Characterizations of local upper Lipschitz property of perturbed solutions to nonlinear second-order cone programs

Indexed by:期刊论文

Journal:OPTIMIZATION

Included Journals:SCIE、Scopus

Volume:66

Issue:7

Page Number:1079-1103

ISSN No.:0233-1934

Key Words:Second-order cone program; local upper Lipschitz property; graphical derivative; second-order sufficient condition; strict constraint qualification

Abstract:We characterize the local upper Lipschitz property of the stationary point mapping and the Karush-Kuhn-Tucker (KKT) mapping for a nonlinear second-order cone programming problem using the graphical derivative criterion. We demonstrate that the second-order sufficient condition and the strict constraint qualification are sufficient for the local upper Lipschitz property of the stationary point mapping and are both sufficient and necessary for the local upper Lipschitz property of the KKT mapping.

Date of Publication:2017-01-01