Hadamard Directional Diff erentiability of the Optimal Value of a Linear Second-order Conic Programming Problem

In this paper, we consider perturbation properties of a linear second-order conic optimization problem and its Lagrange dual in which all parameters in the problem are perturbed. We prove the upper semi-continuity of solution mappings for the primal problem and the Lagrange dual problem. We demonstrate that the optimal value function can be expressed as … Read more