First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition
Keywords: semidefinite programming, constraint qualifications, second-order cone programming, Constant rank, Second-order optimality conditions
Abstract
The well known constant rank constraint qualification [Math. Program. Study 21:110â126, 1984] introduced by Janin for nonlinear programming has been recently extended to a conic context by exploiting the eigenvector structure of the problem. In this paper we propose a more general and geometric approach for defining a new extension of this condition to the conic context. The main advantage of our approach is that we are able to recast the strong second-order properties of the constant rank condition in a conic context. In particular, we obtain a second-order necessary optimality condition that is stronger than the classical one obtained under Robinsonâs constraint qualification, in the sense that it holds for every Lagrange multiplier, even though our condition is independent of Robinsonâs condition.
Más información
| Título según WOS: | First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition |
| Título según SCOPUS: | First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition |
| Título de la Revista: | Mathematical Programming |
| Volumen: | 202 |
| Número: | 1-2 |
| Editorial: | Springer Science and Business Media Deutschland GmbH |
| Fecha de publicación: | 2023 |
| Página de inicio: | 473 |
| Página final: | 513 |
| Idioma: | English |
| DOI: |
10.1007/s10107-023-01942-8 |
| Notas: | ISI, SCOPUS |