Sequential Constant Rank Constraint Qualifications for Nonlinear Semidefinite Programming with Algorithmic Applications
Keywords: algorithms, semidefinite programming, global convergence, constraint qualifications, Constant rank
Abstract
We present new constraint qualification conditions for nonlinear semidefinite programming that extend some of the constant rank-type conditions from nonlinear programming. As an application of these conditions, we provide a unified global convergence proof of a class of algorithms to stationary points without assuming neither uniqueness of the Lagrange multiplier nor boundedness of the Lagrange multipliers set. This class of algorithms includes, for instance, general forms of augmented Lagrangian, sequential quadratic programming, and interior point methods. In particular, we do not assume boundedness of the dual sequence generated by the algorithm. The weaker sequential condition we present is shown to be strictly weaker than Robinsonâs condition while still implying metric subregularity.
Más información
| Título según WOS: | Sequential Constant Rank Constraint Qualifications for Nonlinear Semidefinite Programming with Algorithmic Applications |
| Título según SCOPUS: | Sequential Constant Rank Constraint Qualifications for Nonlinear Semidefinite Programming with Algorithmic Applications |
| Título de la Revista: | Set-Valued and Variational Analysis |
| Volumen: | 31 |
| Número: | 1 |
| Editorial: | Springer Science and Business Media B.V. |
| Fecha de publicación: | 2023 |
| Idioma: | English |
| DOI: |
10.1007/s11228-023-00666-3 |
| Notas: | ISI, SCOPUS |