当前位置: X-MOL 学术Set-Valued Var. Anal. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Second-order Optimality Conditions for Mathematical Program with Semidefinite Cone Complementarity Constraints and Applications
Set-Valued and Variational Analysis ( IF 1.6 ) Pub Date : 2021-06-16 , DOI: 10.1007/s11228-021-00587-z
Yulan Liu , Shaohua Pan

This paper is concerned with second-order optimality conditions for the mathematical program with semidefinite cone complementarity constraints. To achieve this goal, we first provide an exact characterization on the second-order tangent set to the semidefinite cone complementarity set in terms of the second-order directional derivative of the projection operator onto the semidefinite cone complementarity set, and then use the second-order tangent set to the semidefinite cone complementarity set to derive second-order necessary and sufficient conditions for the mathematical program with semidefinite cone complementarity constraints under suitable subregularity constraint qualifications. The obtained second-order necessary optimality condition is also illustrated via the mathematical program with semidefinite cone complementarity constraints reformulation of semidefinite rank regularized problem.



中文翻译:

具有半定锥互补约束的数学程序的二阶最优条件及其应用

本文关注的是具有半定锥互补约束的数学程序的二阶最优性条件。为了实现这一目标,我们首先根据投影算子在半定锥互补集上的二阶方向导数,对半定锥互补集的二阶切线集进行精确表征,然后使用二阶正切集阶切线集到半定锥互补集,以在合适的子正则约束条件下推导出具有半定锥互补约束的数学程序的二阶充要条件。

更新日期:2021-06-17
down
wechat
bug