Perturbation analysis of second-order cone programming problems
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2005-11Metadata
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Bonnans, J. Frédéric
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Perturbation analysis of second-order cone programming problems
Abstract
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.
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MATHEMATICAL PROGRAMMING 104 (2-3): 205-227 NOV 2005
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