Critical Multipliers in Semidefinite Programming

DOI10.1142/S0217595920400126MaRDI QIDQ5149526zbMATH OpenOpenAlexFDO

Authors

Publication date 11 February 2021

Published in Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1801.02218

zbMATH Keywords

critical multipliererror boundKKT systemnoncritical multipliersemidefinite programming

Mathematics Subject Classification ID

Semidefinite programming (90C22)

Abstract: It was proved in [14] that the existence of a noncritical multiplier for a (smooth) nonlinear programming problem is equivalent to an error bound condition for the Karush-Kuhn-Thcker (KKT) system without any assumptions. This paper investigates whether this result still holds true for a (smooth) nonlinear semidefinite programming (SDP) problem. We first introduce the notion of critical and noncritical multipliers for a SDP problem and obtain their complete characterizations in terms of the problem data. We prove for the SDP problem, the noncriticality property can be derived from the error bound condition for the KKT system without any assumptions, and this fact is revealed by some simple examples. Besides we give an appropriate second-order sufficient optimality condition characterizing noncriticality explicitly. We propose a set of assumptions from which the error bound condition for the KKT system can be derived from the noncriticality property. Finally we establish a new error bound for x-part, which is expressed by both perturbation and the multiplier estimation.

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Cited in

(5)

• Criticality of Lagrange multipliers in extended nonlinear optimization
• Adjusting dual iterates in the presence of critical Lagrange multipliers
• A globally convergent SQP-type method with least constraint violation for nonlinear semidefinite programming
• Superlinear convergence of a stabilized SQP-type method for nonlinear semidefinite programming
• A general perturbed Newtonian framework and critical solutions of nonlinear equations

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