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Equivalence of Two Nondegeneracy Conditions for Semidefinite Programs.

Authors :
Flegel, M. L.
Kanzow, C.
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