Degeneracy in NLP and the development of results motivated by its presence

Abstract

We study notions of nondegeneracy and several levels of increasing degeneracy from the perspective of the local behavior of a local solution of a nonlinear program when problem parameters are slightly perturbed. Ideal nondegeneracy at a local minimizer is taken to mean satisfaction of second order sufficient conditions, linear independence and strict complimentary slackness. Following a brief exploration of the relationship of these conditions with the classical definition of nondegeneracy in linear programming, we recall a number of optimality and regularity conditions used to attempt to resolve degeneracy and survey results of Fiacco, McCormick, Robinson, Kojima, Gauvin and Janin, Shapiro, Kyparisis and Liu. This overview may be viewed as a structured survey of sensitivity and stability results: the focus is on progressive levels of degeneracy. We note connections of nondegeneracy with the convergence of algorithms and observe the striking parallel between the effects of nondegeneracy and degeneracy on optimality conditions, stability analysis and algorithmic convergence behavior. Although our orientation here is primarily interpretive and noncritical, we conclude that more effort is needed to unify optimality, stability and convergence theory and more results are needed in all three areas for radically degenerate problems.