Weak notions of nondegeneracy in nonlinear semidefinite programming

DOI10.1007/S10107-023-01970-4MaRDI QIDQ6126643zbMATH OpenOpenAlexFDO

Authors R. Andreani, Gabriel Haeser, Leonardo M. Mito, Hector Ramírez

Publication date 9 April 2024

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2012.14810

zbMATH Keywords

semidefinite programmingconstraint qualificationsconstraint nondegeneracy

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Semidefinite programming (90C22)

Abstract: The constraint nondegeneracy condition is one of the most relevant and useful constraint qualifications in nonlinear semidefinite programming. It can be characterized in terms of any fixed orthonormal basis of the, let us say, $ell$-dimensional kernel of the constraint matrix, by the linear independence of a set of $ell(ell+1)/2$ derivative vectors. We show that this linear independence requirement can be equivalently formulated in a smaller set, of $ell$ derivative vectors, by considering all orthonormal bases of the kernel instead. This allows us to identify that not all bases are relevant for a constraint qualification to be defined, giving rise to a strictly weaker variant of nondegeneracy related to the global convergence of an external penalty method. We use some of these ideas to revisit an approach of Forsgren [Math. Prog. 88, 105--128, 2000] for exploiting the sparsity structure of a transformation of the constraints to define a constraint qualification, which led us to develop another relaxed notion of nondegeneracy using a simpler transformation. If the zeros of the derivatives of the constraint function at a given point are considered, instead of the zeros of the function itself in a neighborhood of that point, we obtain an even weaker constraint qualification that connects Forsgren's condition and ours.

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