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Optimality conditions for nonconvex semidefinite programming
Authors:Anders Forsgren
Affiliation:(1) Optimization and Systems Theory, Department of Mathematics, Royal Institute of Technology, SE-100 44 Stockholm, Sweden, e-mail: anders.forsgren@math.kth.se, SE
Abstract:
This paper concerns nonlinear semidefinite programming problems for which no convexity assumptions can be made. We derive first- and second-order optimality conditions analogous to those for nonlinear programming. Using techniques similar to those used in nonlinear programming, we extend existing theory to cover situations where the constraint matrix is structurally sparse. The discussion covers the case when strict complementarity does not hold. The regularity conditions used are consistent with those of nonlinear programming in the sense that the conventional optimality conditions for nonlinear programming are obtained when the constraint matrix is diagonal. Received: May 15, 1998 / Accepted: April 12, 2000?Published online May 12, 2000
Keywords:: semidefinite programming –   constrained minimization –   optimality conditions –   interior methods
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