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Optimality Conditions for Nonlinear Second-Order Cone Programming and Symmetric Cone Programming

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Udgivet i:Journal of Optimization Theory and Applications vol. 200, no. 1 (Jan 2024), p. 1
Hovedforfatter: Andreani, Roberto
Andre forfattere: Fukuda, Ellen H., Haeser, Gabriel, Santos, Daiana O., Secchin, Leonardo D.
Udgivet:
Springer Nature B.V.
Fag:
Decomposition
Semidefinite programming
Applied mathematics
Algebra
Qualifications
Algorithms
Optimization
Constraints
Nonlinear programming
Kuhn-Tucker method
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Resumen:Nonlinear symmetric cone programming (NSCP) generalizes important optimization problems such as nonlinear programming, nonlinear semi-definite programming and nonlinear second-order cone programming (NSOCP). In this work, we present two new optimality conditions for NSCP without constraint qualifications, which implies the Karush–Kuhn–Tucker conditions under a condition weaker than Robinson’s constraint qualification. In addition, we show the relationship of both optimality conditions in the context of NSOCP, where we also present an augmented Lagrangian method with global convergence to a KKT point under a condition weaker than Robinson’s constraint qualification.
ISSN:0022-3239
1573-2878
DOI:10.1007/s10957-023-02338-6
Fuente:ABI/INFORM Global