| Full text | |
| Author(s): |
Andreani, Roberto
;
Haeser, Gabriel
;
Mito, Leonardo M.
;
Ramirez, Hector
;
Silveira, Thiago P.
Total Authors: 5
|
| Document type: | Journal article |
| Source: | MATHEMATICAL PROGRAMMING; v. N/A, p. 41-pg., 2023-03-23. |
| Abstract | |
The well known constant rank constraint qualification [Math. Program. Study 21:110-126, 1984] introduced by Janin for nonlinear programming has been recently extended to a conic context by exploiting the eigenvector structure of the problem. In this paper we propose a more general and geometric approach for defining a new extension of this condition to the conic context. The main advantage of our approach is that we are able to recast the strong second-order properties of the constant rank condition in a conic context. In particular, we obtain a second-order necessary optimality condition that is stronger than the classical one obtained under Robinson's constraint qualification, in the sense that it holds for every Lagrange multiplier, even though our condition is independent of Robinson's condition. (AU) | |
| FAPESP's process: | 17/12187-9 - Second-order algorithms for nonlinear optimization with strong optimality properties |
| Grantee: | Thiago Parente da Silveira |
| Support Opportunities: | Scholarships in Brazil - Doctorate |
| FAPESP's process: | 18/24293-0 - Computational methods in optimization |
| Grantee: | Sandra Augusta Santos |
| Support Opportunities: | Research Projects - Thematic Grants |
| FAPESP's process: | 20/00130-5 - Second-order optimality conditions for nonlinear programming |
| Grantee: | Thiago Parente da Silveira |
| Support Opportunities: | Scholarships abroad - Research Internship - Doctorate |
| FAPESP's process: | 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry |
| Grantee: | Francisco Louzada Neto |
| Support Opportunities: | Research Grants - Research, Innovation and Dissemination Centers - RIDC |
| FAPESP's process: | 17/18308-2 - Second-order optimality conditions and algorithms |
| Grantee: | Gabriel Haeser |
| Support Opportunities: | Regular Research Grants |
| FAPESP's process: | 17/17840-2 - Error estimation in nonlinear optimization |
| Grantee: | Leonardo Makoto Mito |
| Support Opportunities: | Scholarships in Brazil - Doctorate |