Exact formulas for the proximal/regular/limiting normal cone of the second-order cone complementarity set

Abstract: The proximal, regular and limiting normal cones to the second-order cone complementarity set play important roles in studying mathematical programs with second-order cone complementarity constraints, second-order cone programs, and the second-order cone complementarity problems. It is needed in the first-order optimality conditions for mathematical programs with second-order cone complementarity constraint, the second-order subdifferential criteria in characterizing the full stability for second-order cone programs and second-order cone complementarity problems, as well as in the characterizing the pseudo-Lipschitz continuity of the solution mapping to parametric second-order cone complementarity problems. In this paper we establish explicit formulas for the proximal, regular, and limiting normal cone of the second-order cone complementarity set.