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On the upper Lipschitz property of the KKT mapping for nonlinear semidefinite optimization

Yule Zhang(zyl***at***mail.dlut.edu.cn)
Liwei Zhang(lwzhang***at***dlut.edu.cn)

Abstract: In this note, we prove that the KKT mapping for nonlinear semidefinite optimization problem is upper Lipschitz continuous at the KKT point, under the second-order sufficient optimality conditions and the strict Robinson constraint qualification.

Keywords: KKT mapping, semidefinite optimization problem, upper Lipschitz continuity, second-order optimality conditions, the strict Robinson constraint qualification.

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

Citation:

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Entry Submitted: 07/09/2015
Entry Accepted: 07/09/2015
Entry Last Modified: 07/09/2015

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