Nonsingularity conditions for FB system of nonlinear SDPs 1
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چکیده
For a locally optimal solution to the nonlinear semidefinite programming,under Robinson’s constraint qualification, we show that the nonsingularity of Clarke’sJacobian of the Fischer-Burmeister (FB) nonsmooth system is equivalent to the strongregularity of the Karush-Kuhn-Tucker point. Consequently, from Sun’s paper (Mathe-matics of Operations Research, vol. 31, pp. 761-776, 2006), the semismooth Newtonmethod applied to the FB system may attain the locally quadratic convergence underthe strong second order sufficient condition and constraint nondegeneracy.
منابع مشابه
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تاریخ انتشار 2011