Qualification Conditions in Semi-algebraic Programming
Abstract
For an arbitrary finite family of semi-algebraic/definable functions, we consider the corresponding inequality constraint set and we study qualification conditions for perturbations of this set. In particular we prove that all positive diagonal perturbations, save perhaps a finite number of them, ensure that any point within the feasible set satisfies Mangasarian-Fromovitz constraint qualification. Using the Milnor-Thom theorem, we provide a bound for the number of singular perturbations when the constraints are polynomial functions. Examples show that the order of magnitude of our exponential bound is relevant. Our perturbation approach provides a simple protocol to build sequences of "regular" problems approximating an arbitrary semi-algebraic/definable problem. Applications to sequential quadratic programming methods and sum of squares relaxation are provided.
Cite
@article{arxiv.1705.08219,
title = {Qualification Conditions in Semi-algebraic Programming},
author = {Jérôme Bolte and Antoine Hochart and Edouard Pauwels},
journal= {arXiv preprint arXiv:1705.08219},
year = {2018}
}