First and second order analysis of nonlinear semidefinite programs
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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.
KeywordsSemidefinite programming Cone constraints Convex programming Duality Second-order optimality conditions Tangent cones Optimal value function Sensitivity analysis
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