论文标题

非线性半决赛编程中非平稳性的弱概念

Weak notions of nondegeneracy in nonlinear semidefinite programming

论文作者

Andreani, Roberto, Haeser, Gabriel, Mito, Leonardo M., Ramírez, Héctor

论文摘要

约束非修饰条件是非线性半决赛编程中最相关,最有用的约束资格之一。它可以根据约束矩阵的$ \ ell $二维内核的任何固定正常基础来表征,这是通过一组$ \ ell(\ ell+1)/2 $衍生矢量的线性独立性来表征的。我们表明,通过考虑内核的所有正常基础,可以在较小的$ \ ell $导数向量中以$ \ ell $衍生的向量进行等效的线性独立要求。这使我们能够确定并非所有基础都与要定义的约束资格有关,从而导致与外部惩罚方法的全球融合相关的严格弱变体。我们使用其中一些想法来重新审视Forsgren [Math]的方法。 prog。 88,105--128,2000]用于利用约束的转换的稀疏结构来定义约束资格,这使我们使用更简单的转换制定了另一个放松的非等级概念。如果考虑在给定点处约束函数的衍生物的零,而不是在该点附近的函数本身的零,我们获得了连接Forsgren条件和我们的较弱的约束资格。

The constraint nondegeneracy condition is one of the most relevant and useful constraint qualifications in nonlinear semidefinite programming. It can be characterized in terms of any fixed orthonormal basis of the, let us say, $\ell$-dimensional kernel of the constraint matrix, by the linear independence of a set of $\ell(\ell+1)/2$ derivative vectors. We show that this linear independence requirement can be equivalently formulated in a smaller set, of $\ell$ derivative vectors, by considering all orthonormal bases of the kernel instead. This allows us to identify that not all bases are relevant for a constraint qualification to be defined, giving rise to a strictly weaker variant of nondegeneracy related to the global convergence of an external penalty method. We use some of these ideas to revisit an approach of Forsgren [Math. Prog. 88, 105--128, 2000] for exploiting the sparsity structure of a transformation of the constraints to define a constraint qualification, which led us to develop another relaxed notion of nondegeneracy using a simpler transformation. If the zeros of the derivatives of the constraint function at a given point are considered, instead of the zeros of the function itself in a neighborhood of that point, we obtain an even weaker constraint qualification that connects Forsgren's condition and ours.

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