Naive constant rank-type constraint qualifications for multifold second-order cone programming and semidefinite programming
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Publication:2115314
DOI10.1007/S11590-021-01737-WzbMATH Open1489.90103arXiv2008.07894OpenAlexW3154702083MaRDI QIDQ2115314FDOQ2115314
R. Andreani, D. O. Santos, Gabriel Haeser, Hector Ramírez, Leonardo M. Mito, Thiago P. Silveira
Publication date: 15 March 2022
Published in: Optimization Letters (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/2008.07894
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Cited In (11)
- Sequential constant rank constraint qualifications for nonlinear semidefinite programming with algorithmic applications
- 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
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- New constraint qualifications for mathematical programs with second-order cone complementarity constraints
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- Global convergence of algorithms under constant rank conditions for nonlinear second-order cone programming
- Constant-rank condition and second-order constraint qualification
- Weak notions of nondegeneracy in nonlinear semidefinite programming
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