Exposing Constraints

DOI10.1137/0804032MaRDI QIDQ4308556zbMATH OpenOpenAlexFDO

Authors James V. Burke, Jorge J. Moré

Publication date 28 March 1995

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0804032

zbMATH Keywords

nondegeneracystrict complementarityprojected gradientactive constraintslinearly constrained optimization algorithms

Mathematics Subject Classification ID

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

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Cited in

(29)

• Identifiable Surfaces in Constrained Optimization
• On the stationarity for nonlinear optimization problems with polyhedral constraints
• Active-set identification with complexity guarantees of an almost cyclic 2-coordinate descent method with Armijo line search
• Perturbing convex multiobjecttve programs
• scientific article; zbMATH DE number 1696812 (Why is no real title available?)
• An active set algorithm for nonlinear optimization with polyhedral constraints
• Convergence of Affine-Scaling Interior-Point Methods with Line Search for Box Constrained Optimization
• Presenting Constraints
• Preconditioned conjugate gradient algorithms for nonconvex problems with box constraints
• Using Krylov subspace and spectral methods for solving complementarity problems in many-body contact dynamics simulation
• Error bounds in mathematical programming
• A new subspace limited memory BFGS algorithm for large-scale bound constrained optimization
• On the convergence of an active-set method for _1 minimization
• Algorithm 1035: a gradient-based implementation of the polyhedral active set algorithm
• Column Generation Algorithms for Nonlinear Optimization, I: Convergence Analysis
• Local convergence analysis of projection-type algorithms: unified approach
• Amenable cones are particularly nice
• Infeasibility Detection with Primal-Dual Hybrid Gradient for Large-Scale Linear Programming
• Local convergence behavior of some projection-type methods for affine variational inequalities
• An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization
• Hybrid algorithms with active set prediction for solving linear inequalities in a least squares sense
• On finite convergence and constraint identification of subgradient projection methods
• Ergodic convergence in subgradient optimization
• A stable primal-dual approach for linear programming under nondegeneracy assumptions
• Active set complexity of the away-step Frank-Wolfe algorithm
• Asymptotic optimality in stochastic optimization
• Some recent advances in projection-type methods for variational inequalities
• Monotone projected gradient methods for large-scale box-constrained quadratic programming
• Subspace methods for nonlinear optimization

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