Optimality, identifiability, and sensitivity

DOI10.1007/S10107-013-0730-4zbMATH Open1301.49059arXiv1207.6628OpenAlexW2125329909MaRDI QIDQ463741FDOQ463741

Authors: D. Drusvyatskiy, A. S. Lewis 

Publication date: 17 October 2014

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Abstract: Around a solution of an optimization problem, an "identifiable" subset of the feasible region is one containing all nearby solutions after small perturbations to the problem. A quest for only the most essential ingredients of sensitivity analysis leads us to consider identifiable sets that are "minimal". This new notion lays a broad and intuitive variational-analytic foundation for optimality conditions, sensitivity, and active set methods.

Full work available at URL: https://arxiv.org/abs/1207.6628

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zbMATH Keywords

sensitivityidentifiabilitynormal coneoptimality conditionsprox-regularitysubgradientactive setcritical cone

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53) Sensitivity, stability, well-posedness (49K40)

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Cited In (13)

• Proximal Gradient Methods with Adaptive Subspace Sampling
• Partial Smoothness of the Numerical Radius at Matrices Whose Fields of Values are Disks
• Newton acceleration on manifolds identified by proximal gradient methods
• On the interplay between acceleration and identification for the proximal gradient algorithm
• Active‐Set Newton Methods and Partial Smoothness
• Proximal methods avoid active strict saddles of weakly convex functions
• Generic minimizing behavior in semialgebraic optimization
• Asymptotic normality and optimality in nonsmooth stochastic approximation
• Optimality, identifiability, and sensitivity
• Infeasibility Detection with Primal-Dual Hybrid Gradient for Large-Scale Linear Programming
• Partial Smoothness and Constant Rank
• Orthogonal invariance and identifiability
• Sensitivity Analysis for Mirror-Stratifiable Convex Functions

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