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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
ISSN1052-6234
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
DOI10.1137/16M1058753
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
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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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