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

被引:12
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
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