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  • 张立卫 ( 教授 )

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CHARACTERIZATION OF THE ROBUST ISOLATED CALMNESS FOR A CLASS OF CONIC PROGRAMMING PROBLEMS

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论文类型:期刊论文
第一作者:Ding, Chao
通讯作者:Ding, C (reprint author), Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing, Peoples R China.
合写作者:Sun, Defeng,Zhang, Liwei
发表时间:2017-01-01
发表刊物:SIAM JOURNAL ON OPTIMIZATION
收录刊物:SCIE、EI、Scopus
卷号:27
期号:1
页面范围:67-90
ISSN号:1052-6234
关键字:stability; robust isolated calmness; C-2-cone reducible sets; strict Robinson constraint qualification; second order sufficient condition; Aubin property
摘要:This paper is devoted to studying the robust isolated calmness of the Karush Kuhn Tucker (KKT) solution mapping for a large class of interesting conic programming problems (including most commonly known ones arising from applications) at a locally optimal solution. Under the Robinson constraint qualification, we show that the KKT solution mapping is robustly isolated calm if and only if both the strict Robinson constraint qualification and the second order sufficient condition hold. This implies, among others, that at a locally optimal solution the second order sufficient condition is needed for the KKT solution mapping to have the Aubin property.

 

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