Characterizations of Tilt-Stable Minimizers in Second-Order Cone Programming
نویسندگان
چکیده
منابع مشابه
Waveform Design using Second Order Cone Programming in Radar Systems
Transmit waveform design is one of the most important problems in active sensing and communication systems. This problem, due to the complexity and non-convexity, has been always the main topic of many papers for the decades. However, still an optimal solution which guarantees a global minimum for this multi-variable optimization problem is not found. In this paper, we propose an attracting met...
متن کاملSecond-order cone programming
Second-order cone programming (SOCP) problems are convex optimization problems in which a linear function is minimized over the intersection of an affine linear manifold with the Cartesian product of second-order (Lorentz) cones. Linear programs, convex quadratic programs and quadratically constrained convex quadratic programs can all be formulated as SOCP problems, as can many other problems t...
متن کاملSecond-order Variational Analysis and Characterizations of Tilt-stable Optimal Solutions in Finite and Infinite Dimensions1
The paper is devoted to developing second-order tools of variational analysis and their applications to characterizing tilt-stable local minimizers of constrained optimization problems in finite-dimensional and infinite-dimensional spaces. The importance of tilt stability has been well recognized from both theoretical and numerical aspects of optimization. Based on second-order generalized diff...
متن کاملSecond-order characterizations of tilt stability with applications to nonlinear programming
The paper is devoted to the study of tilt-stable local minimizers of general optimization problems in finite-dimensional spaces and its applications to classical nonlinear programs with twice continuously differentiable data. The importance of tilt stability has been well recognized from both theoretical and numerical aspects of optimization, and this notion has been extensively studied in the ...
متن کاملWeak infeasibility in second order cone programming
The objective of this work is to study weak infeasibility in second order cone programming. For this purpose, we consider a relaxation sequence of feasibility problems that mostly preserve the feasibility status of the original problem. This is used to show that for a given weakly infeasible problem at most m directions are needed to approach the cone, where m is the number of Lorentz cones. We...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2019
ISSN: 1052-6234,1095-7189
DOI: 10.1137/18m1213117