The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications

Defeng Sun (matsundfnus.edu.sg)

Abstract: For a locally optimal solution to the nonlinear semidefinite programming problem, under Robinson's constraint qualification, the following conditions are proved to be equivalent: the strong second order sufficient condition and constraint nondegeneracy; the nonsingularity of Clarke's Jacobian of the Karush-Kuhn-Tucker system; the strong regularity of the Karush-Kuhn-Tucker point; and others.

Keywords: Nonlinear Semidefinite Programming, Sensitivity Analysis, Equivalent Conditions

Category 1: Linear, Cone and Semidefinite Programming (Semi-definite Programming )

Category 2: Nonlinear Optimization (Other )

Citation: Technical Report, Department of Mathematics, National University of Singapore, Sinagpore, May 2005.

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Entry Submitted: 06/20/2005
Entry Accepted: 06/20/2005
Entry Last Modified: 06/20/2005

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