On Some Aspects of Perturbation Analysis for Matrix Cone Optimization Induced by Spectral Norm
In this paper, we consider a cone problem of matrix optimization induced by spectral norm (MOSN). By Schur complement, MOSN can be reformulated as a nonlinear semidefinite programming (NLSDP) problem. Then we discuss the constraint nondegeneracy conditions and strong second-order sufficient conditions of MOSN and its SDP reformulation, and obtain that the constraint nondegeneracy condition of MOSN is not always equivalent to that of NLSDP. However, the strong second-order sufficient conditions of these two problems are equivalent without any assumption. Finally, a sufficient condition is given to ensure the nonsingularity of the Clarke’s generalized Jacobian of the KKT system for MOSN.
Shao-Yan Guo · Li-Wei Zhang · Shou-Lin Hao . On Some Aspects of Perturbation Analysis for Matrix Cone Optimization Induced by Spectral Norm[J]. Journal of the Operations Research Society of China, 2015 , 3(3) : 275 . DOI: 10.1007/s40305-015-0088-9
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