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.
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Univ Estadual Campinas, Dept Appl Math, Inst Math Stat & Sci Comp, Campinas, SP, BrazilUniv Estadual Campinas, Dept Appl Math, Inst Math Stat & Sci Comp, Campinas, SP, Brazil
Andreani, Roberto
;
Haeser, Gabriel
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Univ Fed Sao Paulo, Inst Sci & Technol, Sao Jose Dos Campos, SP, BrazilUniv Estadual Campinas, Dept Appl Math, Inst Math Stat & Sci Comp, Campinas, SP, Brazil
Haeser, Gabriel
;
Laura Schuverdt, Maria
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Natl Univ La Plata, FCE, Dept Math, CONICET, RA-1900 La Plata, Bs As, ArgentinaUniv Estadual Campinas, Dept Appl Math, Inst Math Stat & Sci Comp, Campinas, SP, Brazil
Laura Schuverdt, Maria
;
Silva, Paulo J. S.
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Univ Sao Paulo, Inst Math & Stat, Sao Paulo, BrazilUniv Estadual Campinas, Dept Appl Math, Inst Math Stat & Sci Comp, Campinas, SP, Brazil
机构:
Univ Estadual Campinas, Dept Appl Math, Inst Math Stat & Sci Comp, Campinas, SP, BrazilUniv Estadual Campinas, Dept Appl Math, Inst Math Stat & Sci Comp, Campinas, SP, Brazil
Andreani, Roberto
;
Haeser, Gabriel
论文数: 0引用数: 0
h-index: 0
机构:
Univ Fed Sao Paulo, Inst Sci & Technol, Sao Jose Dos Campos, SP, BrazilUniv Estadual Campinas, Dept Appl Math, Inst Math Stat & Sci Comp, Campinas, SP, Brazil
Haeser, Gabriel
;
Laura Schuverdt, Maria
论文数: 0引用数: 0
h-index: 0
机构:
Natl Univ La Plata, FCE, Dept Math, CONICET, RA-1900 La Plata, Bs As, ArgentinaUniv Estadual Campinas, Dept Appl Math, Inst Math Stat & Sci Comp, Campinas, SP, Brazil
Laura Schuverdt, Maria
;
Silva, Paulo J. S.
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h-index: 0
机构:
Univ Sao Paulo, Inst Math & Stat, Sao Paulo, BrazilUniv Estadual Campinas, Dept Appl Math, Inst Math Stat & Sci Comp, Campinas, SP, Brazil