Optimality Criteria without Constraint Qualifications for Linear Semidefinite Problems

Abstract

We consider two closely related optimization problems: a problem of convex semi-infinite programming with multidimensional index set and a linear problem of semi-definite programming. In the study of these problems we apply the approach suggested in our recent paper [14] and based on the notions of immobile indices and their immobility orders. For the linear semi-definite problem, we define the subspace of immobile indices and formulate the first-order optimality conditions in terms of a basic matrix of this subspace. These conditions are explicit, do not use constraint qualifications, and have the form of a criterion. An algorithm determining a basis of the subspace of immobile indices in a finite number of steps is suggested. The optimality conditions obtained are compared with other known optimality conditions.