Characterization of the Robust Isolated Calmness for a Class of Conic Programming Problems
主 题: Characterization of the Robust Isolated Calmness for a Class of Conic Programming Problems
报告人: Prof. Chao Ding(Chinese Academy of Sciences)
时 间: 2016-04-07 10:00 - 2016-04-07 11:00
地 点: Room 29, Quan Zhai, BICMR
In this talk, we study 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 constraint non-degeneracy and the second order sufficient condition are both needed for the KKT solution mapping to have the Aubin property. Finally, as a simple corollary, we establish a sufficient condition of the error bound of the conic programming problems.
