Daiana Santos

On the existence of Lagrange multipliers in conic programming

  • Gabriel Haeser
  • Daiana Santos
    • Categories Constrained Nonlinear Optimization Tags ,

    The existence of Lagrange multipliers at a solution of a nonlinear optimization problem constitutes one of the cornerstones of modern optimization theory, with many important consequences for guiding algorithmic procedures towards a solution, defining stopping criteria, performing stability analysis, and several other aspects. However, the proof of this result is often intricate, relying on non-trivial … Read more

    Quasinormality and pseudonormality for nonlinear semidefinite programming

  • Daiana Santos
    • Categories Linear, Cone and Semidefinite Programming, Semi-definite Programming Tags , , , ,

    Quasinormality is a classical constraint qualification originally introduced by Hestenes in 1975 and subsequently extensively studied in nonlinear programming and in problems with abstract constraints. In this paper, we extend this concept to the setting of nonlinear semidefinite programming (NSDP). We show that the proposed condition is strictly weaker than Robinson’s constraint qualification, while still … Read more