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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Bibliographic Details
Published inComputational optimization and applications Vol. 43; no. 2; pp. 295 - 306
Main Author Hare, W. L.
Format Journal Article
LanguageEnglish
Published Boston Springer US 01.06.2009
Springer Nature B.V
Subjects
Convex and Discrete Geometry
Management Science
Mathematics
Mathematics and Statistics
Operations Research
Operations Research/Decision Theory
Optimization
Optimization algorithms
Statistics
Studies
Topological manifolds
Partly smooth
Nonconvex optimization
Prox-regular
Active constraint identification
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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.
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