A minimal face constant rank constraint qualification for reducible conic programming
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. 473514, 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 Robinsons 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 Robinsons 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 Robinsons 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 |