Identifying activity

DOI10.1137/090747117MaRDI QIDQ3093596zbMATH OpenOpenAlexFDO

Authors Stephen J. Wright, A. S. Lewis

Publication date 18 October 2011

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

Full work available at URL https://arxiv.org/abs/0901.2668

zbMATH Keywords

constrained optimizationcritical point

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonlinear programming (90C30)

Abstract: Identification of active constraints in constrained optimization is of interest from both practical and theoretical viewpoints, as it holds the promise of reducing an inequality-constrained problem to an equality-constrained problem, in a neighborhood of a solution. We study this issue in the more general setting of composite nonsmooth minimization, in which the objective is a composition of a smooth vector function c with a lower semicontinuous function h, typically nonsmooth but structured. In this setting, the graph of the generalized gradient of h can often be decomposed into a union (nondisjoint) of simpler subsets. "Identification" amounts to deciding which subsets of the graph are "active" in the criticality conditions at a given solution. We give conditions under which any convergent sequence of approximate critical points finitely identifies the activity. Prominent among these properties is a condition akin to the Mangasarian-Fromovitz constraint qualification, which ensures boundedness of the set of multiplier vectors that satisfy the optimality conditions at the solution.

Recommendations

• On the Accurate Identification of Active Constraints
• scientific article; zbMATH DE number 2155014
• New active set identification for general constrained optimization and minimax problems
• On the accurate identification of active set for constrained minimax problems
• On the Identification of Active Constraints II: The Nonconvex Case

Cited in

(9)

• Active-set identification with complexity guarantees of an almost cyclic 2-coordinate descent method with Armijo line search
• On the geometry and refined rate of primal-dual hybrid gradient for linear programming
• Generalized alternating projections on manifolds and convex sets
• A proximal method for identifying active manifolds
• First- and second-order necessary conditions via exact penalty functions
• Identifying active manifolds.
• Practical inexact proximal quasi-Newton method with global complexity analysis
• New active set identification for general constrained optimization and minimax problems
• Screening for a reweighted penalized conditional gradient method

This page was built for publication: Identifying activity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3093596)