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Jacobian Nonsingularity in Nonlinear Symmetric Conic Programming Problems and Its Application

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  • Yun Wang
  • Dezhou Kong

Abstract

This paper considers the nonlinear symmetric conic programming (NSCP) problems. Firstly, a type of strong sufficient optimality condition for NSCP problems in terms of a linear-quadratic term is introduced. Then, a sufficient condition of the nonsingularity of Clarke’s generalized Jacobian of the Karush–Kuhn–Tucker (KKT) system is demonstrated. At last, as an application, this property is used to obtain the local convergence properties of a sequential quadratic programming- (SQP-) type method.

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  • Yun Wang & Dezhou Kong, 2020. "Jacobian Nonsingularity in Nonlinear Symmetric Conic Programming Problems and Its Application," Mathematical Problems in Engineering, Hindawi, vol. 2020, pages 1-9, December.
    • Handle: RePEc:hin:jnlmpe:8824126
    DOI: 10.1155/2020/8824126
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