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arXiv 2107.04693math.OC
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常秩条件下二阶锥和半定规划的一阶和二阶最优性条件

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

Roberto Andreani, Gabriel Haeser, Leonardo M. Mito, Héctor Ramírez C., Thiago P. Silveira

摘要:

众所周知的常数秩约束规格[数学。程序。Study 21:110- 126,1984]最近通过利用问题的特征向量结构将Janin提出的非线性规划推广到圆锥曲线上。在本文中,我们提出了一个更一般和几何的方法来定义一个新的扩展这个条件的圆锥曲线的背景。我们的方法的主要优点是,我们能够重铸强二阶性质的恒定秩条件下的圆锥曲线的背景下。特别是,我们得到了一个二阶必要的最优性条件是强于经典的罗宾逊的约束规格下获得的,在这个意义上,它适用于每个拉格朗日乘子,即使我们的条件是独立的罗宾逊的条件。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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