Nonsingularity Conditions for the Fischer-Burmeister System of Nonlinear SDPs

  • Authors:
  • Shujun Bi;Shaohua Pan;Jein-Shan Chen

  • Affiliations:
  • beamilan@163.com and shhpan@scut.edu.cn;-;jschen@math.ntnu.edu.tw

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 2011

Quantified Score

Hi-index 0.00

Visualization

Abstract

For a locally optimal solution to the nonlinear semidefinite programming problem, under Robinson's constraint qualification, we show that the nonsingularity of Clarke's Jacobian of the Fischer-Burmeister (FB) nonsmooth system is equivalent to the strong regularity of the Karush-Kuhn-Tucker point. Consequently, from Sun's paper [Math. Oper. Res., 31 (2006), pp. 761-776] the semismooth Newton method applied to the FB system may attain the locally quadratic convergence under the strong second order sufficient condition and constraint nondegeneracy.