRS, UMR 2071, Ctr Math Modelling, Santiago 3, Chile

来源：

MATHEMATICAL PROGRAMMING | 2005年 / 104卷 / 2-3期

关键词：

D O I：

10.1007/s10107-005-0613-4

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 [计算机软件与理论]; 0835 [软件工程];

摘要：

We discuss first and second order optimality conditions for nonlinear second-order cone programming problems, and their relation with semidefinite programming problems. For doing this we extend in an abstract setting the notion of optimal partition. Then we state a characterization of strong regularity in terms of second order optimality conditions. This is the first time such a characterization is given for a nonpolyhedral conic problem.

引用

页码：205 / 227

页数：23

共 14 条

[1]

Second-order cone programming [J].