Weak notions of nondegeneracy in nonlinear semidefinite programming
The constraint nondegeneracy condition is one of the most relevant and useful constraint qualifications in nonlinear semidefinite programming. It can be characterized in terms of any fixed orthonormal basis of the, let us say, ℓ -dimensional kernel of the constraint matrix, by the linear independenc...
Uloženo v:
| Vydáno v: | Mathematical programming Ročník 205; číslo 1-2; s. 1 - 32 |
|---|---|
| Hlavní autoři: | , , , |
| Médium: | Journal Article |
| Jazyk: | angličtina |
| Vydáno: |
Berlin/Heidelberg
Springer Berlin Heidelberg
01.05.2024
Springer |
| Témata: | |
| ISSN: | 0025-5610, 1436-4646 |
| On-line přístup: | Získat plný text |
| Tagy: |
Přidat tag
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
|
| Shrnutí: | The constraint nondegeneracy condition is one of the most relevant and useful constraint qualifications in nonlinear semidefinite programming. It can be characterized in terms of any fixed orthonormal basis of the, let us say,
ℓ
-dimensional kernel of the constraint matrix, by the linear independence of a set of
ℓ
(
ℓ
+
1
)
/
2
derivative vectors. We show that this linear independence requirement can be equivalently formulated in a smaller set, of
ℓ
derivative vectors, by considering all orthonormal bases of the kernel instead. This allows us to identify that not all bases are relevant for a constraint qualification to be defined, giving rise to a strictly weaker variant of nondegeneracy related to the global convergence of an external penalty method. We use some of these ideas to revisit an approach of Forsgren (Math Program 88, 105–128, 2000) for exploiting the sparsity structure of a transformation of the constraints to define a constraint qualification, which led us to develop another relaxed notion of nondegeneracy using a simpler transformation. If the zeros of the derivatives of the constraint function at a given point are considered, instead of the zeros of the function itself in a neighborhood of that point, we obtain an even weaker constraint qualification that connects Forsgren’s condition and ours. |
|---|---|
| ISSN: | 0025-5610 1436-4646 |
| DOI: | 10.1007/s10107-023-01970-4 |