An active set method for solving linearly constrained nonsmooth optimization problems

DOI10.1007/BF02591738MaRDI QIDQ3783077zbMATH OpenFDO

Authors E. R. Panier

Publication date 1987

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02591738

zbMATH Keywords

active set algorithmbundle principleconvex nonsmooth objective functionlinear constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

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Cites work

• A computational study of active set strategies in nonlinear programming with linear constraints
• A Kuhn–Tucker Algorithm
• A Method of Conjugate Directions for Linearly Constrained Nonlinear Programming Problems
• A stable method for solving certain constrained least squares problems
• A subgradient projection algorithm
• scientific article; zbMATH DE number 3846333 (Why is no real title available?)
• scientific article; zbMATH DE number 3930735 (Why is no real title available?)
• scientific article; zbMATH DE number 3687182 (Why is no real title available?)
• scientific article; zbMATH DE number 3709948 (Why is no real title available?)
• scientific article; zbMATH DE number 3526471 (Why is no real title available?)
• scientific article; zbMATH DE number 3793774 (Why is no real title available?)
• On the Convergence of Gradient Methods under Constraint
• Stationarity and superlinear convergence of an algorithm for univariate locally lipschitz constrained minimization
• The Gradient Projection Method for Nonlinear Programming. Part I. Linear Constraints
• ε-Optimal solutions in nondifferentiable convex programming and some related questions

Cited in

(19)

• A fast MPC algorithm using nonfeasible active set methods
• Active set and interior methods for nonlinear optimization
• Conditional subgradient optimization -- theory and applications
• An active set quasi-Newton method with projection step for monotone nonlinear equations
• A new active-set strategy for NCP with degenerate solutions
• Adaptive limited memory bundle method for bound constrained large-scale nonsmooth optimization
• Random perturbation of the projected variable metric method for nonsmooth nonconvex optimization problems with linear constraints
• A perturbed SQP method with active set technology for unconstrained minimax problems
• An active set algorithm for nonlinear optimization with polyhedral constraints
• scientific article; zbMATH DE number 4126605 (Why is no real title available?)
• scientific article; zbMATH DE number 1349149 (Why is no real title available?)
• Subgradient projection algorithms for constrained nonsmooth optimization II: nonlinear constraints†
• Strongly sub-feasible direction method for constrained optimization problems with nonsmooth objective functions
• An active set method for general linear problem subject to box constraints
• A Smoothing Active Set Method for Linearly Constrained Non-Lipschitz Nonconvex Optimization
• A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem
• New active set identification for general constrained optimization and minimax problems
• An active-set algorithmic framework for non-convex optimization problems over the simplex
• Relaxation methods for monotropic programs

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