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On the Coderivative of the Projection Operator onto the Second-order Cone |
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| Authors: | Jiří V. Outrata Defeng Sun |
| Affiliation: | 1. Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, 18208, Prague, Czech Republic 2. Department of Mathematics and Risk Management Institute, National University of Singapore, 2 Science Drive 2, Kent Ridge, Republic of Singapore |
| Abstract: | The limiting (Mordukhovich) coderivative of the metric projection onto the second-order cone $mathbb{R}^{n}$ is computed. This result is used to obtain a sufficient condition for the Aubin property of the solution map of a parameterized second-order cone complementarity problem and to derive necessary optimality conditions for a mathematical program with a second-order cone complementarity problem among the constraints. |
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