Characterization of the Robust Isolated Calmness for a Class of Conic Programming Problems

This paper is devoted to studying the robust isolated calmness of the Karush--Kuhn--Tucker (KKT) solution mapping for a large class of interesting conic programming problems (including most commonly known ones arising from applications) at a locally optimal solution. Under the Robinson constraint qualification, we show that the KKT solution mapping is robustly isolated calm if and only if both the strict Robinson constraint qualification and the second order sufficient condition hold. This implies, among others, that at a locally optimal solution the second order sufficient condition is needed for the KKT solution mapping to have the Aubin property.

[1]  Shaohua Pan,et al.  Locally upper Lipschitz of the perturbed KKT system of Ky Fan $k$-norm matrix conic optimization problems , 2015, 1509.00681.

[2]  Defeng Sun,et al.  The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications , 2006, Math. Oper. Res..

[3]  Jirí V. Outrata,et al.  On the Aubin Property of Critical Points to Perturbed Second-Order Cone Programs , 2011, SIAM J. Optim..

[4]  Jirí V. Outrata,et al.  Erratum: On The Aubin Property of Critical Points to Perturbed Second-Order Cone Programs , 2017, SIAM J. Optim..

[5]  R. Tyrrell Rockafellar,et al.  Convex Analysis , 1970, Princeton Landmarks in Mathematics and Physics.

[6]  F. H. Murray On implicit functions , 1920 .

[7]  Alexander Shapiro,et al.  Sensitivity Analysis of Optimization Problems Under Second Order Regular Constraints , 1998, Math. Oper. Res..

[8]  B. Mordukhovich Stability theory for parametric generalized equations and variational inequalities via nonsmooth analysis , 1994 .

[9]  S. M. Robinson Generalized equations and their solutions, part II: Applications to nonlinear programming , 1982 .

[10]  F. Facchinei,et al.  Finite-Dimensional Variational Inequalities and Complementarity Problems , 2003 .

[11]  J. Frédéric Bonnans,et al.  Perturbation analysis of second-order cone programming problems , 2005, Math. Program..

[12]  Stephen M. Robinson,et al.  Strongly Regular Generalized Equations , 1980, Math. Oper. Res..

[13]  A. Shapiro Sensitivity Analysis of Generalized Equations , 2003 .

[14]  R. Rajendiran,et al.  Topological Spaces , 2019, A Physicist's Introduction to Algebraic Structures.

[15]  Diethard Klatte,et al.  Nonsmooth Equations in Optimization: "Regularity, Calculus, Methods And Applications" , 2006 .

[16]  Liwei Zhang,et al.  On the upper Lipschitz property of the KKT mapping for nonlinear semidefinite optimization , 2016, Oper. Res. Lett..

[17]  Defeng Sun,et al.  Linear Rate Convergence of the Alternating Direction Method of Multipliers for Convex Composite Quadratic and Semi-Definite Programming , 2015, 1508.02134.

[18]  Anthony Man-Cho So,et al.  A unified approach to error bounds for structured convex optimization problems , 2015, Mathematical Programming.

[19]  Boris S. Mordukhovich,et al.  Second-Order Variational Analysis in Conic Programming with Applications to Optimality and Stability , 2015, SIAM J. Optim..

[20]  S. M. Robinson Generalized equations and their solutions, Part I: Basic theory , 1979 .

[21]  R. Rockafellar,et al.  Implicit Functions and Solution Mappings , 2009 .

[22]  Jean-Pierre Aubin,et al.  Lipschitz Behavior of Solutions to Convex Minimization Problems , 1984, Math. Oper. Res..

[23]  Alexander Shapiro,et al.  Optimization Problems with Perturbations: A Guided Tour , 1998, SIAM Rev..

[24]  Yi Zhang,et al.  Characterizations of local upper Lipschitz property of perturbed solutions to nonlinear second-order cone programs , 2017 .

[25]  Adam B. Levy,et al.  Implicit multifunction theorems for the sensitivity analysis of variational conditions , 1996, Math. Program..

[26]  T. Zolezzi,et al.  Well-Posed Optimization Problems , 1993 .

[27]  Jerzy Kyparisis,et al.  On uniqueness of Kuhn-Tucker multipliers in nonlinear programming , 1985, Math. Program..

[28]  J. Frédéric Bonnans,et al.  Perturbation Analysis of Optimization Problems , 2000, Springer Series in Operations Research.

[29]  Diethard Klatte,et al.  Aubin property and uniqueness of solutions in cone constrained optimization , 2013, Math. Methods Oper. Res..

[30]  Peter. Fusek,et al.  Isolated zeros of lipschitzian metrically regular -Functions , 2001 .

[31]  Ding Chao,et al.  AN INTRODUCTION TO A CLASS OF MATRIX OPTIMIZATION PROBLEMS , 2012 .

[32]  Peter Fusek,et al.  On Metric Regularity for Weakly Almost Piecewise Smooth Functions and Some Applications in Nonlinear Semidefinite Programming , 2013, SIAM J. Optim..

[33]  R. Tyrrell Rockafellar,et al.  Sensitivity analysis for nonsmooth generalized equations , 1992, Math. Program..

[34]  Boris S. Mordukhovich,et al.  Graphical Derivatives and Stability Analysis for Parameterized Equilibria with Conic Constraints , 2014, 1412.0550.

[35]  William W. Hager,et al.  Implicit Functions, Lipschitz Maps, and Stability in Optimization , 1994, Math. Oper. Res..

[36]  F. Giannessi Variational Analysis and Generalized Differentiation , 2006 .

[37]  Diethard Klatte Upper Lipschitz behavior of solutions to perturbed. C1,1 programs , 2000, Math. Program..

[38]  R. Rockafellar,et al.  Characterizations of Lipschitzian Stability in Nonlinear Programming , 2020 .

[39]  Alexander Shapiro,et al.  Second Order Optimality Conditions Based on Parabolic Second Order Tangent Sets , 1999, SIAM J. Optim..