Abstract
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.
Suggested citation
W. L. Hare, A. S. Lewis. “Identifying Active Constraints via Partial Smoothness and Prox-Regularity.” Journal of Convex Analysis 11 (2004), No. 2, 251–266.
Copyright Heldermann Verlag 2004