Refining the partition for multifold conic optimization problems

Abstract

In this paper, we give a unified treatment of two different definitions of complementarity partition of multifold conic programs introduced independently in Bonnans and Ramírez [Perturbation analysis of second-order cone programming problems, Math Program. 2005;104(2–30):205–227] for conic optimization problems, and in Peña and Roshchina [A complementarity partition theorem for multifold conic systems, Math Program. 2013;142(1–2):579–589] for homogeneous feasibility problems. We show that both can be treated within the same unified geometric framework and extend the latter notion to optimization problems. We also show that the two partitions do not coincide, and their intersection gives a seven-set index partition. Finally, we demonstrate that the partitions are preserved under the application of nonsingular linear transformations, and in particular, that a standard conversion of a second-order cone program into a semidefinite programming problem preserves the partitions.

Más información

Título según SCOPUS: Refining the partition for multifold conic optimization problems
Título de la Revista: Optimization
Volumen: 69
Número: 11
Editorial: Taylor and Francis Ltd.
Fecha de publicación: 2020
Página final: 2507
Idioma: English
DOI:

10.1080/02331934.2020.1822835

Notas: SCOPUS