On Some Aspects of Perturbation Analysis for Matrix Cone Optimization Induced by Spectral Norm

Indexed by:期刊论文

Journal:中国运筹学会会刊

Included Journals:EI、CSCD、Scopus

Volume:3

Issue:3

Page Number:275-296

ISSN No.:2194-668X

Abstract:In this paper, we consider a cone problem of matrix optimization induced by spectral norm (MOSN). By Schur complement, MOSN can be reformulated as a nonlinear semidefinite programming (NLSDP) problem. Then we discuss the constraint nondegeneracy conditions and strong second-order sufficient conditions of MOSN and its SDP reformulation, and obtain that the constraint nondegeneracy condition of MOSN is not always equivalent to that of NLSDP. However, the strong second-order sufficient conditions of these two problems are equivalent without any assumption. Finally, a sufficient condition is given to ensure the nonsingularity of the Clarke  s generalized Jacobian of the KKT system for MOSN. ? 2015, Operations Research Society of China, Periodicals Agency of Shanghai University, Science Press and Springer-Verlag Berlin Heidelberg.

Date of Publication:2015-01-01