KMS Of Academy of mathematics and systems sciences, CAS
CHARACTERIZATION OF THE ROBUST ISOLATED CALMNESS FOR A CLASS OF CONIC PROGRAMMING PROBLEMS | |
Ding, Chao1; Sun, Defeng2; Zhang, Liwei3 | |
2017 | |
发表期刊 | SIAM JOURNAL ON OPTIMIZATION |
ISSN | 1052-6234 |
卷号 | 27期号:1页码:67-90 |
摘要 | This paper is devoted to studying the robust isolated calmness of the Karush Kuhn Tucker (KKT) solution mapping for a large class of interesting conic programming problems (including most commonly known ones arising from applications) at a locally optimal solution. Under the Robinson constraint qualification, we show that the KKT solution mapping is robustly isolated calm if and only if both the strict Robinson constraint qualification and the second order sufficient condition hold. This implies, among others, that at a locally optimal solution the second order sufficient condition is needed for the KKT solution mapping to have the Aubin property. |
关键词 | stability robust isolated calmness C-2-cone reducible sets strict Robinson constraint qualification second order sufficient condition Aubin property |
DOI | 10.1137/16M1058753 |
语种 | 英语 |
资助项目 | National Natural Science Foundation of China[11671387] ; National Natural Science Foundation of China[11531014] ; National Natural Science Foundation of China[91330206] ; National Natural Science Foundation of China[11571059] ; Academic Research Fund[R-146-000-207-112] |
WOS研究方向 | Mathematics |
WOS类目 | Mathematics, Applied |
WOS记录号 | WOS:000404178500003 |
出版者 | SIAM PUBLICATIONS |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/25742 |
专题 | 应用数学研究所 |
通讯作者 | Ding, Chao |
作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing, Peoples R China 2.Natl Univ Singapore, Dept Math & Risk Management Inst, 10 Lower Kent Ridge Rd, Singapore, Singapore 3.Dalian Univ Technol, Sch Math Sci, Dalian, Peoples R China |
推荐引用方式 GB/T 7714 | Ding, Chao,Sun, Defeng,Zhang, Liwei. CHARACTERIZATION OF THE ROBUST ISOLATED CALMNESS FOR A CLASS OF CONIC PROGRAMMING PROBLEMS[J]. SIAM JOURNAL ON OPTIMIZATION,2017,27(1):67-90. |
APA | Ding, Chao,Sun, Defeng,&Zhang, Liwei.(2017).CHARACTERIZATION OF THE ROBUST ISOLATED CALMNESS FOR A CLASS OF CONIC PROGRAMMING PROBLEMS.SIAM JOURNAL ON OPTIMIZATION,27(1),67-90. |
MLA | Ding, Chao,et al."CHARACTERIZATION OF THE ROBUST ISOLATED CALMNESS FOR A CLASS OF CONIC PROGRAMMING PROBLEMS".SIAM JOURNAL ON OPTIMIZATION 27.1(2017):67-90. |
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