A proximal method for identifying active manifolds

Authors:
W. L. Hare
Affiliations:
IRMACS, Simon Fraser University, Burnaby, Canada V5A 1S6
Venue:
Computational Optimization and Applications
Year:
2009

Citing 7
Cited 1

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Abstract

The minimization of an objective function over a constraint set can often be simplified if the "active manifold" of the constraints set can be correctly identified. In this work we present a simple subproblem, which can be used inside of any (convergent) optimization algorithm, that will identify the active manifold of a "prox-regular partly smooth" constraint set in a finite number of iterations.