Active‐Set Newton Methods and Partial Smoothness

DOI10.1287/moor.2020.1075zbMath1471.90143arXiv1902.00724MaRDI QIDQ5000651

Adrian S. Lewis, Calvin J. S. Wylie

Publication date: 15 July 2021

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.00724

zbMATH Keywords

variational inequality; active set identification; partial smoothness

Mathematics Subject Classification ID

65K10: Numerical optimization and variational techniques

49M05: Numerical methods based on necessary conditions

90C31: Sensitivity, stability, parametric optimization