practical algorithms

Optimality conditions and global convergence for nonlinear semidefinite programming

  • Roberto Andreani
  • Gabriel Haeser
  • Daiana O. Santos
    • Categories Nonlinear Optimization, Semi-definite Programming Tags , , ,

    Sequential optimality conditions have played a major role in unifying and extending global convergence results for several classes of algorithms for general nonlinear optimization. In this paper, we extend theses concepts for nonlinear semidefinite programming. We define two sequential optimality conditions for nonlinear semidefinite programming. The first is a natural extension of the so-called Approximate-Karush-Kuhn-Tucker … Read more

    A relaxed constant positive linear dependence constraint qualification and applications

  • Roberto Andreani
  • Gabriel Haeser
  • Paulo J. S. Silva
  • María Laura Schuverdt
    • Categories Constrained Nonlinear Optimization Tags , ,

    In this work we introduce a relaxed version of the constant positive linear dependence constraint qualification (CPLD) that we call RCPLD. This development is inspired by a recent generalization of the constant rank constraint qualification from Minchenko and Stakhovski that was called RCR. We show that RCPLD is enough to ensure the convergence of an … Read more