Content area
Nonlinear symmetric cone programming (NSCP) generalizes important optimization problems such as nonlinear programming, nonlinear semi-definite programming and nonlinear second-order cone programming (NSOCP). In this work, we present two new optimality conditions for NSCP without constraint qualifications, which implies the Karush–Kuhn–Tucker conditions under a condition weaker than Robinson’s constraint qualification. In addition, we show the relationship of both optimality conditions in the context of NSOCP, where we also present an augmented Lagrangian method with global convergence to a KKT point under a condition weaker than Robinson’s constraint qualification.
Details
Key topics Powered by Web of Science® Description for Powered by Web of Science
Subject
Business indexing term
Title
Optimality Conditions for Nonlinear Second-Order Cone Programming and Symmetric Cone Programming
Author
Andreani, Roberto 1 ; Fukuda, Ellen H. 2 ; Haeser, Gabriel 3
; Santos, Daiana O. 4 ; Secchin, Leonardo D. 5
1 University of Campinas, Department of Applied Mathematics, Campinas, Brazil (GRID:grid.411087.b) (ISNI:0000 0001 0723 2494)
2 Kyoto University, Graduate School of Informatics, Kyoto, Japan (GRID:grid.258799.8) (ISNI:0000 0004 0372 2033)
3 University of São Paulo, Department of Applied Mathematics, São Paulo, Brazil (GRID:grid.11899.38) (ISNI:0000 0004 1937 0722)
4 Federal University of São Paulo, Paulista School of Politics, Economics and Business, Osasco, Brazil (GRID:grid.411249.b) (ISNI:0000 0001 0514 7202)
5 Federal University of Espírito Santo, Department of Applied Mathematics, São Mateus, Brazil (GRID:grid.412371.2) (ISNI:0000 0001 2167 4168)
; Santos, Daiana O. 4 ; Secchin, Leonardo D. 5 1 University of Campinas, Department of Applied Mathematics, Campinas, Brazil (GRID:grid.411087.b) (ISNI:0000 0001 0723 2494)
2 Kyoto University, Graduate School of Informatics, Kyoto, Japan (GRID:grid.258799.8) (ISNI:0000 0004 0372 2033)
3 University of São Paulo, Department of Applied Mathematics, São Paulo, Brazil (GRID:grid.11899.38) (ISNI:0000 0004 1937 0722)
4 Federal University of São Paulo, Paulista School of Politics, Economics and Business, Osasco, Brazil (GRID:grid.411249.b) (ISNI:0000 0001 0514 7202)
5 Federal University of Espírito Santo, Department of Applied Mathematics, São Mateus, Brazil (GRID:grid.412371.2) (ISNI:0000 0001 2167 4168)
Volume
200
Issue
1
Pages
1-33
Publication year
2024
Publication date
Jan 2024
Place of publication
New York
Country of publication
Netherlands
Publication subject
ISSN
00223239
e-ISSN
15732878
Source type
Scholarly Journal
Language of publication
English
Document type
Journal Article
Publication history
Online publication date
2023-12-07
Milestone dates
2023-10-28 (Registration); 2023-10-21 (Accepted)
Publication history
First posting date
07 Dec 2023
ProQuest document ID
2916250954
Document URL
https://www.proquest.com/scholarly-journals/optimality-conditions-nonlinear-second-order-cone/docview/2916250954/se-2?accountid=208611
Copyright
© The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2023. Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
Last updated
2024-08-27
Database
ProQuest One Academic