On the Identification of Active Constraints II: The Nonconvex Case

DOI10.1137/0727064MaRDI QIDQ3482763zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

algorithmsSQP algorithmidentification of active constraintsQL algorithmnonconvex constrained nonlinear programming

Mathematics Subject Classification ID

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

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(30)

• Active constraints, indefinite quadratic test problems, and complexity
• 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
• 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
• scientific article; zbMATH DE number 2155014 (Why is no real title available?)
• Proximal methods avoid active strict saddles of weakly convex functions
• scientific article; zbMATH DE number 6270281 (Why is no real title available?)
• 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
• Optimality, identifiability, and sensitivity
• First-order Methods for the Impatient: Support Identification in Finite Time with Convergent Frank--Wolfe Variants
• 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
• A stable primal-dual approach for linear programming under nondegeneracy assumptions
• Active set complexity of the away-step Frank-Wolfe algorithm
• On the Identification of Active Constraints
• On the accurate identification of active set for constrained minimax problems
• Partial smoothness and constant rank
• Identifying activity

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