2 papers
math.OC2022
A Chain Rule for Strict Twice Epi-Differentiability and its Applications
N. T. V. Hang, M. E. Sarabi
The presence of second-order smoothness for objective functions of optimization problems can provide valuable information about their stability properties and help us design effici…
math.OC2020
Augmented Lagrangian Method for Second-Order Cone Programs under Second-Order Sufficiency
Nguyen T. V. Hang, Boris S. Mordukhovich, M. Ebrahim Sarabi
This paper addresses problems of second-order cone programming important in optimization theory and applications. The main attention is paid to the augmented Lagrangian method (ALM…