A Proximal Method for Identifying Active Manifolds

W. L. Hare (wharececm.sfu.ca)

Abstract: 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.

Keywords: Nonconvex Optimization, Active Constraint Identification, Prox-regular, Partly Smooth

Category 1: Convex and Nonsmooth Optimization (Generalized Convexity/Monoticity )

Category 2: Nonlinear Optimization (Constrained Nonlinear Optimization )

Citation: submitted, Computational Optimization and Applications

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Entry Submitted: 04/17/2006
Entry Accepted: 04/18/2006
Entry Last Modified: 04/18/2006

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