Second-order variational analysis in conic programming with applications tooptimality and stability

Artículo de publicación ISIThis paper is devoted to the study of a broad class of problems in conic programming modeled via parameter-dependent generalized equations. In this framework we develop a secondorder generalized differential approach of variational analysis to calculate appropriate derivatives and coderivatives of the corresponding solution maps. These developments allow us to resolve some important issues related to conic programming. They include verifiable conditions for isolated calmness of the considered solution maps, sharp necessary optimality conditions for a class of mathematical programs with equilibrium constraints, and characterizations of tilt-stable local minimizers for coneconstrained problems. The main results obtained in the general conic programming setting are specified for and illustrated by the second-order cone programming.USA National Science Foundation DMS-1007132 Australian Research Council DP-12092508 DP-110102011 Portuguese Foundation of Science and Technologies MAT/11109 Grant Agency of the Czech Republic P201/12/0671 FONDECYT Project 1110888 BASAL Project Centro de Modelamiento Matematico, Universidad de Chil