On the Identification of Active Constraints II: The Nonconvex Case

DOI10.1137/0727064zbMATH Open0703.65034OpenAlexW2072808760MaRDI QIDQ3482763FDOQ3482763

Authors: Jim Burke 

Publication date: 1990

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0727064

Recommendations

• Active Set Identification in Nonlinear Programming
• On the Identification of Active Constraints
• On the Accurate Identification of Active Constraints
• scientific article; zbMATH DE number 6270281
• Constraint identification and algorithm stabilization for degenerate nonlinear programs

zbMATH Keywords

algorithmsSQP algorithmidentification of active constraintsQL algorithmnonconvex constrained nonlinear programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Cited In (30)

• Active constraints, indefinite quadratic test problems, and complexity
• Active-set identification with complexity guarantees of an almost cyclic 2-coordinate descent method with Armijo line search
• Geometrical interpretation of the predictor-corrector type algorithms in structured optimization problems
• A proximal method for composite minimization
• An active-constraint logic for non-linear programming
• Error bounds in mathematical programming
• Hybrid approach with active set identification for mathematical programs with complementarity constraints
• Title not available (Why is that?)
• Title not available (Why is that?)
• Proximal methods avoid active strict saddles of weakly convex functions
• Global Lipschitzian error bounds for semidefinite complementarity problems with emphasis on NCPs
• A Trust-region Method for Nonsmooth Nonconvex Optimization
• Generic minimizing behavior in semialgebraic optimization
• First-order Methods for the Impatient: Support Identification in Finite Time with Convergent Frank--Wolfe Variants
• Optimality, identifiability, and sensitivity
• New active set identification for general constrained optimization and minimax problems
• Infeasibility Detection with Primal-Dual Hybrid Gradient for Large-Scale Linear Programming
• Identifying non-active restrictions in convex quadratic programming
• Screening for a reweighted penalized conditional gradient method
• Stopping rules and backward error analysis for bound-constrained optimization
• Active Set Identification in Nonlinear Programming
• Active-set Newton methods and partial smoothness
• A note on weakly active constraints in connection with nonconvex quadratic programming
• Active set complexity of the away-step Frank-Wolfe algorithm
• A stable primal-dual approach for linear programming under nondegeneracy assumptions
• On the Identification of Active Constraints
• Partial smoothness and constant rank
• On the accurate identification of active set for constrained minimax problems
• Identifying activity
• On the stationarity for nonlinear optimization problems with polyhedral constraints

This page was built for publication: On the Identification of Active Constraints II: The Nonconvex Case

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3482763)