A minimal face constant rank constraint qualification for reducible conic programming

Andreani R.; Haeser G.; Mito L.M.; Ramirez H.

Keywords: conic programming, constraint qualifications, Second-order necessary optimality conditions, Cone reducibility, Facial reduction

Abstract

In a previous paper [Andreani et al, Math. Prog. 202, p. 473–514, 2023] we introduced a constant rank constraint qualification for nonlinear semidefinite and second-order cone programming by considering all faces of the underlying cone. This condition is independent of Robinson’s condition and it implies a strong second-order necessary optimality condition which depends on a single Lagrange multiplier instead of the full set of Lagrange multipliers. In this paper we expand on this result in several directions, namely, we consider the larger class of C2-cone reducible constraints and we show that it is not necessary to consider all faces of the cone; instead a single specific face should be considered (which turns out to be weaker than Robinson’s condition) in order for the first order necessary optimality condition to hold. This gives rise to a notion of facial reduction for nonlinear conic programming, that allows locally redefining the original problem only in terms of this specific face instead of the whole cone, providing a more robust formulation of the problem in which Robinson’s condition holds. We were also able to prove the strong second-order necessary optimality condition in this context by considering only the subfaces of this particular face, which is a new result even in nonlinear programming. © Springer-Verlag GmbH Germany, part of Springer Nature and Mathematical Optimization Society 2025.

Más información

Título según WOS: A minimal face constant rank constraint qualification for reducible conic programming
Título según SCOPUS: A minimal face constant rank constraint qualification for reducible conic programming
Título de la Revista: Mathematical Programming
Editorial: Springer Science and Business Media Deutschland GmbH
Fecha de publicación: 2025
Idioma: English
DOI:

10.1007/s10107-025-02237-w

Notas: ISI, SCOPUS