论文标题

幼稚的恒定等级型约束资格,用于多胎二阶编程和半决赛编程

Naive constant rank-type constraint qualifications for multifold second-order cone programming and semidefinite programming

论文作者

Andreani, R., Haeser, G., Mito, L. M., Ramirez, H., Santos, D. O., Silveira, T. P.

论文摘要

Janin于1984年针对非线性编程引入的恒定等级约束资格已广泛用于灵敏度分析,一阶和二阶算法的全局收敛性以及计算值函数的衍生物。在本文中,我们讨论了对二阶锥体编程和半芬矿编程的恒定等级型约束资格的幼稚扩展,这些尺寸基于近似-Karush-kuhn-tucker的必要最佳条件以及还原方法的应用。我们的定义严格比鲁滨逊的约束资格弱,并且获得了增强拉格朗日算法的全球融合的应用。

The constant rank constraint qualification, introduced by Janin in 1984 for nonlinear programming, has been extensively used for sensitivity analysis, global convergence of first- and second-order algorithms, and for computing the derivative of the value function. In this paper we discuss naive extensions of constant rank-type constraint qualifications to second-order cone programming and semidefinite programming, which are based on the Approximate-Karush-Kuhn-Tucker necessary optimality condition and on the application of the reduction approach. Our definitions are strictly weaker than Robinson's constraint qualification, and an application to the global convergence of an augmented Lagrangian algorithm is obtained.

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