Optimality conditions for nonlinear semidefinite programming via squared slack variables

BF Lourenço, EH Fukuda, M Fukushima - Mathematical Programming, 2018 - Springer
Mathematical Programming, 2018Springer
In this work, we derive second-order optimality conditions for nonlinear semidefinite
programming (NSDP) problems, by reformulating it as an ordinary nonlinear programming
problem using squared slack variables. We first consider the correspondence between
Karush-Kuhn-Tucker points and regularity conditions for the general NSDP and its
reformulation via slack variables. Then, we obtain a pair of “no-gap” second-order optimality
conditions that are essentially equivalent to the ones already considered in the literature. We …
Abstract
In this work, we derive second-order optimality conditions for nonlinear semidefinite programming (NSDP) problems, by reformulating it as an ordinary nonlinear programming problem using squared slack variables. We first consider the correspondence between Karush-Kuhn-Tucker points and regularity conditions for the general NSDP and its reformulation via slack variables. Then, we obtain a pair of “no-gap” second-order optimality conditions that are essentially equivalent to the ones already considered in the literature. We conclude with the analysis of some computational prospects of the squared slack variables approach for NSDP.
Springer
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