| Texto completo | |
| Autor(es): |
Fukuda, Ellen H.
;
Haeser, Gabriel
;
Mito, Leonardo M.
Número total de Autores: 3
|
| Tipo de documento: | Artigo Científico |
| Fonte: | Set-Valued and Variational Analysis; v. 31, n. 2, p. 28-pg., 2023-06-01. |
| Resumo | |
Second-order necessary optimality conditions for nonlinear conic programming problems that depend on a single Lagrange multiplier are usually built under nondegeneracy and strict complementarity. In this paper we establish a condition of such type for two classes of nonlinear conic problems, namely semidefinite and second-order cone programming, assuming Robinson's constraint qualification and a weak constant rank-type property which are, together, strictly weaker than nondegeneracy. Our approach is done via a penalty-based strategy, which is aimed at providing strong global convergence results for first- and second-order algorithms. Since we are not assuming strict complementarity, the critical cone does not reduce to a subspace, thus, the second-order condition we arrive at is defined in terms of the lineality space of the critical cone. In the case of nonlinear programming, this condition reduces to the standard second-order condition widely used as second-order stationarity measure in the algorithmic practice. (AU) | |
| Processo FAPESP: | 17/18308-2 - Condições de otimalidade e algoritmos de segunda-ordem |
| Beneficiário: | Gabriel Haeser |
| Modalidade de apoio: | Auxílio à Pesquisa - Regular |
| Processo FAPESP: | 18/24293-0 - Métodos computacionais de otimização |
| Beneficiário: | Sandra Augusta Santos |
| Modalidade de apoio: | Auxílio à Pesquisa - Temático |
| Processo FAPESP: | 17/17840-2 - Estimativas de erro em otimização não linear |
| Beneficiário: | Leonardo Makoto Mito |
| Modalidade de apoio: | Bolsas no Brasil - Doutorado |