Equivalent Conditions for Jacobian Nonsingularity in Linear Symmetric Cone Programming

Equivalent Conditions for Jacobian Nonsingularity in Linear Symmetric Cone Programming

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Article ID: iaor20112651
Volume: 148
Issue: 2
Start Page Number: 364
End Page Number: 389
Publication Date: Feb 2011
Journal: Journal of Optimization Theory and Applications
Authors: , ,
Keywords: Programming (cone), KarushKuhnTucker (KKT)
Abstract:

In this paper we consider the linear symmetric cone programming (SCP). At a Karush‐Kuhn‐Tucker (KKT) point of SCP, we present the important conditions equivalent to the nonsingularity of Clarke’s generalized Jacobian of the KKT nonsmooth system, such as primal and dual constraint nondegeneracy, the strong regularity, and the nonsingularity of the B‐subdifferential of the KKT system. This affirmatively answers an open question by Chan and Sun (SIAM J. Optim. 19:370–396, 2008).

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