The Optimality Conditions and Stability Analysis for the Second-Order Cone Double Constrained Variational Inequalities
摘要
We provide the second-order cone double constrained variational inequalities (SOCDCVI) problem, which can be reduced to be the second-order cone coupled constrained variational inequalities problem. In order to provide the theoretical analysis for the convergence of algorithms to solve the corresponding second-order cone double variational inequalities problem, we firstly establish optimality conditions, including the first-order necessary and the second-order sufficient conditions. For the second-order cone double constrained variational inequality, we prove the first-order necessary conditions under Robinson constraint qualification, and the second-order sufficient conditions when the constraint sets satisfy outer seconder-order regularity condition. Secondly, by characterizing the generalized equation, the equivalence between the strongly regular solution and the Lipschitz homeomorphisms of the Karush-Kuhn-Tucker (KKT) mapping can be derived. With the strong second-order sufficient conditions under the constraints nondegeneracy conditions, we prove the nonsingularity of the Clarke’s generalized Jacobian of the KKT mapping. In addition, we introduce the uniform second-order growth conditions and the strong stability of local optimal solutions of the corresponding second-order cone double constrained optimization problem. Thus, by demonstrating several equivalent conclusions, we obtain the main stability theorem. The research results for the SOCDCVI problem will be a supplement for the study of variational inequalities.