Identifying active constraints via partial smoothness and prox-regularity

Hare, Warren and Lewis, Adrian (2003) Identifying active constraints via partial smoothness and prox-regularity. [Preprint]

Download (209Kb) | Preview
    Download (218Kb) | Preview


      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, Morée 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.

      Item Type: Preprint
      Additional Information: pubdom FALSE
      Uncontrolled Keywords: nonlinear program, nonsmooth optimization, variational analysis, partly smooth, prox-regular, identifiable surface, projected gradient
      Subjects: 91-xx Game theory, economics, social and behavioral sciences > 91Cxx Social and behavioral sciences: general topics
      49-xx Calculus of variations and optimal control; optimization > 49Kxx Necessary conditions and sufficient conditions for optimality
      65-xx Numerical analysis > 65Kxx Mathematical programming, optimization and variational techniques
      Faculty: UNSPECIFIED
      Depositing User: Users 1 not found.
      Date Deposited: 27 Oct 2003
      Last Modified: 21 Apr 2010 11:13

      Actions (login required)

      View Item