Sufficient optimality conditions hold for almost all nonlinear semidefinite programs (Q304224)
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English | Sufficient optimality conditions hold for almost all nonlinear semidefinite programs |
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Sufficient optimality conditions hold for almost all nonlinear semidefinite programs (English)
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25 August 2016
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The authors obtain a new genericity result for nonlinear semidefinite programming (NLSDP). Namely, almost all linear perturbations of a given NLSDP are shown to be nondegenerate. The nondegeneracy for NLSDP refers to the transversality constraint qualification, strict complementarity and second-order sufficient condition. The derived result is a nontrivial extension of the corresponding results for linear semidefinite programs (SDP) from \textit{F. Alizadeh} et al. [ibid. 77, No. 2 (B), 111--128 (1997; Zbl 0890.90141)] due to the presence of the second-order sufficient condition. The proof of the new result makes use of Forsgren's derivation of optimality conditions for NLSDP in [\textit{A. Forsgren}, ibid. 88, No. 1 (A), 105--128 (2000; Zbl 0988.90046)]. Due to the latter approach, the positive semidefiniteness of a symmetric matrix \(G(x)\), depending continuously on \(x\), is locally equivalent to the fact that a certain Schur complement \(S(x)\) of \(G(x)\) is positive semidefinite. This yields a reduced NLSDP by considering the new semidefinite constraint \(S(x)\geq 0\), instead of \(G(x)\geq 0\). While deriving optimality conditions for the reduced NLSDP, the well-known and often mentioned ``H-term'' in the second-order sufficient condition vanishes. This leads to the proof of the genericity result for NLSDP.
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nonlinear semidefinite programming
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transversality constraint qualification
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strict complementarity
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second-order sufficient condition
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Schur complement
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\(H\)-term
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genericity
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