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.

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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

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article

Nonsingularity of Karush-Kuhn-Tucker system in a class of linear matrix conic optimization problems

Jihong Zhang, Yule Zhang, Liwei Zhang, Wenzhuo Li
Journal of Industrial and Management Optimization
Matrix Theory and Algorithms
article

Nonsingularity of Karush-Kuhn-Tucker system in a class of linear matrix conic optimization problems

Jihong Zhang, Yule Zhang, Liwei Zhang, Wenzhuo Li
article en

Abstract

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.

Journal of Industrial and Management OptimizationVol. 21(4)
Shenyang Ligong University (CN), Dalian Maritime University (CN), Northeastern University (CN)
National Natural Science Foundation of China, Higher Education Discipline Innovation Project
Openalex Percentile: Top 99%
Matrix Theory and Algorithms
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Nonsingularity of Karush-Kuhn-Tucker system in a class of linear matrix conic optimization problems — Jihong Zhang, Yule Zhang, et al. · Journal of Industrial and Management Optimization (2025) | TGRS Research Map | TGRS