Variational analysis of circular cone programs |
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| Authors: | Jinchuan Zhou Jein-Shah Chen |
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| Institution: | 1. Department of Mathematics, School of Sciences, Shandong University of Technology, Zibo, P.R. China.;2. Department of Mathematics, National Taiwan Normal University, Taipei, Taiwan. |
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| Abstract: | This paper conducts variational analysis of circular programs, which form a new class of optimization problems in nonsymmetric conic programming, important for optimization theory and its applications. First, we derive explicit formulas in terms of the initial problem data to calculate various generalized derivatives/co-derivatives of the projection operator associated with the circular cone. Then we apply generalized differentiation and other tools of variational analysis to establish complete characterizations of full and tilt stability of locally optimal solutions to parameterized circular programs. |
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| Keywords: | variational analysis optimization generalized differentiation conic programming circular cone second-order cone projection operator full and tilt stability |
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