<p>In a previous paper [Andreani et al, Math. Prog. 202, p. 473–514, 2023] we introduced a constant rank constraint qualification for nonlinear semidefinite and second-order cone programming by considering all faces of the underlying cone. This condition is independent of Robinson’s condition and it implies a strong second-order necessary optimality condition which depends on a single Lagrange multiplier instead of the full set of Lagrange multipliers. In this paper we expand on this result in several directions, namely, we consider the larger class of <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(\mathcal {C}^2-\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msup> <mrow> <mi mathvariant="script">C</mi> </mrow> <mn>2</mn> </msup> <mo>-</mo> </mrow> </math></EquationSource> </InlineEquation>cone reducible constraints and we show that it is not necessary to consider all faces of the cone; instead a single specific face should be considered (which turns out to be weaker than Robinson’s condition) in order for the first order necessary optimality condition to hold. This gives rise to a notion of facial reduction for nonlinear conic programming, that allows locally redefining the original problem only in terms of this specific face instead of the whole cone, providing a more robust formulation of the problem in which Robinson’s condition holds. We were also able to prove the strong second-order necessary optimality condition in this context by considering only the subfaces of this particular face, which is a new result even in nonlinear programming.</p>

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A minimal face constant rank constraint qualification for reducible conic programming

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

摘要

In a previous paper [Andreani et al, Math. Prog. 202, p. 473–514, 2023] we introduced a constant rank constraint qualification for nonlinear semidefinite and second-order cone programming by considering all faces of the underlying cone. This condition is independent of Robinson’s condition and it implies a strong second-order necessary optimality condition which depends on a single Lagrange multiplier instead of the full set of Lagrange multipliers. In this paper we expand on this result in several directions, namely, we consider the larger class of \(\mathcal {C}^2-\) C 2 - cone reducible constraints and we show that it is not necessary to consider all faces of the cone; instead a single specific face should be considered (which turns out to be weaker than Robinson’s condition) in order for the first order necessary optimality condition to hold. This gives rise to a notion of facial reduction for nonlinear conic programming, that allows locally redefining the original problem only in terms of this specific face instead of the whole cone, providing a more robust formulation of the problem in which Robinson’s condition holds. We were also able to prove the strong second-order necessary optimality condition in this context by considering only the subfaces of this particular face, which is a new result even in nonlinear programming.