| Article ID: | iaor19981386 |
| Country: | Netherlands |
| Volume: | 77 |
| Issue: | 2 |
| Start Page Number: | 301 |
| End Page Number: | 320 |
| Publication Date: | May 1997 |
| Journal: | Mathematical Programming |
| Authors: | Shapiro Alexander |
| Keywords: | semidefinite programming |
In this paper we study nonlinear semidefinite programming problems. Convexity, duality and first-order optimality conditions for such problems are presented. A second-order analysis is also given. Second-order necessary and sufficient optimality conditions are derived. Finally, sensitivity analysis of such programs is discussed.