Naive constant rank-type constraint qualifications for multifold second-order cone programming and semidefinite programming

DOI10.1007/S11590-021-01737-WMaRDI QIDQ2115314zbMATH OpenOpenAlexFDO

Authors Gabriel Haeser, Leonardo M. Mito, Hector Ramírez, D. O. Santos, Thiago P. Silveira, R. Andreani

Publication date 15 March 2022

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2008.07894

zbMATH Keywords

global convergencesemidefinite programmingconstraint qualificationsoptimality conditionssecond-order cone programming

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Semidefinite programming (90C22)

Abstract: The constant rank constraint qualification, introduced by Janin in 1984 for nonlinear programming, has been extensively used for sensitivity analysis, global convergence of first- and second-order algorithms, and for computing the derivative of the value function. In this paper we discuss naive extensions of constant rank-type constraint qualifications to second-order cone programming and semidefinite programming, which are based on the Approximate-Karush-Kuhn-Tucker necessary optimality condition and on the application of the reduction approach. Our definitions are strictly weaker than Robinson's constraint qualification, and an application to the global convergence of an augmented Lagrangian algorithm is obtained.

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Cited in

(11)

• Sequential constant rank constraint qualifications for nonlinear semidefinite programming with algorithmic applications
• Optimality conditions for nonlinear second-order cone programming and symmetric cone programming
• Constant-rank condition and second-order constraint qualification
• First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition
• Global convergence of algorithms under constant rank conditions for nonlinear second-order cone programming
• New constraint qualifications for mathematical programs with second-order cone complementarity constraints
• On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming
• Sequential M-stationarity conditions for general optimization problems
• Implications of the constant rank constraint qualification
• Scaled-PAKKT sequential optimality condition for multiobjective problems and its application to an augmented Lagrangian method
• Weak notions of nondegeneracy in nonlinear semidefinite programming

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