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First and second order analysis of nonlinear semidefinite programs |
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| Authors: | Alexander Shapiro |
| Affiliation: | (1) School of Industrial and Systems Engineering, Georgia Institute of Technology, 30332-0205 Atlanta, GA, USA |
| Abstract: | In this paper we study nonlinear semidefinite programming problems. Convexity, duality and first-order optimality conditions for such problems are presented. A second-order analysis is also given. Second-order necessary and sufficient optimality conditions are derived. Finally, sensitivity analysis of such programs is discussed. |
| Keywords: | Semidefinite programming Cone constraints Convex programming Duality Second-order optimality conditions Tangent cones Optimal value function Sensitivity analysis |
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