Identifying Active Constraints via Partial Smoothness and Prox-Regularity
Journal of convex analysis, Tome 11 (2004) no. 2, pp. 251-266
Active set algorithms, such as the projected gradient method in nonlinear optimization, are designed to "identify" the active constraints of the problem in a finite number of iterations. Using the notions of "partial smoothness" and "prox-regularity" we extend work of Burke, More and Wright on identifiable surfaces from the convex case to a general nonsmooth setting. We further show how this setting can be used in the study of sufficient conditions for local minimizers.
Mots-clés :
nonlinear program, nonsmooth optimization, variational analysis, partly smooth, prox-regular, identifiable surface, projected gradient
@article{JCA_2004_11_2_JCA_2004_11_2_a0,
author = {W. L. Hare and A. S. Lewis},
title = {Identifying {Active} {Constraints} via {Partial} {Smoothness} and {Prox-Regularity}},
journal = {Journal of convex analysis},
pages = {251--266},
year = {2004},
volume = {11},
number = {2},
url = {http://geodesic.mathdoc.fr/item/JCA_2004_11_2_JCA_2004_11_2_a0/}
}
TY - JOUR AU - W. L. Hare AU - A. S. Lewis TI - Identifying Active Constraints via Partial Smoothness and Prox-Regularity JO - Journal of convex analysis PY - 2004 SP - 251 EP - 266 VL - 11 IS - 2 UR - http://geodesic.mathdoc.fr/item/JCA_2004_11_2_JCA_2004_11_2_a0/ ID - JCA_2004_11_2_JCA_2004_11_2_a0 ER -
W. L. Hare; A. S. Lewis. Identifying Active Constraints via Partial Smoothness and Prox-Regularity. Journal of convex analysis, Tome 11 (2004) no. 2, pp. 251-266. http://geodesic.mathdoc.fr/item/JCA_2004_11_2_JCA_2004_11_2_a0/