Perturbation analysis of second order programming problems
J. Frédéric Bonnans (frederic.bonnansinria.fr)
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.
Keywords: Nonlinear optimization, constraint qualification, reduction, strong regularity, optimality conditions
Category 1: Linear, Cone and Semidefinite Programming
Category 2: Linear, Cone and Semidefinite Programming (Second-Order Cone Programming )
Citation: Research Report 5293 (August 2004), INRIA Rocquencourt, France.
Entry Submitted: 09/09/2004
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