Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2024
|
| Schlagworte: | |
| Online-Zugang: | https://arxiv.org/abs/2402.13814 |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866908760554864640 |
|---|---|
| author | Feng, Fuxiaoyue Ding, Chao Li, Xudong |
| author_facet | Feng, Fuxiaoyue Ding, Chao Li, Xudong |
| contents | We introduce a quadratically convergent semismooth Newton method for nonlinear semidefinite programming that eliminates the need for the generalized Jacobian regularity, a common yet stringent requirement in existing approaches. Our strategy involves identifying a single nonsingular element within the Bouligand generalized Jacobian, thus avoiding the standard requirement for nonsingularity across the entire generalized Jacobian set, which is often too restrictive for practical applications. The theoretical framework is supported by introducing the weak second order condition (W-SOC) and the weak strict Robinson constraint qualification (W-SRCQ). These conditions not only guarantee the existence of a nonsingular element in the generalized Jacobian but also forge a primal-dual connection in linearly constrained convex quadratic programming. The theoretical advancements further lay the foundation for the algorithmic design of a novel semismooth Newton method, which integrates a correction step to address degenerate issues. Particularly, this correction step ensures the local convergence as well as a superlinear/quadratic convergence rate of the proposed method. Preliminary numerical experiments corroborate our theoretical findings and underscore the practical effectiveness of our method. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_13814 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A quadratically convergent semismooth Newton method for nonlinear semidefinite programming without generalized Jacobian regularity Feng, Fuxiaoyue Ding, Chao Li, Xudong Optimization and Control We introduce a quadratically convergent semismooth Newton method for nonlinear semidefinite programming that eliminates the need for the generalized Jacobian regularity, a common yet stringent requirement in existing approaches. Our strategy involves identifying a single nonsingular element within the Bouligand generalized Jacobian, thus avoiding the standard requirement for nonsingularity across the entire generalized Jacobian set, which is often too restrictive for practical applications. The theoretical framework is supported by introducing the weak second order condition (W-SOC) and the weak strict Robinson constraint qualification (W-SRCQ). These conditions not only guarantee the existence of a nonsingular element in the generalized Jacobian but also forge a primal-dual connection in linearly constrained convex quadratic programming. The theoretical advancements further lay the foundation for the algorithmic design of a novel semismooth Newton method, which integrates a correction step to address degenerate issues. Particularly, this correction step ensures the local convergence as well as a superlinear/quadratic convergence rate of the proposed method. Preliminary numerical experiments corroborate our theoretical findings and underscore the practical effectiveness of our method. |
| title | A quadratically convergent semismooth Newton method for nonlinear semidefinite programming without generalized Jacobian regularity |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2402.13814 |