Elementary optimality conditions for nonlinear SDPs
نویسنده
چکیده
An increasing number of recent applications rely on the solution of nonlinear semide nite programs. First and second order optimality conditions for nonlinear programs are widely known today. This paper presents a self-contained generalization of these optimality conditions to nonlinear semide nite programs, highlighting some parallels and some di erences. It starts by discussing a constraint quali cation for both programs. First order optimality conditions are presented for the case where this constraint quali cation is satis ed. For the second order conditions, in addition, strict complementarity is assumed.
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