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On the Aubin property of critical points to perturbed second-order cone programs. (English) Zbl 1247.90256

SIAM J. Optim. 21, No. 3, 798-823 (2011); erratum ibid. 27, No. 3, 2143-2151 (2017).
The authors consider second-order cone programming problems and the corresponding canonically perturbed KKT-system. They characterize the Aubin property for this system by means of strong second-order optimality conditions where the positive definiteness of the Hessian of the Langrangian and the curvature of the constraint set play crucial roles. Finally, an extension to several second-order cones is presented.

MSC:

90C31 Sensitivity, stability, parametric optimization
90C46 Optimality conditions and duality in mathematical programming
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