On the Coderivative of the Projection Operator onto the Second-order Cone

The limiting (Mordukhovich) coderivative of the metric projection onto the second-order cone is computed. This result is used to obtain a sufficient condition for the Aubin property of the solution map of a parameterized second-order cone complementarity problem and to derive necessary optimality co...

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Vydáno v:Set-valued analysis Ročník 16; číslo 7-8; s. 999 - 1014
Hlavní autoři: Outrata, Jiří V., Sun, Defeng
Médium: Journal Article
Jazyk:angličtina
Vydáno: Dordrecht Springer Netherlands 01.12.2008
Témata:
Analysis
Mathematics
Mathematics and Statistics
Optimization
Second-order cone
49J53
90C46
Primary: 49J52
Projection
Aubin property
Limiting coderivative
Secondary: 58C06
ISSN:0927-6947, 1572-932X
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Shrnutí:The limiting (Mordukhovich) coderivative of the metric projection onto the second-order cone is computed. This result is used to obtain a sufficient condition for the Aubin property of the solution map of a parameterized second-order cone complementarity problem and to derive necessary optimality conditions for a mathematical program with a second-order cone complementarity problem among the constraints.
ISSN:0927-6947
1572-932X
DOI:10.1007/s11228-008-0092-x