Naive constant rank-type constraint qualifications for multifold second-order cone programming and semidefinite programming

被引:11
|
作者
Andreani, R. [1 ]
Haeser, G. [2 ]
Mito, L. M. [2 ]
Ramirez, H. [3 ,4 ]
Santos, D. O. [5 ]
Silveira, T. P. [2 ]
机构
[1] Univ Estadual Campinas, Dept Appl Math, Campinas, SP, Brazil
[2] Univ Sao Paulo, Dept Appl Math, Sao Paulo, SP, Brazil
[3] Univ Chile, Dept Ingn Matemat, Santiago, Chile
[4] Univ Chile, Ctr Modelamiento Matemat CNRS UMI 2807, Santiago, Chile
[5] Univ Fed Sao Paulo, Inst Sci & Technol, Sao Jose Dos Campos, SP, Brazil
基金
巴西圣保罗研究基金会;
关键词
Constraint qualifications; Optimality conditions; Second-order cone programming; Semidefinite programming; Global convergence;
D O I
10.1007/s11590-021-01737-w
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
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-Karush-Kuhn-Tucker necessary optimality condition and on the application of the reduction approach. Our definitions are strictly weaker than Robinson's constraint qualification, and an application to the global convergence of an augmented Lagrangian algorithm is obtained.
引用
收藏
页码:589 / 610
页数:22
相关论文
共 50 条
  • [21] Optimality Conditions for Nonlinear Second-Order Cone Programming and Symmetric Cone Programming
    Andreani, Roberto
    Fukuda, Ellen H.
    Haeser, Gabriel
    Santos, Daiana O.
    Secchin, Leonardo D.
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2024, 200 (01) : 1 - 33
  • [22] Optimality Conditions for Nonlinear Second-Order Cone Programming and Symmetric Cone Programming
    Roberto Andreani
    Ellen H. Fukuda
    Gabriel Haeser
    Daiana O. Santos
    Leonardo D. Secchin
    Journal of Optimization Theory and Applications, 2024, 200 : 1 - 33
  • [23] First- and second-order methods for semidefinite programming
    Renato. D. C. Monteiro
    Mathematical Programming, 2003, 97 : 209 - 244
  • [24] First- and second-order methods for semidefinite programming
    Monteiro, RDC
    MATHEMATICAL PROGRAMMING, 2003, 97 (1-2) : 209 - 244
  • [25] The Q method for the second-order cone programming
    Alizadeh, F.
    Xia, Yu
    Topics in Applied and Theoretical Mathematics and Computer Science, 2001, : 208 - 213
  • [26] Statistical Inference of Second-Order Cone Programming
    Zhang, Liwei
    Gao, Shengzhe
    Guo, Saoyan
    ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH, 2019, 36 (02)
  • [27] Statistical Inference of Second-Order Cone Programming
    Wang, Jiani
    Zhang, Liwei
    ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH, 2018, 35 (06)
  • [28] SVM training: Second-order cone programming versus quadratic programming
    Debnath, Rameswar
    Takahashi, Haruhisa
    2006 IEEE INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORK PROCEEDINGS, VOLS 1-10, 2006, : 1162 - +
  • [29] FRM filter design with group delay constraint using second-order cone programming
    Lin, Zhiping
    Liu, Yongzhi
    2007 IEEE INTERNATIONAL SYMPOSIUM ON CIRCUITS AND SYSTEMS, VOLS 1-11, 2007, : 2954 - 2957
  • [30] Entry Trajectory Optimization by Second-Order Cone Programming
    Liu, Xinfu
    Shen, Zuojun
    Lu, Ping
    JOURNAL OF GUIDANCE CONTROL AND DYNAMICS, 2016, 39 (02) : 227 - 241