Artículos de revistas
Perturbation analysis of second-order cone programming problems
Fecha
2005-11Registro en:
MATHEMATICAL PROGRAMMING 104 (2-3): 205-227 NOV 2005
0025-5610
Autor
Bonnans, J. Frédéric
Ramírez Cabrera, Héctor
Institución
Resumen
We discuss first and second order optimality conditions for nonlinear second-order cone programming problems, and their relation with semidefinite programming problems. For doing this we extend in an abstract setting the notion of optimal partition. Then we state a characterization of strong regularity in terms of second order optimality conditions. This is the first time such a characterization is given for a nonpolyhedral conic problem.