Abstract
The explicit representation of Mordukhovich coderivative of a solution mapping to a second-order cone constrained parametric variational inequality is established by the reduction approach. The result obtained is used to obtain a necessary and sufficient condition for the Lipschitz-like property of the solution mapping to the parametric variational inequality and global optimality conditions for a bilevel programming with a second-order cone constrained lower level problem.
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The authors are grateful to referees and an editor for the constructive comments which significantly helped improve the quality of the paper.
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Supported by the National Natural Science Foundation of China under Project Nos. 11201210 and 11171138 and Scientific Research Fund of Liaoning Provincial Education Department under Project No. L2012385.
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Zhang, J., Li, Yx. & Zhang, Lw. On the coderivative of the solution mapping to a second-order cone constrained parametric variational inequality. J Glob Optim 61, 379–396 (2015). https://doi.org/10.1007/s10898-014-0181-3
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DOI: https://doi.org/10.1007/s10898-014-0181-3
Keywords
- Coderivative
- Second-order cone
- Parametric variational inequality
- Lipschitz-like property
- Bilevel programming