A proximal method for identifying active manifolds |
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Authors: | W L Hare |
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Institution: | (1) IRMACS, Simon Fraser University, Burnaby, BC, V5A 1S6, Canada |
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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. |
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Keywords: | Nonconvex optimization Active constraint identification Prox-regular Partly smooth |
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