full stability of local minimizers

Full stability of locally optimal solutions in second-order cone programming

Published: 2013/07/12, Updated: 2013/07/13

Nonsmooth Optimization full stability of local minimizers, nondegeneracy, quadratic growth, second-order cone programming, second-order subdi, strong regularity, variational analysis

The paper presents complete characterizations of Lipschitzian full stability of locally optimal solutions to problems of second-order cone programming (SOCP) expressed entirely in terms of their initial data. These characterizations are obtained via appropriate versions of the quadratic growth and strong second-order sucient conditions under the corresponding constraint qualications. We also establish close relationships between … Read more

CHARACTERIZATIONS OF FULL STABILITY IN CONSTRAINED OPTIMIZATION

Published: 2012/08/09

Boris S. Mordukhovich

Tyrrell Rockafellar

Ebrahim Sarabi

Nonsmooth Optimization, Robust Optimization constrained parametric optimization, full stability of local minimizers, nonlinear and extended nonlinear programming, parametric prox- regularity and amenability, second-order subdifferentials, strong regularity, variational analysis

This paper is mainly devoted to the study of the so-called full Lipschitzian stability of local solutions to finite-dimensional parameterized problems of constrained optimization, which has been well recognized as a very important property from both viewpoints of optimization theory and its applications. Based on second- order generalized differential tools of variational analysis, we obtain … Read more