Qualification Conditions in Semi-algebraic Programming - Archive ouverte HAL
Article Dans Une Revue SIAM Journal on Optimization Année : 2018

Qualification Conditions in Semi-algebraic Programming

Résumé

For an arbitrary finite family of semi-algebraic/definable functions, we consider the corresponding inequality constraint set and we study qualification conditions for perturbations of this set. In particular we prove that all positive diagonal perturbations, save perhaps a finite number of them, ensure that any point within the feasible set satisfies Mangasarian-Fromovitz constraint qualification. Using the Milnor-Thom theorem, we provide a bound for the number of singular perturbations when the constraints are polynomial functions. Examples show that the order of magnitude of our exponential bound is relevant. Our perturbation approach provides a simple protocol to build sequences of "regular" problems approximating an arbitrary semi-algebraic/definable problem. Applications to sequential quadratic programming methods and sum of squares relaxation are provided.

Dates et versions

hal-01810975 , version 1 (08-06-2018)

Identifiants

Citer

Jérôme Bolte, Antoine Hochart, Edouard Pauwels. Qualification Conditions in Semi-algebraic Programming. SIAM Journal on Optimization, 2018, 28 (2), ⟨10.1137/16M1133889⟩. ⟨hal-01810975⟩
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