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A proximal method for identifying active manifolds

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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.

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  1. IRMACS, Simon Fraser University, Burnaby, BC, V5A 1S6, Canada

    W. L. Hare

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  1. W. L. Hare
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Hare, W.L. A proximal method for identifying active manifolds. Comput Optim Appl 43, 295–306 (2009). https://doi.org/10.1007/s10589-007-9139-4

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  • DOI: https://doi.org/10.1007/s10589-007-9139-4

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