Implicit functions and sensitivity of stationary points
Mathematical Programming: Series A and B
An implicit-function theorem for a class of nonsmooth functions
Mathematics of Operations Research
Lipschitzian inverse functions, directional derivatives, and applications in C1,1 optimization
Journal of Optimization Theory and Applications
A nonsmooth version of Newton's method
Mathematical Programming: Series A and B
Pseudopower expansion of solutions of generalized equations and constrained optimization problems
Mathematical Programming: Series A and B
First and second order analysis of nonlinear semidefinite programs
Mathematical Programming: Series A and B
Sensitivity Analysis of Optimization Problems Under Second Order Regular Constraints
Mathematics of Operations Research
Merit functions for semi-definite complementarity problems
Mathematical Programming: Series A and B
Iterative solution of nonlinear equations in several variables
Iterative solution of nonlinear equations in several variables
Characterizations of Strong Regularity for Variational Inequalities over Polyhedral Convex Sets
SIAM Journal on Optimization
Second Order Optimality Conditions Based on Parabolic Second Order Tangent Sets
SIAM Journal on Optimization
Semismooth Matrix-Valued Functions
Mathematics of Operations Research
Semismooth homeomorphisms and strong stability of semidefinite and Lorentz complementarity problems
Mathematics of Operations Research
Constraint nondegeneracy in variational analysis
Mathematics of Operations Research
Perturbation analysis of second-order cone programming problems
Mathematical Programming: Series A and B
Semismoothness of solutions to generalized equations and the Moreau-Yosida regularization
Mathematical Programming: Series A and B
Nonsmooth Equations in Optimization: Regularity, Calculus, Methods and Applications (Nonconvex Optimization and Its Applications)
Local Duality of Nonlinear Semidefinite Programming
Mathematics of Operations Research
Correlation stress testing for value-at-risk: an unconstrained convex optimization approach
Computational Optimization and Applications
Generic Optimality Conditions for Semialgebraic Convex Programs
Mathematics of Operations Research
Generalized Hessians of $C^{1,1}$-Functions and Second-Order Viscosity Subjets
SIAM Journal on Optimization
A projected semismooth Newton method for problems of calibrating least squares covariance matrix
Operations Research Letters
Nonsingularity Conditions for the Fischer-Burmeister System of Nonlinear SDPs
SIAM Journal on Optimization
On the convergence of augmented Lagrangian methods for nonlinear semidefinite programming
Journal of Global Optimization
Nonsingularity of FB system and constraint nondegeneracy in semidefinite programming
Numerical Algorithms
Approximation of rank function and its application to the nearest low-rank correlation matrix
Journal of Global Optimization
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For a locally optimal solution to the nonlinear semidefinite programming problem, under Robinson's constraint qualification, the following conditions are proved to be equivalent: the strong second-order sufficient condition and constraint nondegeneracy; the nonsingularity of Clarke's Jacobian of the Karush-Kuhn-Tucker system; the strong regularity of the Karush-Kuhn-Tucker point; and others.