Related papers: A minimal face constant rank constraint qualificat…
The facial reduction algorithm of Borwein and Wolkowicz and the extended dual of Ramana provide a strong dual for the conic linear program $$ (P) \sup {<c, x> | Ax \leq_K b} $$ in the absence of any constraint qualification. The facial…
The paper is devoted to an analysis of a new constraint qualification and a derivation of the strongest existing optimality conditions for nonsmooth mathematical programming problems with equality and inequality constraints in terms of…
In this paper, we analyze optimal control problems governed by semilinear parabolic equations. Box constraints for the controls are imposed and the cost functional involves the state and possibly a sparsity-promoting term, but not a…
We propose a method for low-rank semidefinite programming in application to the semidefinite relaxation of unconstrained binary quadratic problems. The method improves an existing solution of the semidefinite programming relaxation to…
Second-order optimality conditions for vector nonlinear programming problems with inequality constraints are studied in this paper. We introduce a new second-order constraint qualification, which includes Mangasarian-Fromovitz constraint…
Qualification conditions (also termed constraint qualifications) help avoid pathological behavior at domain boundaries in convex analysis. By generalizing facial reduction from conic programming to general convex programs of the form $f(x)…
We consider several classes of highly important semidefinite optimization problems that involve both a convex objective function (smooth or nonsmooth) and additional linear or nonlinear smooth and convex constraints, which are ubiquitous in…
In this paper, we introduce a new second-order directional derivative and a second-order subdifferential of Hadamard type for an arbitrary nondifferentiable function. We derive several second-order optimality conditions for a local and a…
In this note, we present an elementary proof for a well-known second-order sufficient optimality condition in nonlinear semidefinite optimization which does not rely on the enhanced theory of second-order tangents. Our approach builds on an…
We study the closure of the projection of the (nonconvex) cone of rank restricted positive semidefinite matrices onto subsets of the matrix entries. This defines the feasible sets for semidefinite completion problems with restrictions on…
We present a systematic introduction to first-order optimality conditions for mathematical programs with equilibrium constraints (MPECs), emphasizing the limitations of classical nonlinear programming techniques. The goal is twofold. First,…
This paper explores local second-order weak sharp minima for a broad class of nonconvex optimization problems. We propose novel second-order optimality conditions formulated through the use of classical and lower generalized support…
We propose an algorithm for solving nonlinear convex programs defined in terms of a symmetric positive semidefinite matrix variable $X$. This algorithm rests on the factorization $X=Y Y^T$, where the number of columns of Y fixes the rank of…
In the last two decades, the sequential optimality conditions, which do not require constraint qualifications and allow improvement on the convergence assumptions of algorithms, had been considered in the literature. It includes the work by…
In this paper, we readdress the classical topic of second-order sufficient optimality conditions for optimization problems with nonsmooth structure. Based on the so-called second subderivative of the objective function and of the indicator…
We consider an optimization problem subject to an abstract constraint and finitely many nonlinear constraints. Using the recently introduced concept of $n$-polyhedricity, we are able to provide second-order optimality conditions under weak…
In this paper, we propose second-order sufficient optimality conditions for a very general nonconvex constrained optimization problem, which covers many prominent mathematical programs.Unlike the existing results in the literature, our…
We present FRA-Poly, a facial reduction algorithm (FRA) for conic linear programs that is sensitive to the presence of polyhedral faces in the cone. The main goals of FRA and FRA-Poly are the same, i.e., finding the minimal face containing…
Second-order optimality conditions of the bilevel programming problems are dependent on the second-order directional derivatives of the value functions or the solution mappings of the lower level problems under some regular conditions,…
In this paper, we accomplish a unified convergence analysis of a second-order method of multipliers (i.e., a second-order augmented Lagrangian method) for solving the conventional nonlinear conic optimization problems.Specifically, the…