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Perturbation analysis of a class of conic programming problems under Jacobian uniqueness conditions

Ziran Yin(yinziran***at***mail.dlut.edu.cn)
Liwei Zhang(lwzhang***at***dlut.edu.cn)

Abstract: We consider the stability of a class of parameterized conic programming problems which are more general than the C2-smooth parameterization. We show that when the Karush-Kuhn-Tucker (KKT) condition, the constraint nondegeneracy condition, the strict complementary condition and the second order sucient condition (named as Jacobian uniqueness conditions here) are satis ed at a feasible point of the original problem, the Jacobian uniqueness conditions of the perturbed problem also hold at some feasible point.

Keywords: C2-cone reducible sets; Jacobian uniqueness conditions; KKT system; implicit function theorem.

Category 1: Linear, Cone and Semidefinite Programming (Other )

Category 2: Linear, Cone and Semidefinite Programming (Second-Order Cone Programming )

Category 3: Linear, Cone and Semidefinite Programming (Semi-definite Programming )

Citation:

Download: [PDF]

Entry Submitted: 09/13/2017
Entry Accepted: 09/13/2017
Entry Last Modified: 09/13/2017

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