Nonsingularity of Karush-Kuhn-Tucker system in a class of linear matrix conic optimization problems
It is known that the Karush-Kuhn-Tucker (KKT) conditions of matrix conic optimization problem can be reformulated as a system via the metric projector over the cone of matrices. We consider a class of linear matrix conic optimization problems, where the cone is the epigraph of an orthogonally invariant norm induced by a symmetric function, in the space of symmetric matrices. We show that the nonsigularity of Jacobian of the KKT system is equivalent to the primal constraint nondegeneracy and the second-order sufficient optimality conditions. Moreover, we prove that, for the second-order cone defined by the epigraph of Frobenius norm, the primal second-order sufficient optimality conditions are equivalent to the dual constraint nondegeneracy condition.
Authors
- Jihong Zhang (ORCID: https://orcid.org/0000-0003-2820-3734)
- Yule Zhang (ORCID: https://orcid.org/0000-0001-7328-4815)
- Liwei Zhang (ORCID: https://orcid.org/0000-0003-3083-9002)
- Wenzhuo Li (ORCID: https://orcid.org/0009-0007-1690-7810)
Institutions
- Shenyang Ligong University (CN)
- Dalian Maritime University (CN)
- Northeastern University (CN)
Publication Details
- Journal
- Journal of Industrial and Management Optimization
- Published
- 2025-01-01
- DOI
- https://doi.org/10.3934/jimo.2025003
- Primary Topic
- Matrix Theory and Algorithms
- Type
- article
- Field-Weighted Citation Impact
- 0.00
Funders
- National Natural Science Foundation of China
- Higher Education Discipline Innovation Project