SECOND-ORDER VARIATIONAL ANALYSIS IN CONIC PROGRAMMING WITH APPLICATIONS TO OPTIMALITY AND STABILITY

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F15%3A00439413" target="_blank" >RIV/67985556:_____/15:00439413 - isvavai.cz</a>

Výsledek na webu

<a href="http://dx.doi.org/10.1137/120903221" target="_blank" >http://dx.doi.org/10.1137/120903221</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1137/120903221" target="_blank" >10.1137/120903221</a>

Jazyk výsledku

angličtina

Název v původním jazyce

SECOND-ORDER VARIATIONAL ANALYSIS IN CONIC PROGRAMMING WITH APPLICATIONS TO OPTIMALITY AND STABILITY

Popis výsledku v původním jazyce

This paper is devoted to the study of a broad class of problems in conic programming modeled via parameter-dependent generalized equations. In this framework we develop a secondorder generalized differential approach of variational analysis to calculateappropriate derivatives and coderivatives of the corresponding solution maps. These developments allow us to resolve some important issues related to conic programming. They include verifiable conditions for isolated calmness of the considered solution maps, sharp necessary optimality conditions for a class of mathematical programs with equilibrium constraints, and characterizations of tilt-stable local minimizers for cone-constrained problems. The main results obtained in the general conic programmingsetting are specified for and illustrated by the second-order cone programming.

Název v anglickém jazyce

SECOND-ORDER VARIATIONAL ANALYSIS IN CONIC PROGRAMMING WITH APPLICATIONS TO OPTIMALITY AND STABILITY

Popis výsledku anglicky

This paper is devoted to the study of a broad class of problems in conic programming modeled via parameter-dependent generalized equations. In this framework we develop a secondorder generalized differential approach of variational analysis to calculateappropriate derivatives and coderivatives of the corresponding solution maps. These developments allow us to resolve some important issues related to conic programming. They include verifiable conditions for isolated calmness of the considered solution maps, sharp necessary optimality conditions for a class of mathematical programs with equilibrium constraints, and characterizations of tilt-stable local minimizers for cone-constrained problems. The main results obtained in the general conic programmingsetting are specified for and illustrated by the second-order cone programming.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

BA - Obecná matematika

OECD FORD obor

—

Projekt

<a href="/cs/project/GAP201%2F12%2F0671" target="_blank" >GAP201/12/0671: Variační a numerická analýza v nehladké mechanice kontinua</a><br>

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2015

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

SIAM Journal on Optimization

ISSN

1052-6234

e-ISSN

—

Svazek periodika

25

Číslo periodika v rámci svazku

1

Stát vydavatele periodika

US - Spojené státy americké

Počet stran výsledku

26

Strana od-do

76-101

Kód UT WoS článku

000352220900004

EID výsledku v databázi Scopus

2-s2.0-84925422892