Perturbation analysis of second-order cone programming problems
Bonnans, J. Frederic ; Ramírez C, Héctor
HAL, Report N°: RR-5293 / Harvested from HAL
Text on HAL
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.
Publié le : 2004-07-05
Classification:  REDUCTION,  STRONG REGULARITY,  OPTIMALITY CONDITIONS,  NONLINEAR OPTIMIZATION,  CONSTRAINT QUALIFICATION,  [INFO.INFO-OH]Computer Science [cs]/Other [cs.OH],  [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC] 
@article{Report N°: RR-5293,
     author = {Bonnans, J. Frederic and Ram\'\i rez C, H\'ector},
     title = {Perturbation analysis of second-order cone programming problems},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/Report N°: RR-5293}
}

Bonnans, J. Frederic; Ramírez C, Héctor. Perturbation analysis of second-order cone programming problems. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/Report%20N%C2%B0:%20RR-5293/