Abstract
It is known that the Karush-Kuhn-Tucker (KKT) conditions of semidefinite programming can be reformulated as a nonsmooth system via the metric projector over the cone of symmetric and positive semidefinite matrices. We show in this paper that the primal and dual constraint nondegeneracies, the strong regularity, the nonsingularity of the B-subdifferential of this nonsmooth system, and the nonsingularity of the corresponding Clarke's generalized Jacobian, at a KKT point, are all equivalent. Moreover, we prove the equivalence between each of these conditions and the nonsingularity of Clarke's generalized Jacobian of the smoothed counterpart of this nonsmooth system used in several globally convergent smoothing Newton methods. In particular, we establish the quadratic convergence of these methods under the primal and dual constraint nondegeneracies, but without the strict complementarity. © 2008 Society for Industrial and Applied Mathematics.
Original language | English |
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Pages (from-to) | 370-396 |
Number of pages | 27 |
Journal | SIAM Journal on Optimization |
Volume | 19 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1 Dec 2008 |
Externally published | Yes |
Keywords
- Constraint nondegeneracy
- Nonsingularity
- Quadratic convergence
- Semidefinite programming
- Strong regularity
- Variational analysis
ASJC Scopus subject areas
- Theoretical Computer Science
- Software