Verifiable sufficient conditions for the error bound property of second-order cone complementarity problems

被引:21
|
作者
Ye, Jane J. [1 ]
Zhou, Jinchuan [2 ]
机构
[1] Univ Victoria, Dept Math & Stat, Victoria, BC V8W 2Y2, Canada
[2] Shandong Univ Technol, Sch Math & Stat, Dept Stat, Zibo 255049, Peoples R China
基金
加拿大自然科学与工程研究理事会; 中国国家自然科学基金;
关键词
Second-order cone complementarity set; Complementarity problem; Local error bounds; Lipschitz-like; Calmness; Metric subregularity; Constraint qualifications; OPTIMALITY CONDITIONS; MATHEMATICAL PROGRAMS; CONSTRAINT QUALIFICATIONS; OPTIMIZATION PROBLEMS; DISJUNCTIVE PROGRAMS; 1ST-ORDER; SUBREGULARITY;
D O I
10.1007/s10107-017-1193-9
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
The error bound property for a solution set defined by a set-valued mapping refers to an inequality that bounds the distance between vectors closed to a solution of the given set by a residual function. The error bound property is a Lipschitz-like/calmness property of the perturbed solution mapping, or equivalently the metric subregularity of the underlining set-valued mapping. It has been proved to be extremely useful in analyzing the convergence of many algorithms for solving optimization problems, as well as serving as a constraint qualification for optimality conditions. In this paper, we study the error bound property for the solution set of a very general second-order cone complementarity problem (SOCCP). We derive some sufficient conditions for error bounds of SOCCP which is verifiable based on the initial problem data.
引用
收藏
页码:361 / 395
页数:35
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