Identifying Active Constraints via Partial Smoothness and Prox-Regularity
Journal of convex analysis, Tome 11 (2004) no. 2, pp. 251-266
Voir la notice de l'article provenant de la source Heldermann Verlag
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},
publisher = {mathdoc},
volume = {11},
number = {2},
year = {2004},
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 PB - mathdoc 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/