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关于扰动二阶锥规划临界点的Aubin性质

On the Aubin Property of Critical Points to Perturbed Second-Order Cone Programs

SIAM Journal on Optimization · 2011
被引 34
ABS 3

中文导读

研究了二阶锥规划中受扰动的KKT系统满足Aubin性质的条件,发现该条件等价于强二阶最优性条件,要求拉格朗日Hessian矩阵与约束曲率项在临界方向锥生成的线性空间上正定。

Abstract

We characterize the Aubin property of a canonically perturbed KKT system related to the second-order cone programming problem in terms of a strong second-order optimality condition. This condition requires the positive definiteness of a quadratic form, involving the Hessian of the Lagrangian and an extra term, associated with the curvature of the constraint set, over the linear space generated by the cone of critical directions. Since this condition is equivalent with the Robinson strong regularity, the mentioned KKT system behaves (with some restrictions) similarly as in nonlinear programming.

二阶锥规划非线性规划最优化理论KKT系统