Perturbation analysis of second-order cone programming problems |
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Authors: | J. Frédéric Bonnans Héctor Ramírez C. |
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Affiliation: | (1) Projet Sydoco, INRIA Rocquencourt, B.P. 105, Le Chesnay, France;(2) Department of Mathematical Engineering, Universidad de Chile & Centre for Mathematical Modelling, UMR 2071, Universidad de Chile-CNRS. Casilla 170-3 Santiago 3, Chile&INRIA, Rocquencourt |
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Abstract: | We discuss first and second order optimality conditions for nonlinear second-order cone programming problems, and their relation with semidefinite programming problems. For doing this we extend in an abstract setting the notion of optimal partition. Then we state a characterization of strong regularity in terms of second order optimality conditions. This is the first time such a characterization is given for a nonpolyhedral conic problem. Dedicated to R.T. Rockafellar on the occasion of his 70th birthday. Partially supported by Ecos-Conicyt C00E05. |
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