Naive constant rank-type constraint qualifications for multifold second-order cone programming and semidefinite programming
Keywords: optimality conditions, semidefinite programming, global convergence, constraint qualifications, second-order cone programming
Abstract
The constant rank constraint qualification, introduced by Janin in 1984 for nonlinear programming, has been extensively used for sensitivity analysis, global convergence of first- and second-order algorithms, and for computing the directional derivative of the value function. In this paper we discuss naive extensions of constant rank-type constraint qualifications to second-order cone programming and semidefinite programming, which are based on the Approximate-KarushâKuhnâTucker necessary optimality condition and on the application of the reduction approach. Our definitions are strictly weaker than Robinsonâs constraint qualification, and an application to the global convergence of an augmented Lagrangian algorithm is obtained.
Más información
| Título según WOS: | Naive constant rank-type constraint qualifications for multifold second-order cone programming and semidefinite programming |
| Título según SCOPUS: | Naive constant rank-type constraint qualifications for multifold second-order cone programming and semidefinite programming |
| Título de la Revista: | Optimization Letters |
| Volumen: | 16 |
| Número: | 2 |
| Editorial: | Springer Science and Business Media Deutschland GmbH |
| Fecha de publicación: | 2022 |
| Página final: | 610 |
| Idioma: | English |
| DOI: |
10.1007/s11590-021-01737-w |
| Notas: | ISI, SCOPUS |