Second-order optimality conditions for SDCMPCC and application to rank optimization problems
Optimization and Control
2019-11-26 v1
Abstract
This paper is concerned with second-order optimality conditions for the mathematical program with semidefinite cone complementarity constraints (SDCMPCC).To achieve this goal, we first provide an exact characterization on the second-order tangent set to the semidefinite cone complementarity (SDCC) set in terms of the second-order directional derivative of the projection operator onto the SDCC set, and then use the second-order tangent set to the SDCC set to derive second-order necessary and sufficient conditions for SDCMPCC under suitable subregularity constraint qualifications. An application is also illustrated in characterizing the second-order necessary optimality condition for the semidefinite rank regularized problem.
Cite
@article{arxiv.1911.10551,
title = {Second-order optimality conditions for SDCMPCC and application to rank optimization problems},
author = {Yulan Liu and Shaohua Pan},
journal= {arXiv preprint arXiv:1911.10551},
year = {2019}
}
Comments
26pages