Jacobian nonsingularity in nonlinear symmetric conic programming problems and its application
Nonsmooth analysis (49J52) Semidefinite programming (90C22) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Optimality conditions and duality in mathematical programming (90C46) Methods of successive quadratic programming type (90C55)
Summary: This paper considers the nonlinear symmetric conic programming (NSCP) problems. Firstly, a type of strong sufficient optimality condition for NSCP problems in terms of a linear-quadratic term is introduced. Then, a sufficient condition of the nonsingularity of Clarke's generalized Jacobian of the Karush-Kuhn-Tucker (KKT) system is demonstrated. At last, as an application, this property is used to obtain the local convergence properties of a sequential quadratic programming- (SQP-) type method.
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