Nonsingularity conditions for FB system of reformulating nonlinear second-order cone programming (Q370062)
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English | Nonsingularity conditions for FB system of reformulating nonlinear second-order cone programming |
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Nonsingularity conditions for FB system of reformulating nonlinear second-order cone programming (English)
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19 September 2013
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Summary: This paper is a counterpart of [\textit{S. Bi} et al., SIAM J. Optim. 21, No. 4, 1392-1417 (2011; Zbl 1246.90114)]. For a locally optimal solution to the nonlinear second-order cone programming (SOCP), specifically, under Robinson's constraint qualification, we establish the equivalence among the following three conditions: the nonsingularity of Clarke's Jacobian of Fischer-Burmeister (FB) nonsmooth system for the Karush-Kuhn-Tucker conditions, the strong second-order sufficient condition and constraint nondegeneracy, and the strong regularity of the Karush-Kuhn-Tucker point.
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