Variational Geometry of the Complementarity Set for Second Order Cone

Indexed by:Journal Papers

Date of Publication:2015-09-01

Journal:SET-VALUED AND VARIATIONAL ANALYSIS

Included Journals:Scopus、SCIE

Volume:23

Issue:3

Page Number:399-414

ISSN:1877-0533

Key Words:Second order cone; Complementarity set; Tangent cone; Normal cone

Abstract:The Mordukhovich coderivative has become an important tool for stability and optimality in variational analysis. In this paper, we focus on variational geometry of the complementarity set for second order cone. Particularly, the tangent cone and the normal cone to the complementarity set for second order cone are explicitly characterized. The result developed in this paper paves the way for characterizing the Mordukhovich coderivative of the normal mapping in the study of the Aubin property and optimality conditions for mathematical programs with second order cone complementarity constraints.