Optimality conditions for nonlinear semidefinite programming via squared slack variables

• 成果类型: Article
• 署名作者: Lourenco, Bruno F.; Fukuda, Ellen H.; Fukushima, Masao
• 署名单位: Seikei University; Kyoto University
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-016-1040-4
• 发表日期: 2018
• 页码: 177-200
• 关键词: tangent sets; 2ND-ORDER; rank

摘要

In this work, we derive second-order optimality conditions for nonlinear semidefinite programming (NSDP) problems, by reformulating it as an ordinary nonlinear programming problem using squared slack variables. We first consider the correspondence between Karush-Kuhn-Tucker points and regularity conditions for the general NSDP and its reformulation via slack variables. Then, we obtain a pair of no-gap second-order optimality conditions that are essentially equivalent to the ones already considered in the literature. We conclude with the analysis of some computational prospects of the squared slack variables approach for NSDP.