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CHARACTERIZATION OF THE ROBUST ISOLATED CALMNESS FOR A CLASS OF CONIC PROGRAMMING PROBLEMS

文献类型：期刊论文

作者Ding, Chao1; Sun, Defeng2; Zhang, Liwei3
刊名SIAM JOURNAL ON OPTIMIZATION
出版日期2017
卷号27期号:1页码:67-90
关键词stability robust isolated calmness C-2-cone reducible sets strict Robinson constraint qualification second order sufficient condition Aubin property
ISSN号1052-6234
DOI10.1137/16M1058753
英文摘要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.
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
语种英语
WOS记录号WOS:000404178500003
出版者SIAM PUBLICATIONS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/25741]  
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.

入库方式： OAI收割

来源：数学与系统科学研究院

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