Perturbation analysis of second-order cone programming problems

From MaRDI portal
Publication:2576720

DOI10.1007/s10107-005-0613-4zbMath1124.90039OpenAlexW2036170323MaRDI QIDQ2576720

Héctor Ramírez C., Joseph Frédéric Bonnans

Publication date: 14 December 2005

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-005-0613-4




Related Items

Monotonicity and circular cone monotonicity associated with circular conesOn the central paths in symmetric cone programmingOn the identification of the optimal partition for semidefinite optimizationInverse truss design as a conic mathematical program with equilibrium constraintsAugmented Lagrangians quadratic growth and second-order sufficient optimality conditionsAsymptotic Analysis for a Stochastic Second-Order Cone Programming and ApplicationsA line search penalty-free method for nonlinear second-order cone programmingThe use of squared slack variables in nonlinear second-order cone programmingMultiobjective Optimization via Parametric Optimization: Models, Algorithms, and ApplicationsNonsingularity in matrix conic optimization induced by spectral norm via a smoothing metric projectorProperties associated with the epigraph of the \(l_1\) norm function of projection onto the nonnegative orthantOptimality conditions for circular cone complementarity programsStability of minimization problems and the error bound conditionAubin property and uniqueness of solutions in cone constrained optimizationStatistical Inference of Second-Order Cone ProgrammingSecond-order optimality conditions for multiobjective optimization whose order induced by second-order coneComputation algorithm for convex semi-infinite program with second-order cones: special analyses for affine and quadratic caseA Unified Study of Necessary and Sufficient Optimality Conditions for Minimax and Chebyshev Problems with Cone ConstraintsNonsingularity conditions for FB system of reformulating nonlinear second-order cone programmingSecond-order optimality conditions for mathematical program with semidefinite cone complementarity constraints and applicationsConvergence analysis of the augmented Lagrangian method for nonlinear second-order cone optimization problemsOn some aspects of perturbation analysis for matrix cone optimization induced by spectral normAnderson accelerating the preconditioned modulus approach for linear complementarity problems on second-order conesConvergence of augmented Lagrangian methods in extensions beyond nonlinear programmingFirst- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank conditionStrong Variational Sufficiency for Nonlinear Semidefinite Programming and Its ImplicationsSecond order analysis for robust inclusion systems and applicationsVariational analysis of norm cones in finite dimensional Euclidean spacesOn the weak second-order optimality condition for nonlinear semidefinite and second-order cone programmingCharacterization of the Robust Isolated Calmness for a Class of Conic Programming ProblemsOn the upper Lipschitz property of the KKT mapping for nonlinear semidefinite optimizationNew constraint qualifications for mathematical programs with second-order cone complementarity constraintsPerturbation analysis of the Euclidean distance matrix optimization problem and its numerical implicationsStatistical Inference of Second-Order Cone ProgrammingAugmented Lagrangians and hidden convexity in sufficient conditions for local optimalityGraphical derivatives and stability analysis for parameterized equilibria with conic constraintsSOC-monotone and SOC-convex functions vs. matrix-monotone and matrix-convex functionsUnnamed ItemNo Gap Second-Order Optimality Conditions for Circular Conic ProgramsSecond-order optimality conditions for cone constrained multi-objective optimizationJacobian nonsingularity in nonlinear symmetric conic programming problems and its applicationA projection neural network for circular cone programmingSecond-Order Variational Analysis of Parametric Constraint and Variational SystemsStrong calmness of perturbed KKT system for a class of conic programming with degenerate solutionsOn the characterizations of solutions to perturbed l1 conic optimization problemThe rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programmingGeneralized lower-order penalty algorithm for solving second-order cone mixed complementarity problemsAn SQP-type algorithm for nonlinear second-order cone programsOn the sensitivity of the optimal partition for parametric second-order conic optimizationA power penalty method for second-order cone nonlinear complementarity problemsVariational geometry of the complementarity set for second order coneRefining the partition for multifold conic optimization problemsA homotopy method for nonlinear second-order cone programmingA class of nonlinear Lagrangians for nonconvex second order cone programmingNonsingularity in second-order cone programming via the smoothing metric projectorOn the coderivative of the solution mapping to a second-order cone constrained parametric variational inequalityAugmented Lagrangian functions for cone constrained optimization: the existence of global saddle points and exact penalty propertyVerifiable sufficient conditions for the error bound property of second-order cone complementarity problemsQuadratic convergence to the optimal solution of second-order conic optimization without strict complementarityA sensitivity result for quadratic second-order cone programming and its application.On the regularity of second order cone programs and an application to solving large scale problemsExact Formula for the Second-Order Tangent Set of the Second-Order Cone Complementarity SetCharacterizations of Tilt-Stable Minimizers in Second-Order Cone ProgrammingA rounding procedure for semidefinite optimizationLocal reduction based SQP-type method for semi-infinite programs with an infinite number of second-order cone constraintsSecond-order variational analysis in second-order cone programmingConvergence of the augmented Lagrangian method for nonlinear optimization problems over second-order conesOptimality Conditions for Problems over Symmetric Cones and a Simple Augmented Lagrangian MethodLog-sigmoid nonlinear Lagrange method for nonlinear optimization problems over second-order conesVariational analysis of circular cone programsCriticality of Lagrange Multipliers in Variational SystemsSubdifferential Formulae for the Supremum of an Arbitrary Family of FunctionsImproved local convergence results for augmented Lagrangian methods in \(C^2\)-cone reducible constrained optimizationAugmented Lagrangian method for second-order cone programs under second-order sufficiencyFurther relationship between second-order cone and positive semidefinite matrix coneA nonmonotone smoothing Newton method for circular cone programmingA feasible direction algorithm for nonlinear second-order cone programsProperties of equation reformulation of the Karush-Kuhn-Tucker condition for nonlinear second order cone optimization problemsConvergence of an augmented Lagrange algorithm for nonlinear optimizations with second-order cone constraintsNew constraint qualifications and optimality conditions for second order cone programsComputation of graphical derivatives of normal cone maps to a class of conic constraint setsGlobal convergence of algorithms under constant rank conditions for nonlinear second-order cone programmingAn Active-Set Method for Second-Order Conic-Constrained Quadratic ProgrammingAn Inexact Augmented Lagrangian Method for Second-Order Cone Programming with ApplicationsUnified convergence analysis of a second-order method of multipliers for nonlinear conic programmingLinearly Constrained Linear Quadratic Regulator from the Viewpoint of Kernel MethodsA new method for solving second-order cone eigenvalue complementarity problemsSecond-Order Optimality Conditions for Nonconvex Set-Constrained Optimization ProblemsOn Computing the Nonlinearity Interval in Parametric Semidefinite OptimizationOn the existence of saddle points for nonlinear second-order cone programming problemsNaive constant rank-type constraint qualifications for multifold second-order cone programming and semidefinite programmingErratum to: ``New constraint qualifications and optimality conditions for second order cone programs



Cites Work