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A second-order sequential optimality condition for nonlinear second-order cone programming problems

Author

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  • Ellen H. Fukuda

    (Kyoto University)

  • Kosuke Okabe

    (Kyoto University)

Abstract

In the last two decades, the sequential optimality conditions, which do not require constraint qualifications and allow improvement on the convergence assumptions of algorithms, had been considered in the literature. It includes the work by Andreani et al. (IMA J Numer Anal 37:1902–1929, 2017), with a sequential optimality condition for nonlinear programming, that uses the second-order information of the problem. More recently, Fukuda et al. (Set-Valued Var Anal 31:15, 2023) analyzed the conditions that use second-order information, in particular for nonlinear second-order cone programming problems (SOCP). However, such optimality conditions were not defined explicitly. In this paper, we propose an explicit definition of approximate-Karush-Kuhn-Tucker 2 (AKKT2) and complementary-AKKT2 (CAKKT2) conditions for SOCPs. We prove that the proposed AKKT2/CAKKT2 conditions are satisfied at local optimal points of the SOCP without any constraint qualification. We also present two algorithms that are based on augmented Lagrangian and sequential quadratic programming methods and show their global convergence to points satisfying the proposed conditions.

Suggested Citation

  • Ellen H. Fukuda & Kosuke Okabe, 2025. "A second-order sequential optimality condition for nonlinear second-order cone programming problems," Computational Optimization and Applications, Springer, vol. 90(3), pages 911-939, April.
    • Handle: RePEc:spr:coopap:v:90:y:2025:i:3:d:10.1007_s10589-025-00649-0
    DOI: 10.1007/s10589-025-00649-0
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    References listed on IDEAS

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    1. A. Baccari, 2004. "On the Classical Necessary Second-Order Optimality Conditions," Journal of Optimization Theory and Applications, Springer, vol. 123(1), pages 213-221, October.
    2. Ellen H. Fukuda & Masao Fukushima, 2016. "The Use of Squared Slack Variables in Nonlinear Second-Order Cone Programming," Journal of Optimization Theory and Applications, Springer, vol. 170(2), pages 394-418, August.
    3. Jong-Shi Pang & Defeng Sun & Jie Sun, 2003. "Semismooth Homeomorphisms and Strong Stability of Semidefinite and Lorentz Complementarity Problems," Mathematics of Operations Research, INFORMS, vol. 28(1), pages 39-63, February.
    4. Yuya Yamakawa & Takayuki Okuno, 2022. "A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs," Computational Optimization and Applications, Springer, vol. 83(3), pages 1027-1064, December.
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