Perturbation analysis of second-order cone programming problems

被引：1
|
作者：
J. Frédéric Bonnans
Héctor Ramírez C.
机构：
[1] INRIA Rocquencourt,Projet Sydoco
[2] Universidad de Chile & Centre for Mathematical Modelling,Department of Mathematical Engineering
[3] UMR 2071,undefined
[4] Universidad de Chile-CNRS. Casilla 170-3 Santiago 3,undefined
[5] Chile&INRIA,undefined
来源：
Mathematical Programming | 2005年 / 104卷
关键词：
Optimality Condition; Mathematical Method; Programming Problem; Order Optimality; Perturbation Analysis;
D O I：
暂无
中图分类号：
学科分类号：
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
收藏
页码：205 / 227
页数：22
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