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Equivalence of Two Nondegeneracy Conditions for Semidefinite Programs.
- Source :
- Journal of Optimization Theory & Applications; Dec2007, Vol. 135 Issue 3, p381-397, 17p
- Publication Year :
- 2007
-
Abstract
- Nondegeneracy assumptions are often needed in order to prove the local fast convergence of suitable algorithms as well as in the sensitivity analysis for semidefinite programs. One of the more standard nondegeneracy conditions is the geometric condition used by Alizadeh et al. (Math. Program. 77:111-128, 1997). On the other hand, Kanzow and Nagel (SIAM J. Optim. 15:654-672, 2005) recently introduced an algebraic condition that was used in order to prove, for the first time, the local quadratic convergence of a suitable algorithm for the solution of semidefinite programs without using the strict complementarity assumption. The aim of this paper is to show that these two nondegeneracy conditions are equivalent. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00223239
- Volume :
- 135
- Issue :
- 3
- Database :
- Complementary Index
- Journal :
- Journal of Optimization Theory & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 29360366
- Full Text :
- https://doi.org/10.1007/s10957-007-9270-5