Optimality conditions for nonlinear semidefinite programming via squared slack variables
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Abstract: In this work, we derive second-order optimality conditions for nonlinear semidefinite programming (NSDP) problems, by reformulating it as an ordinary nonlinear programming problem using squared slack variables. We first consider the correspondence between Karush-Kuhn-Tucker points and regularity conditions for the general NSDP and its reformulation via slack variables. Then, we obtain a pair of "no-gap" second-order optimality conditions that are essentially equivalent to the ones already considered in the literature. We conclude with the analysis of some computational prospects of the squared slack variables approach for NSDP.
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Cited in
(9)- Exact augmented Lagrangian functions for nonlinear semidefinite programming
- New perspective on slack variables applications to singular optimization problems
- The use of squared slack variables in nonlinear second-order cone programming
- A NOTE ON THE SQUARED SLACK VARIABLES TECHNIQUE FOR NONLINEAR OPTIMIZATION
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