scholarly journals Exact Formula for the Second-Order Tangent Set of the Second-Order Cone Complementarity Set

2019 ◽  
Vol 29 (4) ◽  
pp. 2986-3011 ◽  
Author(s):  
Jein-Shan Chen ◽  
Jane J. Ye ◽  
Jin Zhang ◽  
Jinchuan Zhou
Author(s):  
Helmut Gfrerer ◽  
Jane J. Ye ◽  
Jinchuan Zhou

In this paper, we study second-order optimality conditions for nonconvex set-constrained optimization problems. For a convex set-constrained optimization problem, it is well known that second-order optimality conditions involve the support function of the second-order tangent set. In this paper, we propose two approaches for establishing second-order optimality conditions for the nonconvex case. In the first approach, we extend the concept of the support function so that it is applicable to general nonconvex set-constrained problems, whereas in the second approach, we introduce the notion of the directional regular tangent cone and apply classical results of convex duality theory. Besides the second-order optimality conditions, the novelty of our approach lies in the systematic introduction and use, respectively, of directional versions of well-known concepts from variational analysis.


2016 ◽  
Vol 33 (02) ◽  
pp. 1650010
Author(s):  
Ning Zhang ◽  
Liwei Zhang

The first-order and the second-order directional derivatives of singular values are used to characterize the tangent cone, the normal cone and the second-order tangent set of the epigraph of the nuclear norm of matrices. Based on the variational geometry of the epigraph, the no gap second-order optimality conditions for the optimization problem, whose constraint is defined by the matrix cone induced by the nuclear norm, are established.


2020 ◽  
Vol 23 (4) ◽  
pp. 727-736
Author(s):  
Vo Duc Thinh

In this paper, we study a concept on the calm B-differentiability, a new kind of generalized differentiabilities for a given vector function introduced by Ye and Zhou in 2017, of the projector onto the circular cone. Then, we discuss its applications in mathematical programming problems with circular cone complementarity constraints. Here, this problem can be considered to be a generalization of mathematical programming problems with second-order cone complementarity constraints, and thus it includes a large class of mathematical models in optimization theory. Consequently, the obtained results for this problem are generalized, and then corresponding results for some special mathematical problems can be implied from them directly. For more detailed information, we will first prove the calmly B-differentiable property of the projector onto the circular cone. This result is not easy to be shown by simply resorting to those of the projection operator onto the second-order cone. By virtue of exploiting variational techniques, we next establish the exact formula for the regular (Fréchet) normal cone (this concept was proposed by Kruger and Mordukhovich in 1980) to the circular cone complementarity set. Note that this set can be considered to be a generalization of the second-order cone complementarity set. In finally, the exact formula for the regular (Fréchet) normal cone to the circular cone complementarity set would be useful for us to study first-order necessary optimality conditions for mathematical programming problems with circular cone complementarity constraints. Our obtained results in the paper are new, and they are generalized to some existing ones in the literature.


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