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Integrated assessment models that combine geophysics and economics features are often used to evaluate and compare global warming policies. Because there are typically profound uncertainties in these models, a simulation approach is often used. This approach requires the distribution of the...
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We give an equation reformulation of the Karush–Kuhn–Tucker (KKT) condition for the second order cone optimization problem. The equation is strongly semismooth and its Clarke subdifferential at the KKT point is proved to be nonsingular under the constraint nondegeneracy condition and a...
Persistent link: https://www.econbiz.de/10010847882
Matrix conic optimization induced by spectral norm (MOSN) has found important applications in many fields. This paper focus on the optimality conditions and perturbation analysis of the MOSN problem. The Karush–Kuhn–Tucker (KKT) conditions of the MOSN problem can be reformulated as a...
Persistent link: https://www.econbiz.de/10010848026
We give an equation reformulation of the Karush–Kuhn–Tucker (KKT) condition for the second order cone optimization problem. The equation is strongly semismooth and its Clarke subdifferential at the KKT point is proved to be nonsingular under the constraint nondegeneracy condition and a...
Persistent link: https://www.econbiz.de/10010950264
Matrix conic optimization induced by spectral norm (MOSN) has found important applications in many fields. This paper focus on the optimality conditions and perturbation analysis of the MOSN problem. The Karush–Kuhn–Tucker (KKT) conditions of the MOSN problem can be reformulated as a...
Persistent link: https://www.econbiz.de/10010950391
We consider an inverse quadratic programming (QP) problem in which the parameters in both the objective function and the constraint set of a given QP problem need to be adjusted as little as possible so that a known feasible solution becomes the optimal one. We formulate this problem as a linear...
Persistent link: https://www.econbiz.de/10010999626
In this paper, we consider a class of mathematical programs governed by second-order cone constrained parameterized generalized equations. We reformulate the necessary optimality conditions as a system of nonsmooth equations under linear independence constraint qualification and the strict...
Persistent link: https://www.econbiz.de/10010994048