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Verifiable sufficient conditions for the error bound property of second-order cone complementarity problems

机译:可验证的充分条件的错误绑定属性   二阶锥互补问题

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摘要

The error bound property for a solution set defined by a set-valued mappingrefers to an inequality that bounds the distance between vectors closed to asolution of the given set by a residual function. The error bound property is aLipschitz-like/calmness property of the perturbed solution mapping, orequivalently the metric subregularity of the underlining set-valued mapping. Ithas been proved to be extremely useful in analyzing the convergence of manyalgorithms for solving optimization problems, as well as serving as aconstraint qualification for optimality conditions. In this paper, we study theerror bound property for the solution set of a very general second-order conecomplementarity problem (SOCCP). We derive some sufficient conditions for errorbounds for SOCCP which is verifiable based on the initial problem data.
机译:由集值映射定义的解集的错误绑定属性是指不等式,该不等式限制了通过残差函数逼近给定集解的向量之间的距离。误差绑定属性是摄动解映射的类似Lipschitz / calmness属性,即下划线集值映射的度量次正则性。它已被证明在分析用于解决优化问题的多种算法的收敛性以及作为最优条件的约束条件时非常有用。在本文中,我们研究了非常普通的二阶锥互补问题(SOCCP)的解集的误差约束性质。我们为SOCCP的误差范围导出了一些充分条件,这些条件可以根据初始问题数据进行验证。

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    Ye, Jane; Zhou, Jinchuan;

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