First and second order analysis of nonlinear semidefinite programs

نویسنده

  • Alexander Shapiro
چکیده

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. © 1997 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.

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عنوان ژورنال:
  • Math. Program.

دوره 77  شماره 

صفحات  -

تاریخ انتشار 1997