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Characterizations of Tilt-Stable Minimizers in Second-Order Cone Programming

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arxiv 1809.03607 v1 pith:C4VPZWRV submitted 2018-09-10 math.OC

classification math.OC
keywords second-ordercharacterizationsconeprogrammingconstraintminimizersnonpolyhedralproblems
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abstract

This paper is devoted to the study of tilt stability of local minimizers, which plays an important role in both theoretical and numerical aspects of optimization. This notion has been comprehensively investigated in the unconstrained framework as well as for problems of nonlinear programming with $C^2$-smooth data. Available results for nonpolyhedral conic programs were obtained only under strong constraint nondegeneracy assumptions. Here we develop an approach of second-order variational analysis, which allows us to establish complete neighborhood and pointbased characterizations of tilt stability for problems of second-order cone programming generated by the nonpolyhedral second-order/Lorentz/ice-cream cone. These characterizations are established under the weakest metric subregularity constraint qualification condition.

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