Acta mathematica scientia,Series A

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Second-order Optimality Conditions for C1,1

Semidefinite Programming

Zhao Wenhui;Gao Yan
  

  1. School of Management and Humanity, Shanghai University of Electric Power, Shanghai 200090

  • Received:2004-12-08 Revised:2006-08-08 Online:2008-02-25 Published:2008-02-25
  • Contact: Zhao Wenhui

Abstract: In this paper the authors study a class of nonsmooth semidefinite programming problems, where the objective function is of class C1,1 and the constrain is semidefinite. By using Peano generalized derivatives
necessary and sufficient second-order optimality conditions are derived.

Key words: Semidefinite programming, Optimality conditions, C1,1functions, Peano generalized derivatives

CLC Number: 

  • 49J52
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