A proximal method for identifying active manifolds
The minimization of an objective function over a constraint set can often be simplified if the “active manifold” of the constraints set can be correctly identified. In this work we present a simple subproblem, which can be used inside of any (convergent) optimization algorithm, that will identify th...
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Published in | Computational optimization and applications Vol. 43; no. 2; pp. 295 - 306 |
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Main Author | |
Format | Journal Article |
Language | English |
Published |
Boston
Springer US
01.06.2009
Springer Nature B.V |
Subjects | |
Online Access | Get full text |
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Summary: | The minimization of an objective function over a constraint set can often be simplified if the “active manifold” of the constraints set can be correctly identified. In this work we present a simple subproblem, which can be used inside of any (convergent) optimization algorithm, that will identify the active manifold of a “prox-regular partly smooth” constraint set in a finite number of iterations. |
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Bibliography: | ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 23 |
ISSN: | 0926-6003 1573-2894 |
DOI: | 10.1007/s10589-007-9139-4 |