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First and second order analysis of nonlinear semidefinite programs

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Abstract

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.

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Authors and Affiliations

  1. School of Industrial and Systems Engineering, Georgia Institute of Technology, 30332-0205, Atlanta, GA, USA

    Alexander Shapiro

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  1. Alexander Shapiro
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Shapiro, A. First and second order analysis of nonlinear semidefinite programs. Mathematical Programming 77, 301–320 (1997). https://doi.org/10.1007/BF02614439

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