First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition

Andreani R.; Haeser G.; Mito L.M.; Ramirez H.; Silveira T.P.

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 21:110–126, 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 Robinson’s constraint qualification, in the sense that it holds for every Lagrange multiplier, even though our condition is independent of Robinson’s 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